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XEYX.DE vs. ESEE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XEYX.DEESEE.DE
YTD Return5.26%25.53%
1Y Return15.12%39.25%
Sharpe Ratio0.983.27
Sortino Ratio1.444.28
Omega Ratio1.181.67
Calmar Ratio1.084.34
Martin Ratio2.8619.75
Ulcer Index4.49%1.84%
Daily Std Dev13.05%11.12%
Max Drawdown-18.01%-33.58%
Current Drawdown-5.39%-0.36%

Correlation

-0.50.00.51.00.7

The correlation between XEYX.DE and ESEE.DE is 0.72, 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.

Performance

XEYX.DE vs. ESEE.DE - Performance Comparison

In the year-to-date period, XEYX.DE achieves a 5.26% return, which is significantly lower than ESEE.DE's 25.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
0.38%
15.44%
XEYX.DE
ESEE.DE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XEYX.DE vs. ESEE.DE - Expense Ratio Comparison

XEYX.DE has a 0.25% expense ratio, which is higher than ESEE.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%.


XEYX.DE
BNP Paribas Easy CAC 40 ESG UCITS ETF
Expense ratio chart for XEYX.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for ESEE.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

XEYX.DE vs. ESEE.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy CAC 40 ESG UCITS ETF (XEYX.DE) and BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.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.


XEYX.DE
Sharpe ratio
The chart of Sharpe ratio for XEYX.DE, currently valued at 0.99, compared to the broader market-2.000.002.004.006.000.99
Sortino ratio
The chart of Sortino ratio for XEYX.DE, currently valued at 1.49, compared to the broader market0.005.0010.001.49
Omega ratio
The chart of Omega ratio for XEYX.DE, currently valued at 1.17, compared to the broader market1.001.502.002.503.001.17
Calmar ratio
The chart of Calmar ratio for XEYX.DE, currently valued at 1.15, compared to the broader market0.005.0010.0015.001.15
Martin ratio
The chart of Martin ratio for XEYX.DE, currently valued at 3.42, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.42
ESEE.DE
Sharpe ratio
The chart of Sharpe ratio for ESEE.DE, currently valued at 3.53, compared to the broader market-2.000.002.004.006.003.53
Sortino ratio
The chart of Sortino ratio for ESEE.DE, currently valued at 4.90, compared to the broader market0.005.0010.004.90
Omega ratio
The chart of Omega ratio for ESEE.DE, currently valued at 1.69, compared to the broader market1.001.502.002.503.001.69
Calmar ratio
The chart of Calmar ratio for ESEE.DE, currently valued at 4.99, compared to the broader market0.005.0010.0015.004.99
Martin ratio
The chart of Martin ratio for ESEE.DE, currently valued at 22.44, compared to the broader market0.0020.0040.0060.0080.00100.00120.0022.44

XEYX.DE vs. ESEE.DE - Sharpe Ratio Comparison

The current XEYX.DE Sharpe Ratio is 0.98, which is lower than the ESEE.DE Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of XEYX.DE and ESEE.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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00MayJuneJulyAugustSeptemberOctober
0.99
3.53
XEYX.DE
ESEE.DE

Dividends

XEYX.DE vs. ESEE.DE - Dividend Comparison

Neither XEYX.DE nor ESEE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XEYX.DE vs. ESEE.DE - Drawdown Comparison

The maximum XEYX.DE drawdown since its inception was -18.01%, smaller than the maximum ESEE.DE drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for XEYX.DE and ESEE.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-6.23%
-0.67%
XEYX.DE
ESEE.DE

Volatility

XEYX.DE vs. ESEE.DE - Volatility Comparison

BNP Paribas Easy CAC 40 ESG UCITS ETF (XEYX.DE) has a higher volatility of 4.30% compared to BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) at 1.69%. This indicates that XEYX.DE's price experiences larger fluctuations and is considered to be riskier than ESEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
4.30%
1.69%
XEYX.DE
ESEE.DE