VALU.DE vs. XB4A.DE
VALU.DE (BNP Paribas Easy ESG Value Europe UCITS ETF) and XB4A.DE (Xtrackers ATX UCITS ETF (Acc)) are both Europe Equities funds - VALU.DE tracks the BNP Paribas Value Europe ESG while XB4A.DE tracks the ATX Index. Both are passively managed. Over the past 10 years, VALU.DE returned 7.95%/yr vs 14.60%/yr for XB4A.DE. A 0.73 correlation means they provide meaningful diversification when combined. VALU.DE charges 0.30%/yr vs 0.25%/yr for XB4A.DE.
Performance
VALU.DE vs. XB4A.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VALU.DE achieves a 15.66% return, which is significantly lower than XB4A.DE's 22.80% return. Over the past 10 years, VALU.DE has underperformed XB4A.DE with an annualized return of 7.95%, while XB4A.DE has yielded a comparatively higher 14.60% annualized return.
VALU.DE
- 1D
- -0.12%
- 1M
- 2.20%
- 6M
- 13.75%
- YTD
- 15.66%
- 1Y
- 25.85%
- 3Y*
- 18.22%
- 5Y*
- 8.64%
- 10Y*
- 7.95%
XB4A.DE
- 1D
- -1.41%
- 1M
- -2.86%
- 6M
- 19.27%
- YTD
- 22.80%
- 1Y
- 45.21%
- 3Y*
- 30.57%
- 5Y*
- 17.80%
- 10Y*
- 14.60%
VALU.DE vs. XB4A.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 | 15.66% | 23.55% | 9.22% | 14.94% | -19.32% | 23.14% | -12.18% | 17.78% | -12.49% | 17.81% |
XB4A.DE Xtrackers ATX UCITS ETF (Acc) | 22.80% | 51.29% | 11.01% | 14.27% | -16.45% | 42.39% | -10.86% | 19.79% | -17.99% | 32.88% |
Correlation
The correlation between VALU.DE and XB4A.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jun 7, 2016 | 0.73 |
The correlation between VALU.DE and XB4A.DE has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.
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Return for Risk
VALU.DE vs. XB4A.DE — Risk / Return Rank
VALU.DE
XB4A.DE
VALU.DE vs. XB4A.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 Xtrackers ATX UCITS ETF (Acc) (XB4A.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VALU.DE | XB4A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.43 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 4.13 | -0.79 |
| Martin ratioReturn relative to average drawdown | 11.98 | 13.97 | -1.99 |
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Drawdowns
VALU.DE vs. XB4A.DE - Drawdown Comparison
The maximum VALU.DE drawdown since its inception was -41.04%, smaller than the maximum XB4A.DE drawdown of -53.54%. Use the drawdown chart below to compare losses from any high point for VALU.DE and XB4A.DE.
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Drawdown Indicators
| VALU.DE | XB4A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.04% | -53.54% | +12.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.71% | -10.88% | +3.17% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -16.26% | +2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -31.19% | -32.50% | +1.31% |
Max Drawdown (10Y)Largest decline over 10 years | -41.04% | -53.54% | +12.50% |
Current DrawdownCurrent decline from peak | -0.12% | -3.43% | +3.31% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -9.88% | +2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 3.23% | -1.08% |
Volatility
VALU.DE vs. XB4A.DE - Volatility Comparison
The current volatility for BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.DE) is 3.03%, while Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a volatility of 4.97%. This indicates that VALU.DE experiences smaller price fluctuations and is considered to be less risky than XB4A.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 | XB4A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 4.97% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 14.95% | -5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.71% | 17.66% | -5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 19.15% | -4.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.64% | 20.15% | -4.51% |
VALU.DE vs. XB4A.DE - Expense Ratio Comparison
VALU.DE has a 0.30% expense ratio, which is higher than XB4A.DE's 0.25% expense ratio.
Dividends
VALU.DE vs. XB4A.DE - Dividend Comparison
Neither VALU.DE nor XB4A.DE has paid dividends to shareholders.
Frequently Asked Questions
VALU.DE and XB4A.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XB4A.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XB4A.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for VALU.DE.
VALU.DE tracks BNP Paribas Value Europe ESG, while XB4A.DE tracks ATX Index. They also come from different issuers: BNP Paribas and Xtrackers. Their fees differ too: 0.30% for VALU.DE and 0.25% for XB4A.DE.
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