EMEH.DE vs. XSVT.DE
EMEH.DE (BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR) and XSVT.DE (Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C) are both Commodities funds - EMEH.DE tracks the BNP Paribas Energy & Metals Enhanced Roll (EUR Hedged) while XSVT.DE tracks the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. Both are passively managed. Over the past 3 years, EMEH.DE returned 16.63%/yr vs 16.36%/yr for XSVT.DE. Their correlation of 0.86 suggests significant overlap in exposure. EMEH.DE charges 0.39%/yr vs 0.29%/yr for XSVT.DE.
Performance
EMEH.DE vs. XSVT.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EMEH.DE having a 21.33% return and XSVT.DE slightly higher at 21.63%.
EMEH.DE
- 1D
- -0.55%
- 1M
- 0.49%
- YTD
- 21.33%
- 6M
- 22.74%
- 1Y
- 43.19%
- 3Y*
- 16.63%
- 5Y*
- 11.35%
- 10Y*
- —
XSVT.DE
- 1D
- -0.53%
- 1M
- 3.03%
- YTD
- 21.63%
- 6M
- 24.91%
- 1Y
- 42.37%
- 3Y*
- 16.36%
- 5Y*
- —
- 10Y*
- —
EMEH.DE vs. XSVT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EMEH.DE BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR | 21.33% | 25.40% | 6.63% | -12.26% | 0.67% |
XSVT.DE Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C | 21.63% | 14.36% | 15.10% | -12.67% | 14.63% |
Correlation
The correlation between EMEH.DE and XSVT.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2022 | 0.86 |
The correlation between EMEH.DE and XSVT.DE has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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Return for Risk
EMEH.DE vs. XSVT.DE — Risk / Return Rank
EMEH.DE
XSVT.DE
EMEH.DE vs. XSVT.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 Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.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 | XSVT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.41 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.95 | 4.58 | +0.37 |
| Martin ratioReturn relative to average drawdown | 14.34 | 10.89 | +3.45 |
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 | XSVT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.31 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.48 | 0.61 | -1.09 |
Drawdowns
EMEH.DE vs. XSVT.DE - Drawdown Comparison
The maximum EMEH.DE drawdown since its inception was -92.42%, which is greater than XSVT.DE's maximum drawdown of -27.57%. Use the drawdown chart below to compare losses from any high point for EMEH.DE and XSVT.DE.
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Drawdown Indicators
| EMEH.DE | XSVT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.42% | -27.57% | -64.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -9.35% | +0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -12.28% | -15.97% | +3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -32.73% | — | — |
Current DrawdownCurrent decline from peak | -80.34% | -1.81% | -78.53% |
Average DrawdownAverage peak-to-trough decline | -81.38% | -14.41% | -66.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 3.95% | -0.87% |
Volatility
EMEH.DE vs. XSVT.DE - Volatility Comparison
BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (EMEH.DE) and Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) have volatilities of 4.15% and 4.33%, 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
| EMEH.DE | XSVT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 4.33% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 15.95% | 15.57% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 18.53% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.50% | 18.83% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.16% | 18.83% | +15.33% |
EMEH.DE vs. XSVT.DE - Expense Ratio Comparison
EMEH.DE has a 0.39% expense ratio, which is higher than XSVT.DE's 0.29% expense ratio.
Dividends
EMEH.DE vs. XSVT.DE - Dividend Comparison
Neither EMEH.DE nor XSVT.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, EMEH.DE and XSVT.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XSVT.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSVT.DE is cheaper with a 0.29% expense ratio, compared with 0.39% for EMEH.DE.
EMEH.DE tracks BNP Paribas Energy & Metals Enhanced Roll (EUR Hedged), while XSVT.DE tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. They also come from different issuers: BNP Paribas and Xtrackers. Their fees differ too: 0.39% for EMEH.DE and 0.29% for XSVT.DE.
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