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

Performance

EMEC.DE vs. JSRI.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 BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.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 higher than JSRI.DE's 7.00% 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*

JSRI.DE

1D
-0.56%
1M
3.33%
YTD
7.00%
6M
6.81%
1Y
10.29%
3Y*
2.63%
5Y*
2.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
EMEC.DE
BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR
10.95%5.92%10.86%19.48%-12.91%37.20%8.36%18.47%
JSRI.DE
BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis
7.00%3.81%1.12%10.63%-16.21%6.00%9.71%18.46%

Correlation

The correlation between EMEC.DE and JSRI.DE is 0.63, 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

0.63

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

0.61

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

0.62

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2019

0.65

The correlation between EMEC.DE and JSRI.DE has been stable across timeframes, ranging from 0.61 to 0.65 - a consistent structural relationship.

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Return for Risk

EMEC.DE vs. JSRI.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

JSRI.DE
JSRI.DE Risk / Return Rank: 2121
Overall Rank
JSRI.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
JSRI.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
JSRI.DE Omega Ratio Rank: 1919
Omega Ratio Rank
JSRI.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
JSRI.DE Martin Ratio Rank: 2323
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. JSRI.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 BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.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.DEJSRI.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.31

1.12

+0.19

Calmar ratioReturn relative to maximum drawdown

2.64

0.98

+1.66

Martin ratioReturn relative to average drawdown

9.05

2.86

+6.19

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

The current EMEC.DE Sharpe Ratio is 1.73, which is higher than the JSRI.DE Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of EMEC.DE and JSRI.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.DEJSRI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

0.59

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.15

+0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.24

+0.58

Drawdowns

EMEC.DE vs. JSRI.DE - Drawdown Comparison

The maximum EMEC.DE drawdown since its inception was -30.18%, which is greater than JSRI.DE's maximum drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for EMEC.DE and JSRI.DE.


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Drawdown Indicators


EMEC.DEJSRI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.18%

-26.30%

-3.88%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-10.41%

+2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-20.78%

-16.33%

-4.45%

Max Drawdown (5Y)

Largest decline over 5 years

-20.78%

-22.37%

+1.59%

Current Drawdown

Current decline from peak

-0.24%

-2.61%

+2.37%

Average Drawdown

Average peak-to-trough decline

-5.05%

-9.43%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

3.59%

-1.27%

Volatility

EMEC.DE vs. JSRI.DE - Volatility Comparison

BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR (EMEC.DE) and BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) have volatilities of 3.47% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMEC.DEJSRI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

3.40%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

13.83%

-4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

12.15%

17.46%

-5.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

15.85%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

16.77%

-0.77%

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

EMEC.DE has a 0.30% expense ratio, which is higher than JSRI.DE's 0.25% expense ratio.


Dividends

EMEC.DE vs. JSRI.DE - Dividend Comparison

EMEC.DE has not paid dividends to shareholders, while JSRI.DE's dividend yield for the trailing twelve months is around 2.44%.


PositionTTM2025202420232022202120202019
EMEC.DE
BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JSRI.DE
BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis
2.44%1.91%1.85%4.41%2.87%1.71%2.06%2.03%

Frequently Asked Questions


EMEC.DE and JSRI.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JSRI.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JSRI.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for EMEC.DE.

EMEC.DE is categorized as Global Equities, while JSRI.DE is Japan Equities. EMEC.DE tracks ECPI Circular Economy Leaders Equity, while JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped. Their fees differ too: 0.30% for EMEC.DE and 0.25% for JSRI.DE.

Portfolio Optimizer

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