EEUX.DE vs. EMWE.DE
EEUX.DE (BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF) and EMWE.DE (BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) are both exchange-traded funds - EEUX.DE is a Europe Equities fund tracking the MSCI Europe ESG Filtered Min TE, while EMWE.DE is a Global Equities fund tracking the MSCI World SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 5 years, EEUX.DE returned 9.50%/yr vs 8.09%/yr for EMWE.DE. A 0.79 correlation means they provide meaningful diversification when combined. EEUX.DE charges 0.15%/yr vs 0.25%/yr for EMWE.DE.
Performance
EEUX.DE vs. EMWE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EEUX.DE having a 10.26% return and EMWE.DE slightly higher at 10.56%.
EEUX.DE
- 1D
- 0.79%
- 1M
- 2.72%
- YTD
- 10.26%
- 6M
- 10.98%
- 1Y
- 21.84%
- 3Y*
- 15.05%
- 5Y*
- 9.50%
- 10Y*
- 10.13%
EMWE.DE
- 1D
- 0.17%
- 1M
- 3.17%
- YTD
- 10.56%
- 6M
- 10.98%
- 1Y
- 16.72%
- 3Y*
- 11.12%
- 5Y*
- 8.09%
- 10Y*
- —
EEUX.DE vs. EMWE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEUX.DE BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF | 10.26% | 19.25% | 8.83% | 15.73% | -11.68% | 24.98% | -2.95% | 27.61% | -94.76% | 5.19% |
EMWE.DE BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 10.56% | 0.19% | 15.43% | 14.91% | -16.13% | 38.30% | 11.33% | 31.35% | -91.40% | 9.45% |
Correlation
The correlation between EEUX.DE and EMWE.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2017 | 0.79 |
The correlation between EEUX.DE and EMWE.DE has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.
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Return for Risk
EEUX.DE vs. EMWE.DE — Risk / Return Rank
EEUX.DE
EMWE.DE
EEUX.DE vs. EMWE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) and BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EEUX.DE | EMWE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 1.99 | +0.25 |
| Martin ratioReturn relative to average drawdown | 8.51 | 7.20 | +1.31 |
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Drawdowns
EEUX.DE vs. EMWE.DE - Drawdown Comparison
The maximum EEUX.DE drawdown since its inception was -95.71%, roughly equal to the maximum EMWE.DE drawdown of -92.00%. Use the drawdown chart below to compare losses from any high point for EEUX.DE and EMWE.DE.
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Drawdown Indicators
| EEUX.DE | EMWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.71% | -92.00% | -3.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -8.38% | -1.36% |
Max Drawdown (3Y)Largest decline over 3 years | -16.45% | -20.01% | +3.56% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -20.75% | -0.46% |
Max Drawdown (10Y)Largest decline over 10 years | -95.71% | — | — |
Current DrawdownCurrent decline from peak | -88.58% | -79.62% | -8.96% |
Average DrawdownAverage peak-to-trough decline | -55.21% | -78.17% | +22.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.32% | +0.24% |
Volatility
EEUX.DE vs. EMWE.DE - Volatility Comparison
BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) has a higher volatility of 2.98% compared to BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.DE) at 2.76%. This indicates that EEUX.DE's price experiences larger fluctuations and is considered to be riskier than EMWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEUX.DE | EMWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 2.76% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 8.78% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 11.91% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 14.49% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 714.84% | 34.22% | +680.62% |
EEUX.DE vs. EMWE.DE - Expense Ratio Comparison
EEUX.DE has a 0.15% expense ratio, which is lower than EMWE.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EEUX.DE vs. EMWE.DE - Dividend Comparison
Neither EEUX.DE nor EMWE.DE has paid dividends to shareholders.
Frequently Asked Questions
EEUX.DE and EMWE.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEUX.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEUX.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for EMWE.DE.
EEUX.DE is categorized as Europe Equities, while EMWE.DE is Global Equities. EEUX.DE tracks MSCI Europe ESG Filtered Min TE, while EMWE.DE tracks MSCI World SRI S-Series PAB 5% Capped. Their fees differ too: 0.15% for EEUX.DE and 0.25% for EMWE.DE.
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