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

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.

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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 13.70% return, which is significantly higher than SCHG's 3.58% return.


EMEC.DE

1D
-0.13%
1M
3.62%
YTD
13.70%
6M
14.54%
1Y
26.97%
3Y*
12.08%
5Y*
9.71%
10Y*

SCHG

1D
-1.16%
1M
-3.35%
YTD
3.58%
6M
2.33%
1Y
17.33%
3Y*
20.51%
5Y*
14.14%
10Y*
18.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMEC.DE vs. SCHG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EMEC.DE
BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR
13.70%5.93%10.84%19.49%-12.90%37.20%8.39%12.10%
SCHG
Schwab U.S. Large-Cap Growth ETF
3.58%3.56%43.86%45.60%-27.58%37.70%27.67%13.26%

Correlation

The correlation between EMEC.DE and SCHG is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

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

0.40

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

0.43

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2019

0.43

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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: 7777
Overall Rank
EMEC.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EMEC.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
EMEC.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EMEC.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
EMEC.DE Martin Ratio Rank: 7272
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 2525
Overall Rank
SCHG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 2626
Sortino Ratio Rank
SCHG Omega Ratio Rank: 2626
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2121
Calmar Ratio Rank
SCHG Martin Ratio Rank: 2424
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.

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.


EMEC.DESCHGDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.72

Omega ratioGain probability vs. loss probability

1.39

1.20

+0.20

Calmar ratioReturn relative to maximum drawdown

3.37

1.11

+2.26

Martin ratioReturn relative to average drawdown

11.83

3.17

+8.66

EMEC.DE vs. SCHG - Sharpe Ratio Comparison

The current EMEC.DE Sharpe Ratio is 2.20, which is higher than the SCHG Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of EMEC.DE and SCHG, 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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Drawdowns

EMEC.DE vs. SCHG - Drawdown Comparison

The maximum EMEC.DE drawdown since its inception was -30.23%, 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.


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Drawdown Indicators


EMEC.DESCHGDifference

Max Drawdown

Largest peak-to-trough decline

-30.23%

-31.88%

+1.65%

Max Drawdown (1Y)

Largest decline over 1 year

-7.96%

-15.64%

+7.68%

Max Drawdown (3Y)

Largest decline over 3 years

-20.82%

-28.18%

+7.36%

Max Drawdown (5Y)

Largest decline over 5 years

-20.82%

-30.34%

+9.52%

Max Drawdown (10Y)

Largest decline over 10 years

-31.88%

Current Drawdown

Current decline from peak

-0.13%

-5.31%

+5.18%

Average Drawdown

Average peak-to-trough decline

-5.01%

-5.23%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

5.48%

-3.21%

Volatility

EMEC.DE vs. SCHG - Volatility Comparison

The current volatility for BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR (EMEC.DE) is 2.78%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.14%. 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.


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Volatility by Period


EMEC.DESCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

5.14%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

11.64%

-2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

12.23%

16.25%

-4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.10%

22.05%

-7.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.94%

21.90%

-5.96%

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.


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 0.40%.


PositionTTM20252024202320222021202020192018201720162015
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
0.40%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Frequently Asked Questions


EMEC.DE and SCHG have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHG is cheaper with a 0.04% expense ratio, compared with 0.30% for EMEC.DE.

EMEC.DE is categorized as Global Equities, while SCHG is Large Cap Growth Equities. EMEC.DE tracks ECPI Circular Economy Leaders Equity, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: BNP Paribas and Charles Schwab. Their fees differ too: 0.30% for EMEC.DE and 0.04% for SCHG.

Portfolio Optimizer

Find the right allocation for EMEC.DE and SCHG

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