AYEM.DE vs. ESRI.DE
AYEM.DE (iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)) and ESRI.DE (BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc) are both Emerging Markets Equities funds - AYEM.DE tracks the MSCI Emerging Markets IMI ESG Screened while ESRI.DE tracks the MSCI Emerging SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 5 years, AYEM.DE returned 8.30%/yr vs 4.48%/yr for ESRI.DE. Their correlation of 0.89 suggests significant overlap in exposure. AYEM.DE charges 0.18%/yr vs 0.30%/yr for ESRI.DE.
Performance
AYEM.DE vs. ESRI.DE - Performance Comparison
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Different Trading Currencies
AYEM.DE is traded in EUR, while ESRI.DE is traded in USD. To make them comparable, the ESRI.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, AYEM.DE achieves a 26.90% return, which is significantly higher than ESRI.DE's 16.43% return.
AYEM.DE
- 1D
- -1.29%
- 1M
- 4.35%
- YTD
- 26.90%
- 6M
- 27.17%
- 1Y
- 46.15%
- 3Y*
- 20.23%
- 5Y*
- 8.30%
- 10Y*
- —
ESRI.DE
- 1D
- -1.46%
- 1M
- 4.09%
- YTD
- 16.43%
- 6M
- 17.44%
- 1Y
- 27.38%
- 3Y*
- 11.63%
- 5Y*
- 4.48%
- 10Y*
- —
AYEM.DE vs. ESRI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AYEM.DE iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | 26.90% | 17.51% | 14.02% | 6.81% | -14.64% | 6.10% | 7.92% | 21.67% | 1.83% |
ESRI.DE BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc | 16.44% | 11.11% | 6.74% | 1.56% | -10.79% | 9.06% | 7.41% | 16.10% | 3.53% |
Correlation
The correlation between AYEM.DE and ESRI.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.89 |
The correlation between AYEM.DE and ESRI.DE has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
AYEM.DE vs. ESRI.DE — Risk / Return Rank
AYEM.DE
ESRI.DE
AYEM.DE vs. ESRI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) and BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc (ESRI.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.
| AYEM.DE | ESRI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.31 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.30 | 2.39 | +1.91 |
| Martin ratioReturn relative to average drawdown | 15.83 | 8.77 | +7.06 |
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
| AYEM.DE | ESRI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 1.61 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.29 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.39 | +0.19 |
Drawdowns
AYEM.DE vs. ESRI.DE - Drawdown Comparison
The maximum AYEM.DE drawdown since its inception was -31.19%, smaller than the maximum ESRI.DE drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for AYEM.DE and ESRI.DE.
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Drawdown Indicators
| AYEM.DE | ESRI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -36.06% | +4.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -11.40% | +0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -19.30% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -20.43% | -2.95% |
Current DrawdownCurrent decline from peak | -2.20% | -2.28% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -7.76% | -0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.11% | -0.11% |
Volatility
AYEM.DE vs. ESRI.DE - Volatility Comparison
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) has a higher volatility of 7.02% compared to BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc (ESRI.DE) at 6.34%. This indicates that AYEM.DE's price experiences larger fluctuations and is considered to be riskier than ESRI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AYEM.DE | ESRI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 6.34% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 14.89% | 14.55% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.68% | 16.97% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 15.36% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.62% | 18.08% | +0.54% |
AYEM.DE vs. ESRI.DE - Expense Ratio Comparison
AYEM.DE has a 0.18% expense ratio, which is lower than ESRI.DE's 0.30% expense ratio.
Dividends
AYEM.DE vs. ESRI.DE - Dividend Comparison
Neither AYEM.DE nor ESRI.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, AYEM.DE and ESRI.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, AYEM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AYEM.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for ESRI.DE.
AYEM.DE tracks MSCI Emerging Markets IMI ESG Screened, while ESRI.DE tracks MSCI Emerging SRI S-Series PAB 5% Capped. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.18% for AYEM.DE and 0.30% for ESRI.DE.
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