QUEJ.DE vs. ESEE.DE
QUEJ.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and ESEE.DE (BNP Paribas Easy S&P 500 UCITS ETF EUR) are both exchange-traded funds - QUEJ.DE is a Japan Equities fund tracking the MSCI Japan SRI S-Series PAB 5% Capped, while ESEE.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, QUEJ.DE returned 2.69%/yr vs 18.69%/yr for ESEE.DE. At a 0.49 correlation, their price movements are largely independent. QUEJ.DE charges 0.25%/yr vs 0.15%/yr for ESEE.DE.
Performance
QUEJ.DE vs. ESEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QUEJ.DE achieves a 7.21% return, which is significantly lower than ESEE.DE's 11.27% return.
QUEJ.DE
- 1D
- -0.49%
- 1M
- 1.71%
- YTD
- 7.21%
- 6M
- 7.26%
- 1Y
- 11.63%
- 3Y*
- 2.69%
- 5Y*
- —
- 10Y*
- —
ESEE.DE
- 1D
- -0.16%
- 1M
- 4.36%
- YTD
- 11.27%
- 6M
- 10.71%
- 1Y
- 25.27%
- 3Y*
- 18.69%
- 5Y*
- 14.69%
- 10Y*
- 15.09%
QUEJ.DE vs. ESEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QUEJ.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 7.21% | 3.79% | 1.15% | 8.13% | -12.67% |
ESEE.DE BNP Paribas Easy S&P 500 UCITS ETF EUR | 11.27% | 4.37% | 32.16% | 22.65% | -8.21% |
Correlation
The correlation between QUEJ.DE and ESEE.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022 | 0.49 |
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Return for Risk
QUEJ.DE vs. ESEE.DE — Risk / Return Rank
QUEJ.DE
ESEE.DE
QUEJ.DE vs. ESEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE) and BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| QUEJ.DE | ESEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.40 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 3.51 | -2.52 |
| Martin ratioReturn relative to average drawdown | 2.91 | 12.48 | -9.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QUEJ.DE | ESEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 2.17 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.96 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.95 | -0.86 |
Drawdowns
QUEJ.DE vs. ESEE.DE - Drawdown Comparison
The maximum QUEJ.DE drawdown since its inception was -15.02%, smaller than the maximum ESEE.DE drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for QUEJ.DE and ESEE.DE.
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Drawdown Indicators
| QUEJ.DE | ESEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.02% | -33.58% | +18.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -7.18% | -3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -23.46% | +9.52% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.58% | — |
Current DrawdownCurrent decline from peak | -2.50% | -0.45% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -4.12% | -2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.03% | +1.57% |
Volatility
QUEJ.DE vs. ESEE.DE - Volatility Comparison
BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE) has a higher volatility of 3.38% compared to BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) at 2.65%. This indicates that QUEJ.DE's price experiences larger fluctuations and is considered to be riskier than ESEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUEJ.DE | ESEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 2.65% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 7.60% | +6.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.39% | 11.61% | +5.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 15.20% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.36% | 16.09% | -0.73% |
QUEJ.DE vs. ESEE.DE - Expense Ratio Comparison
QUEJ.DE has a 0.25% expense ratio, which is higher than ESEE.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QUEJ.DE vs. ESEE.DE - Dividend Comparison
Neither QUEJ.DE nor ESEE.DE has paid dividends to shareholders.
Frequently Asked Questions
QUEJ.DE and ESEE.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESEE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESEE.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for QUEJ.DE.
QUEJ.DE is categorized as Japan Equities, while ESEE.DE is S&P 500. QUEJ.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while ESEE.DE tracks S&P 500 Index. Their fees differ too: 0.25% for QUEJ.DE and 0.15% for ESEE.DE.
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