VALU.DE vs. ETDD.DE
VALU.DE (BNP Paribas Easy ESG Value Europe UCITS ETF) and ETDD.DE (BNP Paribas Easy EURO STOXX 50 UCITS ETF) are both Europe Equities funds from BNP Paribas - VALU.DE tracks the BNP Paribas Value Europe ESG while ETDD.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, VALU.DE returned 7.79%/yr vs 11.54%/yr for ETDD.DE. Their correlation of 0.86 suggests significant overlap in exposure. VALU.DE charges 0.30%/yr vs 0.18%/yr for ETDD.DE.
Performance
VALU.DE vs. ETDD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VALU.DE achieves a 10.35% return, which is significantly higher than ETDD.DE's 7.30% return.
VALU.DE
- 1D
- 0.71%
- 1M
- 1.81%
- YTD
- 10.35%
- 6M
- 13.44%
- 1Y
- 18.68%
- 3Y*
- 16.63%
- 5Y*
- 7.79%
- 10Y*
- —
ETDD.DE
- 1D
- 0.77%
- 1M
- 4.76%
- YTD
- 7.30%
- 6M
- 8.68%
- 1Y
- 15.81%
- 3Y*
- 15.57%
- 5Y*
- 11.54%
- 10Y*
- 10.39%
VALU.DE vs. ETDD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VALU.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 10.35% | 23.55% | 9.22% | 14.94% | -19.32% | 23.14% | -12.18% | 17.78% | -12.49% | 17.81% |
ETDD.DE BNP Paribas Easy EURO STOXX 50 UCITS ETF | 7.30% | 22.10% | 10.81% | 22.48% | -8.67% | 23.67% | -2.97% | 29.87% | -12.20% | 9.80% |
Correlation
The correlation between VALU.DE and ETDD.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2016 | 0.86 |
The correlation between VALU.DE and ETDD.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
VALU.DE vs. ETDD.DE — Risk / Return Rank
VALU.DE
ETDD.DE
VALU.DE vs. ETDD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.DE) and BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.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.
| VALU.DE | ETDD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.18 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.44 | +0.98 |
| Martin ratioReturn relative to average drawdown | 8.31 | 4.89 | +3.42 |
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
| VALU.DE | ETDD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 0.99 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.65 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.40 | +0.08 |
Drawdowns
VALU.DE vs. ETDD.DE - Drawdown Comparison
The maximum VALU.DE drawdown since its inception was -41.04%, which is greater than ETDD.DE's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for VALU.DE and ETDD.DE.
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Drawdown Indicators
| VALU.DE | ETDD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.04% | -38.45% | -2.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.71% | -10.95% | +3.24% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -16.49% | +2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -31.19% | -23.26% | -7.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.45% | — |
Current DrawdownCurrent decline from peak | -1.01% | -0.45% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -7.18% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 3.23% | -0.99% |
Volatility
VALU.DE vs. ETDD.DE - Volatility Comparison
The current volatility for BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.DE) is 3.65%, while BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) has a volatility of 5.00%. This indicates that VALU.DE experiences smaller price fluctuations and is considered to be less risky than ETDD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VALU.DE | ETDD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 5.00% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 12.97% | -3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.49% | 15.93% | -4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.43% | 17.55% | -3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 18.31% | -2.55% |
VALU.DE vs. ETDD.DE - Expense Ratio Comparison
VALU.DE has a 0.30% expense ratio, which is higher than ETDD.DE's 0.18% expense ratio.
Dividends
VALU.DE vs. ETDD.DE - Dividend Comparison
Neither VALU.DE nor ETDD.DE has paid dividends to shareholders.
Frequently Asked Questions
VALU.DE and ETDD.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETDD.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETDD.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for VALU.DE.
VALU.DE tracks BNP Paribas Value Europe ESG, while ETDD.DE tracks EURO STOXX® 50. Their fees differ too: 0.30% for VALU.DE and 0.18% for ETDD.DE.
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