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BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc (ESRI.DE) Sharpe Ratio: 1.66

ETF · Currency in USD · Last updated Jun 5, 2026

ESRI.DE is a passive ETF by BNP Paribas tracking the investment results of the MSCI Emerging SRI S-Series PAB 5% Capped. ESRI.DE launched on Jul 21, 2016 and has a 0.30% expense ratio.

ESRI.DE's Sharpe Ratio of 1.66 indicates that for each unit of volatility, it generates 1.66 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

ESRI.DE Sharpe Ratio Rank

ESRI.DE Sharpe Ratio Rank: 48.849
Average

ESRI.DE ranks above 48.8% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

ESRI.DE Sharpe Ratio Market Positioning

The chart shows ESRI.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.71+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc's Sharpe Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how ESRI.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
5MVL.DEiShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)4.31
H41E.DEHSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc)3.91
AXQT.DEAXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc3.62
84X0.DEiShares MSCI EM ex-China UCITS ETF USD Acc3.52
EMXC.DELyxor MSCI Emerging Markets Ex China UCITS ETF - Acc3.46
UEF5.DEUBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis3.14
XMME.DEXtrackers MSCI Emerging Markets UCITS ETF 1C3.00
JREM.DEJPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)2.99
H4Z3.DEHSBC MSCI Emerging Markets UCITS ETF USD (Acc)2.85
AEMD.DEAmundi Index MSCI Emerging Markets UCITS ETF DR EUR (D)2.82
ESRI.DEBNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc1.66

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ESRI.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ESRI.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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