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EMEC.DE vs. CBUI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMEC.DE vs. CBUI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR (EMEC.DE) and iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.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, EMEC.DE achieves a 10.95% return, which is significantly lower than CBUI.DE's 20.05% return.


EMEC.DE

1D
-0.24%
1M
5.19%
YTD
10.95%
6M
10.54%
1Y
21.09%
3Y*
11.29%
5Y*
9.49%
10Y*

CBUI.DE

1D
0.22%
1M
8.37%
YTD
20.05%
6M
22.81%
1Y
44.12%
3Y*
21.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMEC.DE vs. CBUI.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMEC.DE
BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR
10.95%5.92%10.86%19.48%-12.91%6.98%
CBUI.DE
iShares MSCI World Value Factor ESG UCITS ETF USD Acc
20.05%20.98%13.82%15.94%-6.30%6.27%

Correlation

The correlation between EMEC.DE and CBUI.DE is 0.76, 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

0.76

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

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2021

0.86

The correlation between EMEC.DE and CBUI.DE shifts across timeframes, from 0.76 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EMEC.DE vs. CBUI.DE — Risk / Return Rank

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

EMEC.DE
EMEC.DE Risk / Return Rank: 5252
Overall Rank
EMEC.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EMEC.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EMEC.DE Omega Ratio Rank: 4949
Omega Ratio Rank
EMEC.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
EMEC.DE Martin Ratio Rank: 5353
Martin Ratio Rank

CBUI.DE
CBUI.DE Risk / Return Rank: 9393
Overall Rank
CBUI.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CBUI.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
CBUI.DE Omega Ratio Rank: 9292
Omega Ratio Rank
CBUI.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
CBUI.DE Martin Ratio Rank: 9494
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.

EMEC.DE vs. CBUI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR (EMEC.DE) and iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.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.


EMEC.DECBUI.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-2.20

Omega ratioGain probability vs. loss probability

1.31

1.60

-0.29

Calmar ratioReturn relative to maximum drawdown

2.64

6.92

-4.28

Martin ratioReturn relative to average drawdown

9.05

26.41

-17.36

EMEC.DE vs. CBUI.DE - Sharpe Ratio Comparison

The current EMEC.DE Sharpe Ratio is 1.73, which is lower than the CBUI.DE Sharpe Ratio of 3.41. The chart below compares the historical Sharpe Ratios of EMEC.DE and CBUI.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


EMEC.DECBUI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

3.41

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.05

-0.23

Drawdowns

EMEC.DE vs. CBUI.DE - Drawdown Comparison

The maximum EMEC.DE drawdown since its inception was -30.18%, which is greater than CBUI.DE's maximum drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for EMEC.DE and CBUI.DE.


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Drawdown Indicators


EMEC.DECBUI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.18%

-19.48%

-10.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-6.34%

-1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-20.78%

-19.48%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-20.78%

Current Drawdown

Current decline from peak

-0.24%

-0.22%

-0.02%

Average Drawdown

Average peak-to-trough decline

-5.05%

-3.23%

-1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

1.67%

+0.65%

Volatility

EMEC.DE vs. CBUI.DE - Volatility Comparison

The current volatility for BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR (EMEC.DE) is 3.47%, while iShares MSCI World Value Factor ESG UCITS ETF USD Acc (CBUI.DE) has a volatility of 3.73%. This indicates that EMEC.DE experiences smaller price fluctuations and is considered to be less risky than CBUI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMEC.DECBUI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

3.73%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

9.76%

-0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.15%

12.88%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

14.21%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

14.21%

+1.79%

EMEC.DE vs. CBUI.DE - Expense Ratio Comparison

Both EMEC.DE and CBUI.DE have an expense ratio of 0.30%.


Dividends

EMEC.DE vs. CBUI.DE - Dividend Comparison

Neither EMEC.DE nor CBUI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EMEC.DE and CBUI.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EMEC.DE and CBUI.DE have the same expense ratio: 0.30% per year.

EMEC.DE tracks ECPI Circular Economy Leaders Equity, while CBUI.DE tracks MSCI World Value ESG Reduced Carbon Target Select. They also come from different issuers: BNP Paribas and iShares.

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