VALD.DE vs. ESEE.DE
Compare and contrast key facts about BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.DE) and BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE).
VALD.DE and ESEE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VALD.DE is a passively managed fund by BNP Paribas that tracks the performance of the BNP Paribas Value Europe ESG. It was launched on Jan 31, 2017. ESEE.DE is a passively managed fund by BNP Paribas that tracks the performance of the S&P 500 Index. It was launched on Sep 16, 2013. Both VALD.DE and ESEE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VALD.DE vs. ESEE.DE - Performance Comparison
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VALD.DE vs. ESEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VALD.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 4.08% | 23.55% | 9.23% | 14.92% | -19.23% | 22.97% | -11.91% | 15.41% | -11.48% |
ESEE.DE BNP Paribas Easy S&P 500 UCITS ETF EUR | -2.92% | 4.37% | 32.16% | 22.65% | -14.21% | 40.85% | 7.14% | 34.97% | -1.02% |
Returns By Period
In the year-to-date period, VALD.DE achieves a 4.08% return, which is significantly higher than ESEE.DE's -2.92% return.
VALD.DE
- 1D
- 1.73%
- 1M
- -2.17%
- YTD
- 4.08%
- 6M
- 8.30%
- 1Y
- 18.14%
- 3Y*
- 15.91%
- 5Y*
- 8.01%
- 10Y*
- —
ESEE.DE
- 1D
- 0.15%
- 1M
- -2.56%
- YTD
- -2.92%
- 6M
- -0.31%
- 1Y
- 10.01%
- 3Y*
- 15.81%
- 5Y*
- 12.07%
- 10Y*
- 13.82%
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VALD.DE vs. ESEE.DE - Expense Ratio Comparison
VALD.DE has a 0.30% expense ratio, which is higher than ESEE.DE's 0.15% expense ratio.
Return for Risk
VALD.DE vs. ESEE.DE — Risk / Return Rank
VALD.DE
ESEE.DE
VALD.DE vs. ESEE.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 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.
| VALD.DE | ESEE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.58 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.27 | 0.88 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.13 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 2.29 | -0.92 |
Martin ratioReturn relative to average drawdown | 6.82 | 7.75 | -0.93 |
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
| VALD.DE | ESEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.58 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.78 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.88 | -0.40 |
Correlation
The correlation between VALD.DE and ESEE.DE is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VALD.DE vs. ESEE.DE - Dividend Comparison
VALD.DE's dividend yield for the trailing twelve months is around 3.23%, while ESEE.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VALD.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 3.23% | 3.36% | 3.35% | 3.36% | 3.99% | 2.18% | 5.01% | 4.92% | 4.75% |
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% |
Drawdowns
VALD.DE vs. ESEE.DE - Drawdown Comparison
The maximum VALD.DE drawdown since its inception was -40.63%, which is greater than ESEE.DE's maximum drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for VALD.DE and ESEE.DE.
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Drawdown Indicators
| VALD.DE | ESEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.63% | -33.58% | -7.05% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -8.52% | -4.72% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -23.46% | -5.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.58% | — |
Current DrawdownCurrent decline from peak | -3.33% | -5.09% | +1.76% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -4.17% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.12% | +0.65% |
Volatility
VALD.DE vs. ESEE.DE - Volatility Comparison
BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.DE) has a higher volatility of 4.98% compared to BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) at 3.64%. This indicates that VALD.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
| VALD.DE | ESEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 3.64% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 8.67% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 17.22% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.81% | 15.23% | +10.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.09% | 16.14% | +16.95% |