EMUS.DE vs. S6X0.DE
EMUS.DE (BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF) and S6X0.DE (Invesco EURO STOXX 50 UCITS ETF Dist) are both Europe Equities funds - EMUS.DE tracks the MSCI EMU SRI S-Series PAB 5% Capped while S6X0.DE tracks the EURO STOXX 50. Both are passively managed. Over the past 5 years, EMUS.DE returned 7.85%/yr vs 11.36%/yr for S6X0.DE. A 0.78 correlation means they provide meaningful diversification when combined. EMUS.DE charges 0.25%/yr vs 0.05%/yr for S6X0.DE.
Performance
EMUS.DE vs. S6X0.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EMUS.DE having a 7.56% return and S6X0.DE slightly lower at 7.30%.
EMUS.DE
- 1D
- 0.74%
- 1M
- 5.38%
- YTD
- 7.56%
- 6M
- 9.47%
- 1Y
- 12.57%
- 3Y*
- 12.58%
- 5Y*
- 7.85%
- 10Y*
- —
S6X0.DE
- 1D
- 0.75%
- 1M
- 4.75%
- YTD
- 7.30%
- 6M
- 8.74%
- 1Y
- 15.70%
- 3Y*
- 15.53%
- 5Y*
- 11.36%
- 10Y*
- 10.39%
EMUS.DE vs. S6X0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EMUS.DE BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF | 7.56% | 15.33% | 10.65% | 11.79% | -13.95% | 30.31% | 4.55% |
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 7.30% | 22.02% | 10.94% | 22.42% | -8.98% | 23.10% | 7.88% |
Correlation
The correlation between EMUS.DE and S6X0.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2020 | 0.78 |
The correlation between EMUS.DE and S6X0.DE shifts across timeframes, from 0.76 (3 years) to 0.91 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EMUS.DE vs. S6X0.DE — Risk / Return Rank
EMUS.DE
S6X0.DE
EMUS.DE vs. S6X0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF (EMUS.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.
| EMUS.DE | S6X0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.44 | -0.28 |
| Martin ratioReturn relative to average drawdown | 3.93 | 4.89 | -0.95 |
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
| EMUS.DE | S6X0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.98 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.65 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.51 | +0.27 |
Drawdowns
EMUS.DE vs. S6X0.DE - Drawdown Comparison
The maximum EMUS.DE drawdown since its inception was -25.16%, smaller than the maximum S6X0.DE drawdown of -38.54%. Use the drawdown chart below to compare losses from any high point for EMUS.DE and S6X0.DE.
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Drawdown Indicators
| EMUS.DE | S6X0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.16% | -38.54% | +13.38% |
Max Drawdown (1Y)Largest decline over 1 year | -10.86% | -10.88% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -13.11% | -16.56% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -23.41% | -1.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.54% | — |
Current DrawdownCurrent decline from peak | -0.19% | -0.51% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -6.82% | +1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.21% | -0.02% |
Volatility
EMUS.DE vs. S6X0.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF (EMUS.DE) is 4.25%, while Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) has a volatility of 4.96%. This indicates that EMUS.DE experiences smaller price fluctuations and is considered to be less risky than S6X0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMUS.DE | S6X0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.96% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 12.92% | -1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.34% | 15.93% | -2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.68% | 17.56% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 20.60% | -3.25% |
EMUS.DE vs. S6X0.DE - Expense Ratio Comparison
EMUS.DE has a 0.25% expense ratio, which is higher than S6X0.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EMUS.DE vs. S6X0.DE - Dividend Comparison
EMUS.DE has not paid dividends to shareholders, while S6X0.DE's dividend yield for the trailing twelve months is around 2.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMUS.DE BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 2.78% | 2.99% | 3.38% | 3.17% | 3.10% | 2.47% | 2.53% | 3.48% | 3.69% | 2.92% | 3.18% | 3.05% |
Frequently Asked Questions
With a correlation of 0.91, EMUS.DE and S6X0.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, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for EMUS.DE.
EMUS.DE tracks MSCI EMU SRI S-Series PAB 5% Capped, while S6X0.DE tracks EURO STOXX 50. They also come from different issuers: BNP Paribas and Invesco. Their fees differ too: 0.25% for EMUS.DE and 0.05% for S6X0.DE.
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