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VALD.DE vs. ED3F.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VALD.DE vs. ED3F.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.DE) and Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VALD.DE achieves a 10.40% return, which is significantly higher than ED3F.DE's 0.02% return.


VALD.DE

1D
0.88%
1M
1.88%
YTD
10.40%
6M
13.48%
1Y
18.73%
3Y*
16.67%
5Y*
7.81%
10Y*

ED3F.DE

1D
-0.42%
1M
-8.21%
YTD
0.02%
6M
4.46%
1Y
-1.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VALD.DE vs. ED3F.DE - Yearly Performance Comparison


Correlation

The correlation between VALD.DE and ED3F.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

Correlation (All Time)
Calculated using the full available price history since May 23, 2025

0.22

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Return for Risk

VALD.DE vs. ED3F.DE — Risk / Return Rank

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

VALD.DE
VALD.DE Risk / Return Rank: 4949
Overall Rank
VALD.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VALD.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
VALD.DE Omega Ratio Rank: 4848
Omega Ratio Rank
VALD.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
VALD.DE Martin Ratio Rank: 5050
Martin Ratio Rank

ED3F.DE
ED3F.DE Risk / Return Rank: 99
Overall Rank
ED3F.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ED3F.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
ED3F.DE Omega Ratio Rank: 99
Omega Ratio Rank
ED3F.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
ED3F.DE Martin Ratio Rank: 88
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.

VALD.DE vs. ED3F.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.DE) and Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.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.


VALD.DEED3F.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.68

Sortino ratioReturn per unit of downside risk

+2.18

Omega ratioGain probability vs. loss probability

1.30

1.01

+0.29

Calmar ratioReturn relative to maximum drawdown

2.47

-0.08

+2.55

Martin ratioReturn relative to average drawdown

8.35

-0.18

+8.53

VALD.DE vs. ED3F.DE - Sharpe Ratio Comparison

The current VALD.DE Sharpe Ratio is 1.62, which is higher than the ED3F.DE Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of VALD.DE and ED3F.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


VALD.DEED3F.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

-0.06

+1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.15

+0.24

Drawdowns

VALD.DE vs. ED3F.DE - Drawdown Comparison

The maximum VALD.DE drawdown since its inception was -41.02%, which is greater than ED3F.DE's maximum drawdown of -23.91%. Use the drawdown chart below to compare losses from any high point for VALD.DE and ED3F.DE.


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Drawdown Indicators


VALD.DEED3F.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.02%

-23.91%

-17.11%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-23.91%

+16.37%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

Max Drawdown (5Y)

Largest decline over 5 years

-31.14%

Current Drawdown

Current decline from peak

-0.96%

-20.80%

+19.84%

Average Drawdown

Average peak-to-trough decline

-8.18%

-8.37%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

10.25%

-8.01%

Volatility

VALD.DE vs. ED3F.DE - Volatility Comparison

The current volatility for BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.DE) is 3.80%, while Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.DE) has a volatility of 10.58%. This indicates that VALD.DE experiences smaller price fluctuations and is considered to be less risky than ED3F.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VALD.DEED3F.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

10.58%

-6.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

22.80%

-13.51%

Volatility (1Y)

Calculated over the trailing 1-year period

11.54%

30.60%

-19.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

30.42%

-16.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.89%

30.42%

-14.53%

VALD.DE vs. ED3F.DE - Expense Ratio Comparison

VALD.DE has a 0.30% expense ratio, which is lower than ED3F.DE's 0.40% expense ratio.


Dividends

VALD.DE vs. ED3F.DE - Dividend Comparison

VALD.DE's dividend yield for the trailing twelve months is around 3.00%, while ED3F.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
ED3F.DE
Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VALD.DE
BNP Paribas Easy ESG Value Europe UCITS ETF
3.00%3.36%3.35%3.36%3.99%2.17%5.02%4.92%4.84%

Frequently Asked Questions


VALD.DE and ED3F.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VALD.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VALD.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for ED3F.DE.

VALD.DE is categorized as Europe Equities, while ED3F.DE is Aerospace & Defense. VALD.DE tracks BNP Paribas Value Europe ESG, while ED3F.DE tracks Mirae Asset Europe Defence Tech Index. They also come from different issuers: BNP Paribas and Global X. Their fees differ too: 0.30% for VALD.DE and 0.40% for ED3F.DE.

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