XEYX.DE vs. ESEE.DE
Compare and contrast key facts about BNP Paribas Easy CAC 40 ESG UCITS ETF (XEYX.DE) and BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE).
XEYX.DE and ESEE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XEYX.DE is a passively managed fund by BNP Paribas that tracks the performance of the CAC 40® ESG. It was launched on Mar 7, 2005. ESEE.DE is a passively managed fund by BNP Paribas that tracks the performance of the S&P 500®. It was launched on Sep 16, 2013. Both XEYX.DE and ESEE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEYX.DE or ESEE.DE.
Key characteristics
| XEYX.DE | ESEE.DE | |
|---|---|---|
| YTD Return | 5.26% | 25.53% |
| 1Y Return | 15.12% | 39.25% |
| Sharpe Ratio | 0.98 | 3.27 |
| Sortino Ratio | 1.44 | 4.28 |
| Omega Ratio | 1.18 | 1.67 |
| Calmar Ratio | 1.08 | 4.34 |
| Martin Ratio | 2.86 | 19.75 |
| Ulcer Index | 4.49% | 1.84% |
| Daily Std Dev | 13.05% | 11.12% |
| Max Drawdown | -18.01% | -33.58% |
| Current Drawdown | -5.39% | -0.36% |
Correlation
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.
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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%.
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.
Dividends
XEYX.DE vs. ESEE.DE - Dividend Comparison
Neither XEYX.DE nor ESEE.DE has paid dividends to shareholders.
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.
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.