PortfoliosLab logoPortfoliosLab logo
EMKX.DE vs. ASRM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMKX.DE vs. ASRM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy MSCI Emerging ESG Filtered Min TE UCITS ETF (EMKX.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF (ASRM.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


EMKX.DE

1D
-1.49%
1M
3.66%
YTD
26.91%
6M
27.47%
1Y
47.96%
3Y*
20.45%
5Y*
7.82%
10Y*

ASRM.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMKX.DE vs. ASRM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMKX.DE
BNP Paribas Easy MSCI Emerging ESG Filtered Min TE UCITS ETF
26.91%18.66%14.62%4.95%-15.64%4.35%6.78%21.85%-11.58%19.87%
ASRM.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF
0.00%0.00%-78.40%-3.99%-3.83%0.89%-16.42%-14.47%3.07%-15.24%

Correlation

The correlation between EMKX.DE and ASRM.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.03

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

0.00

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2016

0.00

Compare stocks, funds, or ETFs

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


Return for Risk

EMKX.DE vs. ASRM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EMKX.DE
EMKX.DE Risk / Return Rank: 8383
Overall Rank
EMKX.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EMKX.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
EMKX.DE Omega Ratio Rank: 8383
Omega Ratio Rank
EMKX.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
EMKX.DE Martin Ratio Rank: 8383
Martin Ratio Rank

ASRM.DE
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.

EMKX.DE vs. ASRM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Emerging ESG Filtered Min TE UCITS ETF (EMKX.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF (ASRM.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.


EMKX.DEASRM.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.49

Calmar ratioReturn relative to maximum drawdown

4.43

Martin ratioReturn relative to average drawdown

16.29

EMKX.DE vs. ASRM.DE - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


EMKX.DEASRM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

Drawdowns

EMKX.DE vs. ASRM.DE - Drawdown Comparison


Loading charts...

Drawdown Indicators


EMKX.DEASRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

Max Drawdown (3Y)

Largest decline over 3 years

-19.38%

Max Drawdown (5Y)

Largest decline over 5 years

-25.29%

Current Drawdown

Current decline from peak

-2.57%

Average Drawdown

Average peak-to-trough decline

-9.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

Volatility

EMKX.DE vs. ASRM.DE - Volatility Comparison


Loading charts...

Volatility by Period


EMKX.DEASRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

Volatility (1Y)

Calculated over the trailing 1-year period

17.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.30%

EMKX.DE vs. ASRM.DE - Expense Ratio Comparison

EMKX.DE has a 0.26% expense ratio, which is lower than ASRM.DE's 0.40% expense ratio.


Dividends

EMKX.DE vs. ASRM.DE - Dividend Comparison

Neither EMKX.DE nor ASRM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EMKX.DE and ASRM.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMKX.DE is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMKX.DE is cheaper with a 0.26% expense ratio, compared with 0.40% for ASRM.DE.

EMKX.DE is categorized as Emerging Markets Equities, while ASRM.DE is REIT. EMKX.DE tracks MSCI Emerging Markets ESG Filtered Min TE, while ASRM.DE tracks FTSE EPRA Nareit Developed Green EU CTB. Their fees differ too: 0.26% for EMKX.DE and 0.40% for ASRM.DE.

Portfolio Optimizer

Find the right allocation for EMKX.DE and ASRM.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer