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BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINDE000PZ9REM3
WKNPZ9REM
IssuerBNP Paribas
Inception DateAug 7, 2019
CategoryMetals
Index TrackedRICI Enhanced Industrial Metals (EUR Hedged)
DomicileNetherlands
Distribution PolicyAccumulating
Asset ClassCommodity

Expense Ratio

0GZD.DE has a high expense ratio of 1.20%, indicating higher-than-average management fees.


Expense ratio chart for 0GZD.DE: current value at 1.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.20%

Share Price Chart


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Compare to other instruments

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


BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%FebruaryMarchAprilMayJuneJuly
36.62%
94.13%
0GZD.DE (BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC)
Benchmark (^GSPC)

S&P 500

Returns By Period

BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC had a return of 5.69% year-to-date (YTD) and 8.03% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.69%15.41%
1 month-2.45%0.33%
6 months10.40%13.74%
1 year8.03%21.39%
5 years (annualized)N/A13.11%
10 years (annualized)N/A10.77%

Monthly Returns

The table below presents the monthly returns of 0GZD.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.59%-1.61%2.67%10.69%1.74%-2.77%5.69%
20235.28%-5.67%-0.55%-2.32%-6.68%1.04%6.50%-3.65%1.34%-3.17%0.42%3.38%-4.91%
20222.06%7.11%9.87%-6.86%-4.94%-13.23%0.24%-2.99%-4.81%-1.53%13.18%1.95%-2.95%
2021-0.98%9.37%-1.84%8.90%3.79%-3.80%4.48%0.22%-3.00%3.50%-0.74%3.07%24.31%
2020-6.86%-2.11%-9.38%0.93%2.10%6.00%6.43%5.02%-2.31%1.91%9.86%0.74%11.15%
2019-0.54%1.00%1.53%-3.68%3.20%1.38%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 0GZD.DE is 22, indicating that it is in the bottom 22% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 0GZD.DE is 2222
0GZD.DE (BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC)
The Sharpe Ratio Rank of 0GZD.DE is 2323Sharpe Ratio Rank
The Sortino Ratio Rank of 0GZD.DE is 2222Sortino Ratio Rank
The Omega Ratio Rank of 0GZD.DE is 2121Omega Ratio Rank
The Calmar Ratio Rank of 0GZD.DE is 1919Calmar Ratio Rank
The Martin Ratio Rank of 0GZD.DE is 2424Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC (0GZD.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


0GZD.DE
Sharpe ratio
The chart of Sharpe ratio for 0GZD.DE, currently valued at 0.51, compared to the broader market0.002.004.006.000.51
Sortino ratio
The chart of Sortino ratio for 0GZD.DE, currently valued at 0.81, compared to the broader market0.005.0010.0015.000.81
Omega ratio
The chart of Omega ratio for 0GZD.DE, currently valued at 1.10, compared to the broader market1.002.003.001.10
Calmar ratio
The chart of Calmar ratio for 0GZD.DE, currently valued at 0.19, compared to the broader market0.005.0010.0015.0020.000.19
Martin ratio
The chart of Martin ratio for 0GZD.DE, currently valued at 1.54, compared to the broader market0.0050.00100.00150.001.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0050.00100.00150.006.82

Sharpe Ratio

The current BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC Sharpe ratio is 0.51. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
0.51
2.24
0GZD.DE (BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC)
Benchmark (^GSPC)

Dividends

Dividend History


BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-29.31%
-2.75%
0GZD.DE (BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC was 39.86%, occurring on Sep 27, 2022. The portfolio has not yet recovered.

The current BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC drawdown is 29.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.86%Mar 9, 2022143Sep 27, 2022
-21.9%Oct 30, 201998Mar 23, 2020147Oct 21, 2020245
-10.56%Oct 18, 202114Nov 4, 202168Feb 10, 202282
-6.66%May 10, 202129Jun 18, 202129Jul 29, 202158
-6.34%Feb 26, 20218Mar 9, 202131Apr 23, 202139

Volatility

Volatility Chart

The current BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC volatility is 3.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
3.24%
2.92%
0GZD.DE (BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC)
Benchmark (^GSPC)