ZSRM.DE vs. ESEE.DE
ZSRM.DE (BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and ESEE.DE (BNP Paribas Easy S&P 500 UCITS ETF EUR) are both exchange-traded funds - ZSRM.DE is a Large Cap Blend Equities fund tracking the MSCI USA SRI S-Series PAB 5% Capped, while ESEE.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, ZSRM.DE returned 9.90%/yr vs 18.69%/yr for ESEE.DE. Their correlation of 0.89 suggests significant overlap in exposure. ZSRM.DE charges 0.25%/yr vs 0.15%/yr for ESEE.DE.
Performance
ZSRM.DE vs. ESEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZSRM.DE achieves a 10.14% return, which is significantly lower than ESEE.DE's 11.27% return.
ZSRM.DE
- 1D
- 0.72%
- 1M
- 6.90%
- YTD
- 10.14%
- 6M
- 9.61%
- 1Y
- 11.04%
- 3Y*
- 9.90%
- 5Y*
- —
- 10Y*
- —
ESEE.DE
- 1D
- -0.16%
- 1M
- 4.36%
- YTD
- 11.27%
- 6M
- 10.71%
- 1Y
- 25.27%
- 3Y*
- 18.69%
- 5Y*
- 14.69%
- 10Y*
- 15.09%
ZSRM.DE vs. ESEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZSRM.DE BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 10.14% | -6.25% | 17.05% | 19.31% | -8.53% |
ESEE.DE BNP Paribas Easy S&P 500 UCITS ETF EUR | 11.27% | 4.37% | 32.16% | 22.65% | -8.21% |
Correlation
The correlation between ZSRM.DE and ESEE.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022 | 0.89 |
The correlation between ZSRM.DE and ESEE.DE shifts across timeframes, from 0.79 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZSRM.DE vs. ESEE.DE — Risk / Return Rank
ZSRM.DE
ESEE.DE
ZSRM.DE vs. ESEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (ZSRM.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.
| ZSRM.DE | ESEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.40 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 3.51 | -2.24 |
| Martin ratioReturn relative to average drawdown | 3.54 | 12.48 | -8.93 |
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
| ZSRM.DE | ESEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 2.17 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.96 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.95 | -0.54 |
Drawdowns
ZSRM.DE vs. ESEE.DE - Drawdown Comparison
The maximum ZSRM.DE drawdown since its inception was -23.72%, smaller than the maximum ESEE.DE drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for ZSRM.DE and ESEE.DE.
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Drawdown Indicators
| ZSRM.DE | ESEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.72% | -33.58% | +9.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -7.18% | -1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -23.72% | -23.46% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.58% | — |
Current DrawdownCurrent decline from peak | -1.84% | -0.45% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -4.12% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.03% | +1.10% |
Volatility
ZSRM.DE vs. ESEE.DE - Volatility Comparison
BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (ZSRM.DE) has a higher volatility of 3.16% compared to BNP Paribas Easy S&P 500 UCITS ETF EUR (ESEE.DE) at 2.65%. This indicates that ZSRM.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.
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Volatility by Period
| ZSRM.DE | ESEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 2.65% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | 7.60% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 11.61% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.20% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 16.09% | -0.21% |
ZSRM.DE vs. ESEE.DE - Expense Ratio Comparison
ZSRM.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%.
Dividends
ZSRM.DE vs. ESEE.DE - Dividend Comparison
Neither ZSRM.DE nor ESEE.DE has paid dividends to shareholders.
Frequently Asked Questions
ZSRM.DE and ESEE.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESEE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESEE.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for ZSRM.DE.
ZSRM.DE is categorized as Large Cap Blend Equities, while ESEE.DE is S&P 500. ZSRM.DE tracks MSCI USA SRI S-Series PAB 5% Capped, while ESEE.DE tracks S&P 500 Index. Their fees differ too: 0.25% for ZSRM.DE and 0.15% for ESEE.DE.
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