XEYX.DE vs. ^NDX
Compare and contrast key facts about BNP Paribas Easy CAC 40 ESG UCITS ETF (XEYX.DE) and NASDAQ 100 (^NDX).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEYX.DE or ^NDX.
Key characteristics
| XEYX.DE | ^NDX | |
|---|---|---|
| YTD Return | 5.26% | 20.95% |
| 1Y Return | 15.12% | 43.52% |
| Sharpe Ratio | 0.98 | 2.55 |
| Sortino Ratio | 1.44 | 3.28 |
| Omega Ratio | 1.18 | 1.45 |
| Calmar Ratio | 1.08 | 3.06 |
| Martin Ratio | 2.86 | 11.84 |
| Ulcer Index | 4.49% | 3.73% |
| Daily Std Dev | 13.05% | 17.41% |
| Max Drawdown | -18.01% | -82.90% |
| Current Drawdown | -5.39% | -1.57% |
Correlation
The correlation between XEYX.DE and ^NDX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XEYX.DE vs. ^NDX - Performance Comparison
In the year-to-date period, XEYX.DE achieves a 5.26% return, which is significantly lower than ^NDX's 20.95% 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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Risk-Adjusted Performance
XEYX.DE vs. ^NDX - 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 NASDAQ 100 (^NDX). 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.
Drawdowns
XEYX.DE vs. ^NDX - Drawdown Comparison
The maximum XEYX.DE drawdown since its inception was -18.01%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for XEYX.DE and ^NDX. For additional features, visit the drawdowns tool.
Volatility
XEYX.DE vs. ^NDX - Volatility Comparison
BNP Paribas Easy CAC 40 ESG UCITS ETF (XEYX.DE) has a higher volatility of 4.30% compared to NASDAQ 100 (^NDX) at 3.91%. This indicates that XEYX.DE's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.