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BNQV.DE vs. 0GZD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNQV.DE vs. 0GZD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNPP RICI Enhanced Industriemetalle (TR) ETC (BNQV.DE) and BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC (0GZD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BNQV.DE achieves a 13.96% return, which is significantly higher than 0GZD.DE's 11.84% return.


BNQV.DE

1D
-0.40%
1M
4.63%
YTD
13.96%
6M
17.14%
1Y
30.50%
3Y*
11.33%
5Y*
8.91%
10Y*

0GZD.DE

1D
-0.26%
1M
3.36%
YTD
11.84%
6M
15.44%
1Y
30.27%
3Y*
12.45%
5Y*
5.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNQV.DE vs. 0GZD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BNQV.DE
BNPP RICI Enhanced Industriemetalle (TR) ETC
13.96%5.40%12.60%-6.20%6.27%36.61%2.31%2.56%
0GZD.DE
BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC
11.84%16.30%4.70%-4.91%-2.95%24.31%11.15%1.38%

Correlation

The correlation between BNQV.DE and 0GZD.DE is 0.85, 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

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2019

0.88

The correlation between BNQV.DE and 0GZD.DE has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

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Return for Risk

BNQV.DE vs. 0GZD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BNQV.DE
BNQV.DE Risk / Return Rank: 7171
Overall Rank
BNQV.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BNQV.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
BNQV.DE Omega Ratio Rank: 6666
Omega Ratio Rank
BNQV.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
BNQV.DE Martin Ratio Rank: 7979
Martin Ratio Rank

0GZD.DE
0GZD.DE Risk / Return Rank: 6363
Overall Rank
0GZD.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
0GZD.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
0GZD.DE Omega Ratio Rank: 6161
Omega Ratio Rank
0GZD.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
0GZD.DE Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BNQV.DE vs. 0GZD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNPP RICI Enhanced Industriemetalle (TR) ETC (BNQV.DE) and BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC (0GZD.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.


BNQV.DE0GZD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

4.03

3.25

+0.78

Martin ratioReturn relative to average drawdown

14.99

12.05

+2.94

BNQV.DE vs. 0GZD.DE - Sharpe Ratio Comparison

The current BNQV.DE Sharpe Ratio is 2.13, which is comparable to the 0GZD.DE Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of BNQV.DE and 0GZD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BNQV.DE0GZD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

2.04

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.30

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.48

-0.04

Drawdowns

BNQV.DE vs. 0GZD.DE - Drawdown Comparison

The maximum BNQV.DE drawdown since its inception was -33.62%, smaller than the maximum 0GZD.DE drawdown of -39.86%. Use the drawdown chart below to compare losses from any high point for BNQV.DE and 0GZD.DE.


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Drawdown Indicators


BNQV.DE0GZD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.62%

-39.86%

+6.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.60%

-9.42%

+1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-17.34%

-17.15%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-33.62%

-39.86%

+6.24%

Current Drawdown

Current decline from peak

-5.83%

-8.92%

+3.09%

Average Drawdown

Average peak-to-trough decline

-15.64%

-19.47%

+3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.54%

-0.49%

Volatility

BNQV.DE vs. 0GZD.DE - Volatility Comparison

The current volatility for BNPP RICI Enhanced Industriemetalle (TR) ETC (BNQV.DE) is 4.28%, while BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC (0GZD.DE) has a volatility of 4.69%. This indicates that BNQV.DE experiences smaller price fluctuations and is considered to be less risky than 0GZD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNQV.DE0GZD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

4.69%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.25%

12.59%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

14.37%

15.00%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.41%

19.20%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

18.11%

-1.30%

BNQV.DE vs. 0GZD.DE - Expense Ratio Comparison

BNQV.DE has a 1.00% expense ratio, which is lower than 0GZD.DE's 1.20% expense ratio.


Dividends

BNQV.DE vs. 0GZD.DE - Dividend Comparison

Neither BNQV.DE nor 0GZD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BNQV.DE and 0GZD.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BNQV.DE is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BNQV.DE is cheaper with a 1.00% expense ratio, compared with 1.20% for 0GZD.DE.

BNQV.DE tracks RICI Enhanced Industrial Metals, while 0GZD.DE tracks RICI Enhanced Industrial Metals (EUR Hedged). Their fees differ too: 1.00% for BNQV.DE and 1.20% for 0GZD.DE.

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