VLEU.DE vs. VALU.DE
VLEU.DE (BNP Paribas Easy ESG Low Volatility Europe UCITS ETF) and VALU.DE (BNP Paribas Easy ESG Value Europe UCITS ETF) are both Europe Equities funds from BNP Paribas - VLEU.DE tracks the BNP Paribas Low Vol Europe ESG while VALU.DE tracks the BNP Paribas Value Europe ESG. Both are passively managed. Over the past 5 years, VLEU.DE returned 7.63%/yr vs 7.79%/yr for VALU.DE. A 0.62 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
VLEU.DE vs. VALU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VLEU.DE achieves a 4.90% return, which is significantly lower than VALU.DE's 10.35% return.
VLEU.DE
- 1D
- 0.81%
- 1M
- 0.97%
- YTD
- 4.90%
- 6M
- 6.83%
- 1Y
- 6.35%
- 3Y*
- 10.05%
- 5Y*
- 7.63%
- 10Y*
- —
VALU.DE
- 1D
- 0.71%
- 1M
- 1.81%
- YTD
- 10.35%
- 6M
- 13.44%
- 1Y
- 18.68%
- 3Y*
- 16.63%
- 5Y*
- 7.79%
- 10Y*
- —
VLEU.DE vs. VALU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLEU.DE BNP Paribas Easy ESG Low Volatility Europe UCITS ETF | 4.90% | 12.78% | 10.91% | 11.65% | -13.54% | 27.36% | -5.16% | 25.67% | -3.52% | 14.10% |
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% |
Correlation
The correlation between VLEU.DE and VALU.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2016 | 0.62 |
The correlation between VLEU.DE and VALU.DE shifts across timeframes, from 0.62 (all time) to 0.80 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VLEU.DE vs. VALU.DE — Risk / Return Rank
VLEU.DE
VALU.DE
VLEU.DE vs. VALU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Low Volatility Europe UCITS ETF (VLEU.DE) and BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.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.
| VLEU.DE | VALU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.30 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | 2.41 | -1.79 |
| Martin ratioReturn relative to average drawdown | 1.83 | 8.31 | -6.48 |
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
| VLEU.DE | VALU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 1.62 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.53 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.48 | +0.27 |
Drawdowns
VLEU.DE vs. VALU.DE - Drawdown Comparison
The maximum VLEU.DE drawdown since its inception was -32.22%, smaller than the maximum VALU.DE drawdown of -41.04%. Use the drawdown chart below to compare losses from any high point for VLEU.DE and VALU.DE.
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Drawdown Indicators
| VLEU.DE | VALU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.22% | -41.04% | +8.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -7.71% | -2.43% |
Max Drawdown (3Y)Largest decline over 3 years | -12.56% | -14.17% | +1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -19.89% | -31.19% | +11.30% |
Current DrawdownCurrent decline from peak | -4.49% | -1.01% | -3.48% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -7.89% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.24% | +1.22% |
Volatility
VLEU.DE vs. VALU.DE - Volatility Comparison
BNP Paribas Easy ESG Low Volatility Europe UCITS ETF (VLEU.DE) and BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.DE) have volatilities of 3.76% and 3.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLEU.DE | VALU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 3.65% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 9.20% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 11.49% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 14.43% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.57% | 15.76% | +0.81% |
VLEU.DE vs. VALU.DE - Expense Ratio Comparison
Both VLEU.DE and VALU.DE have an expense ratio of 0.30%.
Dividends
VLEU.DE vs. VALU.DE - Dividend Comparison
Neither VLEU.DE nor VALU.DE has paid dividends to shareholders.
Frequently Asked Questions
VLEU.DE and VALU.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
VLEU.DE and VALU.DE have the same expense ratio: 0.30% per year.
VLEU.DE tracks BNP Paribas Low Vol Europe ESG, while VALU.DE tracks BNP Paribas Value Europe ESG.
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