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VALD.DE vs. IS3H.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VALD.DE vs. IS3H.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 iShares MSCI EMU Mid Cap UCITS ETF (IS3H.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 IS3H.DE's 9.28% 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*

IS3H.DE

1D
0.47%
1M
2.04%
YTD
9.28%
6M
11.50%
1Y
17.53%
3Y*
18.25%
5Y*
9.27%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VALD.DE vs. IS3H.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VALD.DE
BNP Paribas Easy ESG Value Europe UCITS ETF
10.40%23.55%9.24%14.99%-19.44%23.32%-12.12%17.75%-12.42%14.18%
IS3H.DE
iShares MSCI EMU Mid Cap UCITS ETF
9.28%30.84%11.73%8.69%-14.80%15.42%3.89%29.25%-15.98%15.29%

Correlation

The correlation between VALD.DE and IS3H.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.87

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

0.89

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2017

0.88

The correlation between VALD.DE and IS3H.DE has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.

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Return for Risk

VALD.DE vs. IS3H.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

IS3H.DE
IS3H.DE Risk / Return Rank: 4343
Overall Rank
IS3H.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IS3H.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
IS3H.DE Omega Ratio Rank: 4141
Omega Ratio Rank
IS3H.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
IS3H.DE Martin Ratio Rank: 4747
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. IS3H.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 iShares MSCI EMU Mid Cap UCITS ETF (IS3H.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.DEIS3H.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.30

1.26

+0.04

Calmar ratioReturn relative to maximum drawdown

2.47

2.15

+0.32

Martin ratioReturn relative to average drawdown

8.35

7.71

+0.64

VALD.DE vs. IS3H.DE - Sharpe Ratio Comparison

The current VALD.DE Sharpe Ratio is 1.62, which is comparable to the IS3H.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of VALD.DE and IS3H.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.DEIS3H.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.40

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.60

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.56

-0.17

Drawdowns

VALD.DE vs. IS3H.DE - Drawdown Comparison

The maximum VALD.DE drawdown since its inception was -41.02%, which is greater than IS3H.DE's maximum drawdown of -37.63%. Use the drawdown chart below to compare losses from any high point for VALD.DE and IS3H.DE.


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Drawdown Indicators


VALD.DEIS3H.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.02%

-37.63%

-3.39%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-8.11%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-14.21%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-31.14%

-26.54%

-4.60%

Max Drawdown (10Y)

Largest decline over 10 years

-37.63%

Current Drawdown

Current decline from peak

-0.96%

-1.34%

+0.38%

Average Drawdown

Average peak-to-trough decline

-8.18%

-6.35%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

2.27%

-0.03%

Volatility

VALD.DE vs. IS3H.DE - Volatility Comparison

BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.DE) has a higher volatility of 3.80% compared to iShares MSCI EMU Mid Cap UCITS ETF (IS3H.DE) at 3.33%. This indicates that VALD.DE's price experiences larger fluctuations and is considered to be riskier than IS3H.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.DEIS3H.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

3.33%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

9.77%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

11.54%

12.45%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

15.31%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.89%

16.15%

-0.26%

VALD.DE vs. IS3H.DE - Expense Ratio Comparison

VALD.DE has a 0.30% expense ratio, which is lower than IS3H.DE's 0.49% expense ratio.


Dividends

VALD.DE vs. IS3H.DE - Dividend Comparison

VALD.DE's dividend yield for the trailing twelve months is around 3.00%, while IS3H.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
IS3H.DE
iShares MSCI EMU Mid Cap UCITS ETF
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 IS3H.DE have a correlation of 0.83, 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 0.49% for IS3H.DE.

VALD.DE tracks BNP Paribas Value Europe ESG, while IS3H.DE tracks MSCI EMU Mid Cap. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.30% for VALD.DE and 0.49% for IS3H.DE.

Portfolio Optimizer

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