PortfoliosLab logoPortfoliosLab logo
EMEC.DE vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMEC.DE vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EMEC.DE vs. SCHG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EMEC.DE
BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR
0.15%5.92%10.86%19.48%-12.91%37.20%8.36%18.47%
SCHG
Schwab U.S. Large-Cap Growth ETF
-8.34%3.56%43.86%45.60%-27.58%37.70%27.67%19.26%
Different Trading Currencies

EMEC.DE is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMEC.DE achieves a 0.15% return, which is significantly higher than SCHG's -8.34% return.


EMEC.DE

1D
1.92%
1M
-4.58%
YTD
0.15%
6M
3.30%
1Y
9.64%
3Y*
8.71%
5Y*
8.22%
10Y*

SCHG

1D
0.86%
1M
-3.45%
YTD
-8.34%
6M
-6.85%
1Y
9.17%
3Y*
19.69%
5Y*
13.17%
10Y*
16.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EMEC.DE vs. SCHG - Expense Ratio Comparison

EMEC.DE has a 0.30% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Return for Risk

EMEC.DE vs. SCHG — 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: 3333
Overall Rank
EMEC.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EMEC.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
EMEC.DE Omega Ratio Rank: 2929
Omega Ratio Rank
EMEC.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
EMEC.DE Martin Ratio Rank: 3838
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4141
Overall Rank
SCHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4242
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3939
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. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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.DESCHGDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.37

+0.25

Sortino ratio

Return per unit of downside risk

0.93

0.69

+0.24

Omega ratio

Gain probability vs. loss probability

1.13

1.10

+0.03

Calmar ratio

Return relative to maximum drawdown

1.13

0.66

+0.48

Martin ratio

Return relative to average drawdown

3.88

1.83

+2.05

EMEC.DE vs. SCHG - Sharpe Ratio Comparison

The current EMEC.DE Sharpe Ratio is 0.62, which is higher than the SCHG Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of EMEC.DE and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EMEC.DESCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.37

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.60

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.86

-0.13

Correlation

The correlation between EMEC.DE and SCHG is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EMEC.DE vs. SCHG - Dividend Comparison

EMEC.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.43%.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Drawdowns

EMEC.DE vs. SCHG - Drawdown Comparison

The maximum EMEC.DE drawdown since its inception was -30.18%, smaller than the maximum SCHG drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for EMEC.DE and SCHG.


Loading graphics...

Drawdown Indicators


EMEC.DESCHGDifference

Max Drawdown

Largest peak-to-trough decline

-30.18%

-34.59%

+4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.59%

-16.41%

+3.82%

Max Drawdown (5Y)

Largest decline over 5 years

-20.78%

-34.59%

+13.81%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

-5.58%

-12.51%

+6.93%

Average Drawdown

Average peak-to-trough decline

-5.14%

-5.22%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

4.84%

-2.32%

Volatility

EMEC.DE vs. SCHG - Volatility Comparison

The current volatility for BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR (EMEC.DE) is 4.44%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.83%. This indicates that EMEC.DE experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EMEC.DESCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

5.83%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

12.82%

-4.22%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

24.67%

-9.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

22.00%

-8.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

21.88%

-5.82%