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XDED.DE vs. ESEA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDED.DE vs. ESEA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.DE) and BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE). The values are adjusted to include any dividend payments, if applicable.

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XDED.DE vs. ESEA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XDED.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 2D
1.53%-0.44%18.53%10.75%
ESEA.DE
BNP Paribas Easy S&P 500 UCITS ETF
-2.86%4.18%32.44%17.46%
Different Trading Currencies

XDED.DE is traded in EUR, while ESEA.DE is traded in USD. To make them comparable, the ESEA.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDED.DE achieves a 1.53% return, which is significantly higher than ESEA.DE's -2.86% return.


XDED.DE

1D
1.11%
1M
-4.06%
YTD
1.53%
6M
3.49%
1Y
5.26%
3Y*
9.41%
5Y*
10Y*

ESEA.DE

1D
2.39%
1M
-2.72%
YTD
-2.86%
6M
0.28%
1Y
10.29%
3Y*
15.68%
5Y*
11.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDED.DE vs. ESEA.DE - Expense Ratio Comparison

XDED.DE has a 0.20% expense ratio, which is higher than ESEA.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XDED.DE vs. ESEA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDED.DE
XDED.DE Risk / Return Rank: 2121
Overall Rank
XDED.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XDED.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
XDED.DE Omega Ratio Rank: 1919
Omega Ratio Rank
XDED.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
XDED.DE Martin Ratio Rank: 2525
Martin Ratio Rank

ESEA.DE
ESEA.DE Risk / Return Rank: 6666
Overall Rank
ESEA.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ESEA.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
ESEA.DE Omega Ratio Rank: 6161
Omega Ratio Rank
ESEA.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
ESEA.DE Martin Ratio Rank: 7474
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.

XDED.DE vs. ESEA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.DE) and BNP Paribas Easy S&P 500 UCITS ETF (ESEA.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.


XDED.DEESEA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.60

-0.28

Sortino ratio

Return per unit of downside risk

0.53

0.91

-0.38

Omega ratio

Gain probability vs. loss probability

1.08

1.13

-0.05

Calmar ratio

Return relative to maximum drawdown

0.54

1.33

-0.79

Martin ratio

Return relative to average drawdown

2.12

4.23

-2.11

XDED.DE vs. ESEA.DE - Sharpe Ratio Comparison

The current XDED.DE Sharpe Ratio is 0.32, which is lower than the ESEA.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of XDED.DE and ESEA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDED.DEESEA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.60

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.76

-0.05

Correlation

The correlation between XDED.DE and ESEA.DE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XDED.DE vs. ESEA.DE - Dividend Comparison

XDED.DE's dividend yield for the trailing twelve months is around 1.31%, more than ESEA.DE's 0.80% yield.


TTM202520242023202220212020
XDED.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 2D
1.31%1.35%1.61%0.83%0.00%0.00%0.00%
ESEA.DE
BNP Paribas Easy S&P 500 UCITS ETF
0.80%0.76%0.65%0.00%1.08%0.64%0.67%

Drawdowns

XDED.DE vs. ESEA.DE - Drawdown Comparison

The maximum XDED.DE drawdown since its inception was -22.63%, smaller than the maximum ESEA.DE drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for XDED.DE and ESEA.DE.


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Drawdown Indicators


XDED.DEESEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.63%

-34.14%

+11.51%

Max Drawdown (1Y)

Largest decline over 1 year

-14.55%

-11.90%

-2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

Current Drawdown

Current decline from peak

-4.80%

-5.47%

+0.67%

Average Drawdown

Average peak-to-trough decline

-4.40%

-5.39%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.06%

+0.37%

Volatility

XDED.DE vs. ESEA.DE - Volatility Comparison

The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.DE) is 3.31%, while BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE) has a volatility of 4.80%. This indicates that XDED.DE experiences smaller price fluctuations and is considered to be less risky than ESEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDED.DEESEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

4.80%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

7.46%

9.15%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

17.21%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.63%

15.88%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.63%

17.93%

-4.30%