EMEH.DE vs. M9SA.DE
Compare and contrast key facts about BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (EMEH.DE) and Market Access Rogers International Commodity UCITS ETF (M9SA.DE).
EMEH.DE and M9SA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMEH.DE is a passively managed fund by BNP Paribas that tracks the performance of the BNP Paribas Energy & Metals Enhanced Roll (EUR Hedged). It was launched on Sep 22, 2017. M9SA.DE is a passively managed fund by China Post Global that tracks the performance of the Rogers International Commodity (RICI). It was launched on May 8, 2006. Both EMEH.DE and M9SA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EMEH.DE vs. M9SA.DE - Performance Comparison
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EMEH.DE vs. M9SA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMEH.DE BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR | 17.62% | 25.40% | 6.63% | -12.26% | 11.15% | 27.11% | -4.42% | 7.62% | -90.10% | 4.93% |
M9SA.DE Market Access Rogers International Commodity UCITS ETF | 27.52% | -4.38% | 10.96% | -8.16% | 23.00% | 52.58% | -18.26% | 13.66% | -5.52% | 3.57% |
Returns By Period
In the year-to-date period, EMEH.DE achieves a 17.62% return, which is significantly lower than M9SA.DE's 27.52% return.
EMEH.DE
- 1D
- -0.89%
- 1M
- 5.13%
- YTD
- 17.62%
- 6M
- 29.65%
- 1Y
- 34.92%
- 3Y*
- 13.44%
- 5Y*
- 13.07%
- 10Y*
- —
M9SA.DE
- 1D
- -2.85%
- 1M
- 13.95%
- YTD
- 27.52%
- 6M
- 32.94%
- 1Y
- 19.69%
- 3Y*
- 9.77%
- 5Y*
- 14.90%
- 10Y*
- 8.72%
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EMEH.DE vs. M9SA.DE - Expense Ratio Comparison
EMEH.DE has a 0.39% expense ratio, which is lower than M9SA.DE's 0.60% expense ratio.
Return for Risk
EMEH.DE vs. M9SA.DE — Risk / Return Rank
EMEH.DE
M9SA.DE
EMEH.DE vs. M9SA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (EMEH.DE) and Market Access Rogers International Commodity UCITS ETF (M9SA.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.
| EMEH.DE | M9SA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 0.93 | +0.94 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.31 | +1.04 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.19 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 3.93 | 2.30 | +1.64 |
Martin ratioReturn relative to average drawdown | 10.85 | 4.11 | +6.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMEH.DE | M9SA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 0.93 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.78 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.49 | 0.06 | -0.55 |
Correlation
The correlation between EMEH.DE and M9SA.DE is 0.69, 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
EMEH.DE vs. M9SA.DE - Dividend Comparison
Neither EMEH.DE nor M9SA.DE has paid dividends to shareholders.
Drawdowns
EMEH.DE vs. M9SA.DE - Drawdown Comparison
The maximum EMEH.DE drawdown since its inception was -92.42%, which is greater than M9SA.DE's maximum drawdown of -68.53%. Use the drawdown chart below to compare losses from any high point for EMEH.DE and M9SA.DE.
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Drawdown Indicators
| EMEH.DE | M9SA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.42% | -68.53% | -23.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -12.51% | +1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -32.73% | -27.06% | -5.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.54% | — |
Current DrawdownCurrent decline from peak | -80.94% | -2.85% | -78.09% |
Average DrawdownAverage peak-to-trough decline | -81.40% | -33.95% | -47.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 5.02% | -1.80% |
Volatility
EMEH.DE vs. M9SA.DE - Volatility Comparison
The current volatility for BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (EMEH.DE) is 6.74%, while Market Access Rogers International Commodity UCITS ETF (M9SA.DE) has a volatility of 12.67%. This indicates that EMEH.DE experiences smaller price fluctuations and is considered to be less risky than M9SA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMEH.DE | M9SA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.74% | 12.67% | -5.93% |
Volatility (6M)Calculated over the trailing 6-month period | 15.47% | 16.77% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 21.14% | -2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 18.84% | -1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.43% | 17.94% | +16.49% |