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BNPP RICI Enhanced Industriemetalle (TR) ETC (BNQV...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINDE000PB8R1M6
WKNPB8R1M
IssuerBNP Paribas
Inception DateNov 10, 2016
CategoryMetals
Index TrackedRICI Enhanced Industrial Metals
DomicileNetherlands
Distribution PolicyAccumulating
Asset ClassCommodity

Expense Ratio

The BNPP RICI Enhanced Industriemetalle (TR) ETC has a high expense ratio of 1.00%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%1.00%

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 (TR) ETC

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.02%
15.05%
BNQV.DE (BNPP RICI Enhanced Industriemetalle (TR) ETC)
Benchmark (^GSPC)

S&P 500

Returns By Period

BNPP RICI Enhanced Industriemetalle (TR) ETC had a return of 11.34% year-to-date (YTD) and 7.31% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date11.34%5.90%
1 month7.97%-1.28%
6 months12.02%15.51%
1 year7.31%21.68%
5 years (annualized)8.63%11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.65%-1.09%2.82%
20234.07%-2.82%-2.60%1.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BNQV.DE is 35, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of BNQV.DE is 3535
BNPP RICI Enhanced Industriemetalle (TR) ETC(BNQV.DE)
The Sharpe Ratio Rank of BNQV.DE is 3838Sharpe Ratio Rank
The Sortino Ratio Rank of BNQV.DE is 3838Sortino Ratio Rank
The Omega Ratio Rank of BNQV.DE is 3636Omega Ratio Rank
The Calmar Ratio Rank of BNQV.DE is 3131Calmar Ratio Rank
The Martin Ratio Rank of BNQV.DE is 3434Martin 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 (TR) ETC (BNQV.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BNQV.DE
Sharpe ratio
The chart of Sharpe ratio for BNQV.DE, currently valued at 0.53, compared to the broader market0.002.004.000.53
Sortino ratio
The chart of Sortino ratio for BNQV.DE, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.0010.000.86
Omega ratio
The chart of Omega ratio for BNQV.DE, currently valued at 1.09, compared to the broader market1.001.502.002.501.10
Calmar ratio
The chart of Calmar ratio for BNQV.DE, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.0012.000.19
Martin ratio
The chart of Martin ratio for BNQV.DE, currently valued at 1.27, compared to the broader market0.0020.0040.0060.0080.001.28
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current BNPP RICI Enhanced Industriemetalle (TR) ETC Sharpe ratio is 0.53. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.53
2.34
BNQV.DE (BNPP RICI Enhanced Industriemetalle (TR) ETC)
Benchmark (^GSPC)

Dividends

Dividend History


BNPP RICI Enhanced Industriemetalle (TR) ETC doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-22.48%
-2.54%
BNQV.DE (BNPP RICI Enhanced Industriemetalle (TR) ETC)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BNPP RICI Enhanced Industriemetalle (TR) 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 (TR) ETC was 33.62%, occurring on Jul 19, 2023. The portfolio has not yet recovered.

The current BNPP RICI Enhanced Industriemetalle (TR) ETC drawdown is 22.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.62%Mar 9, 2022345Jul 19, 2023
-25.77%Jun 6, 2018454Mar 30, 2020226Feb 19, 2021680
-13.35%Mar 2, 201765Jun 7, 201792Oct 16, 2017157
-10.84%Oct 18, 202114Nov 4, 202153Jan 20, 202267
-9.66%Nov 7, 201786Mar 26, 201833May 22, 2018119

Volatility

Volatility Chart

The current BNPP RICI Enhanced Industriemetalle (TR) ETC volatility is 4.00%, 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%2.50%3.00%3.50%4.00%NovemberDecember2024FebruaryMarchApril
4.00%
3.22%
BNQV.DE (BNPP RICI Enhanced Industriemetalle (TR) ETC)
Benchmark (^GSPC)