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UBU9.DE vs. ESEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBU9.DE vs. ESEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS Core S&P 500 UCITS ETF USD dis (UBU9.DE) and BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with UBU9.DE having a 11.29% return and ESEE.DE slightly lower at 11.27%. Both investments have delivered pretty close results over the past 10 years, with UBU9.DE having a 14.73% annualized return and ESEE.DE not far ahead at 15.09%.


UBU9.DE

1D
-0.13%
1M
4.33%
YTD
11.29%
6M
10.76%
1Y
25.48%
3Y*
18.75%
5Y*
14.63%
10Y*
14.73%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBU9.DE vs. ESEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBU9.DE
UBS Core S&P 500 UCITS ETF USD dis
11.29%4.68%32.18%22.24%-14.31%40.34%6.45%34.24%-1.39%6.52%
ESEE.DE
BNP Paribas Easy S&P 500 UCITS ETF EUR
11.27%4.37%32.16%22.65%-14.21%40.85%7.14%34.97%-0.85%7.07%

Correlation

The correlation between UBU9.DE and ESEE.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2013

0.99

The correlation between UBU9.DE and ESEE.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

UBU9.DE vs. ESEE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UBU9.DE
UBU9.DE Risk / Return Rank: 6969
Overall Rank
UBU9.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UBU9.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
UBU9.DE Omega Ratio Rank: 6969
Omega Ratio Rank
UBU9.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
UBU9.DE Martin Ratio Rank: 6969
Martin Ratio Rank

ESEE.DE
ESEE.DE Risk / Return Rank: 6868
Overall Rank
ESEE.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ESEE.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
ESEE.DE Omega Ratio Rank: 6969
Omega Ratio Rank
ESEE.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
ESEE.DE Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UBU9.DE vs. ESEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Core S&P 500 UCITS ETF USD dis (UBU9.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.


UBU9.DEESEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.41

1.40

0.00

Calmar ratioReturn relative to maximum drawdown

3.53

3.51

+0.01

Martin ratioReturn relative to average drawdown

12.53

12.48

+0.05

UBU9.DE vs. ESEE.DE - Sharpe Ratio Comparison

The current UBU9.DE Sharpe Ratio is 2.20, which is comparable to the ESEE.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of UBU9.DE and ESEE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UBU9.DEESEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.17

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.96

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.93

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.95

-0.02

Drawdowns

UBU9.DE vs. ESEE.DE - Drawdown Comparison

The maximum UBU9.DE drawdown since its inception was -33.82%, roughly equal to the maximum ESEE.DE drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for UBU9.DE and ESEE.DE.


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Drawdown Indicators


UBU9.DEESEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.82%

-33.58%

-0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-7.18%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-23.30%

-23.46%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-23.46%

+0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

-33.58%

-0.24%

Current Drawdown

Current decline from peak

-0.45%

-0.45%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.01%

-4.12%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.03%

0.00%

Volatility

UBU9.DE vs. ESEE.DE - Volatility Comparison

UBS Core S&P 500 UCITS ETF USD dis (UBU9.DE) and BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) have volatilities of 2.66% and 2.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBU9.DEESEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

2.65%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

7.60%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.55%

11.61%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

15.20%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

16.09%

+0.01%

UBU9.DE vs. ESEE.DE - Expense Ratio Comparison

UBU9.DE has a 0.03% expense ratio, which is lower than ESEE.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UBU9.DE vs. ESEE.DE - Dividend Comparison

UBU9.DE's dividend yield for the trailing twelve months is around 0.80%, while ESEE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ESEE.DE
BNP Paribas Easy S&P 500 UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBU9.DE
UBS Core S&P 500 UCITS ETF USD dis
0.80%0.90%0.88%1.05%1.22%0.75%1.23%1.21%1.30%1.35%1.51%1.38%

Frequently Asked Questions


With a correlation of 1.00, UBU9.DE and ESEE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, UBU9.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU9.DE is cheaper with a 0.03% expense ratio, compared with 0.15% for ESEE.DE.

UBU9.DE tracks S&P 500, while ESEE.DE tracks S&P 500 Index. They also come from different issuers: UBS and BNP Paribas. Their fees differ too: 0.03% for UBU9.DE and 0.15% for ESEE.DE.

Portfolio Optimizer

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