XDRE.DE vs. ESAD.DE
XDRE.DE (Xtrackers Developed Green Real Estate ESG UCITS ETF 1C) and ESAD.DE (BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation) are both REIT funds - XDRE.DE tracks the Dow Jones Developed Green Real Estate Index while ESAD.DE tracks the FTSE EPRA Nareit Developed Green EU CTB. Both are passively managed. Over the past year, XDRE.DE returned 9.60% vs 7.43% for ESAD.DE. Their correlation of 0.90 suggests significant overlap in exposure. XDRE.DE charges 0.18%/yr vs 0.41%/yr for ESAD.DE.
Performance
XDRE.DE vs. ESAD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDRE.DE achieves a 7.27% return, which is significantly lower than ESAD.DE's 7.67% return.
XDRE.DE
- 1D
- 0.41%
- 1M
- 0.53%
- YTD
- 7.27%
- 6M
- 6.71%
- 1Y
- 9.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESAD.DE
- 1D
- 0.00%
- 1M
- -0.65%
- YTD
- 7.67%
- 6M
- 6.84%
- 1Y
- 7.43%
- 3Y*
- 4.85%
- 5Y*
- —
- 10Y*
- —
XDRE.DE vs. ESAD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDRE.DE Xtrackers Developed Green Real Estate ESG UCITS ETF 1C | 7.27% | -2.46% | -3.63% |
ESAD.DE BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation | 7.67% | -3.81% | -2.99% |
Correlation
The correlation between XDRE.DE and ESAD.DE is 0.91, 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 | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2024 | 0.90 |
The correlation between XDRE.DE and ESAD.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.
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Return for Risk
XDRE.DE vs. ESAD.DE — Risk / Return Rank
XDRE.DE
ESAD.DE
XDRE.DE vs. ESAD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.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.
| XDRE.DE | ESAD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.12 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 0.90 | +0.51 |
| Martin ratioReturn relative to average drawdown | 4.22 | 2.70 | +1.52 |
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
| XDRE.DE | ESAD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.63 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | -0.12 | +0.16 |
Drawdowns
XDRE.DE vs. ESAD.DE - Drawdown Comparison
The maximum XDRE.DE drawdown since its inception was -20.91%, smaller than the maximum ESAD.DE drawdown of -30.37%. Use the drawdown chart below to compare losses from any high point for XDRE.DE and ESAD.DE.
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Drawdown Indicators
| XDRE.DE | ESAD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.91% | -30.37% | +9.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -8.26% | +1.47% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.22% | — |
Current DrawdownCurrent decline from peak | -2.81% | -11.52% | +8.71% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -17.56% | +9.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 2.75% | -0.48% |
Volatility
XDRE.DE vs. ESAD.DE - Volatility Comparison
Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) have volatilities of 2.92% and 2.98%, 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
| XDRE.DE | ESAD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 2.98% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 9.07% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.17% | 11.74% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 14.78% | -0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.01% | 14.78% | -0.77% |
XDRE.DE vs. ESAD.DE - Expense Ratio Comparison
XDRE.DE has a 0.18% expense ratio, which is lower than ESAD.DE's 0.41% expense ratio.
Dividends
XDRE.DE vs. ESAD.DE - Dividend Comparison
Neither XDRE.DE nor ESAD.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, XDRE.DE and ESAD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XDRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDRE.DE is cheaper with a 0.18% expense ratio, compared with 0.41% for ESAD.DE.
XDRE.DE tracks Dow Jones Developed Green Real Estate Index, while ESAD.DE tracks FTSE EPRA Nareit Developed Green EU CTB. They also come from different issuers: Xtrackers and BNP Paribas. Their fees differ too: 0.18% for XDRE.DE and 0.41% for ESAD.DE.
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