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XESD.DE vs. VALD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XESD.DE vs. VALD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Spanish Equity UCITS ETF (XESD.DE) and BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XESD.DE achieves a 7.26% return, which is significantly lower than VALD.DE's 10.40% return.


XESD.DE

1D
0.58%
1M
3.65%
YTD
7.26%
6M
11.32%
1Y
35.71%
3Y*
29.40%
5Y*
18.89%
10Y*

VALD.DE

1D
0.88%
1M
1.88%
YTD
10.40%
6M
13.48%
1Y
18.73%
3Y*
16.67%
5Y*
7.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XESD.DE vs. VALD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XESD.DE
Xtrackers Spanish Equity UCITS ETF
7.26%58.73%14.57%26.73%-1.59%10.90%-10.12%15.71%-12.40%-1.58%
VALD.DE
BNP Paribas Easy ESG Value Europe UCITS ETF
10.40%23.55%9.24%14.99%-19.44%23.32%-12.12%17.75%-12.42%6.87%

Correlation

The correlation between XESD.DE and VALD.DE is 0.76, 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

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2017

0.79

The correlation between XESD.DE and VALD.DE has been stable across timeframes, ranging from 0.75 to 0.79 - a consistent structural relationship.

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Return for Risk

XESD.DE vs. VALD.DE — Risk / Return Rank

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

XESD.DE
XESD.DE Risk / Return Rank: 6565
Overall Rank
XESD.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XESD.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
XESD.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XESD.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
XESD.DE Martin Ratio Rank: 6666
Martin Ratio Rank

VALD.DE
VALD.DE Risk / Return Rank: 4949
Overall Rank
VALD.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VALD.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
VALD.DE Omega Ratio Rank: 4848
Omega Ratio Rank
VALD.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
VALD.DE Martin Ratio Rank: 5050
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.

XESD.DE vs. VALD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Spanish Equity UCITS ETF (XESD.DE) and BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.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.


XESD.DEVALD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.37

1.30

+0.07

Calmar ratioReturn relative to maximum drawdown

3.46

2.47

+0.99

Martin ratioReturn relative to average drawdown

12.05

8.35

+3.70

XESD.DE vs. VALD.DE - Sharpe Ratio Comparison

The current XESD.DE Sharpe Ratio is 2.10, which is comparable to the VALD.DE Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of XESD.DE and VALD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XESD.DEVALD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

1.62

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.54

+0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.39

+0.16

Drawdowns

XESD.DE vs. VALD.DE - Drawdown Comparison

The maximum XESD.DE drawdown since its inception was -38.77%, smaller than the maximum VALD.DE drawdown of -41.02%. Use the drawdown chart below to compare losses from any high point for XESD.DE and VALD.DE.


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Drawdown Indicators


XESD.DEVALD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.77%

-41.02%

+2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.27%

-7.54%

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-12.49%

-14.17%

+1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

-31.14%

+12.55%

Current Drawdown

Current decline from peak

-0.56%

-0.96%

+0.40%

Average Drawdown

Average peak-to-trough decline

-7.38%

-8.18%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.24%

+0.72%

Volatility

XESD.DE vs. VALD.DE - Volatility Comparison

Xtrackers Spanish Equity UCITS ETF (XESD.DE) has a higher volatility of 4.46% compared to BNP Paribas Easy ESG Value Europe UCITS ETF (VALD.DE) at 3.80%. This indicates that XESD.DE's price experiences larger fluctuations and is considered to be riskier than VALD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XESD.DEVALD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

3.80%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

14.06%

9.29%

+4.77%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

11.54%

+5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

14.41%

+2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

15.89%

+2.92%

XESD.DE vs. VALD.DE - Expense Ratio Comparison

Both XESD.DE and VALD.DE have an expense ratio of 0.30%.


Dividends

XESD.DE vs. VALD.DE - Dividend Comparison

XESD.DE's dividend yield for the trailing twelve months is around 2.50%, less than VALD.DE's 3.00% yield.


PositionTTM20252024202320222021202020192018
VALD.DE
BNP Paribas Easy ESG Value Europe UCITS ETF
3.00%3.36%3.35%3.36%3.99%2.17%5.02%4.92%4.84%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
2.50%2.43%3.14%2.57%3.98%1.51%4.30%3.35%4.48%

Frequently Asked Questions


XESD.DE and VALD.DE have a correlation of 0.76, 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.

XESD.DE and VALD.DE have the same expense ratio: 0.30% per year.

XESD.DE tracks Solactive Spain 40, while VALD.DE tracks BNP Paribas Value Europe ESG. They also come from different issuers: Xtrackers and BNP Paribas.

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