EMUS.DE vs. SLQX.DE
EMUS.DE (BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF) and SLQX.DE (Expat Slovenia SBI TOP UCITS ETF) are both Europe Equities funds - EMUS.DE tracks the MSCI EMU SRI S-Series PAB 5% Capped while SLQX.DE tracks the SBI TOP Index. Both are passively managed. Over the past 5 years, EMUS.DE returned 8.26%/yr vs 23.41%/yr for SLQX.DE. At a 0.12 correlation, their price movements are largely independent. EMUS.DE charges 0.25%/yr vs 1.38%/yr for SLQX.DE.
Performance
EMUS.DE vs. SLQX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMUS.DE achieves a 11.99% return, which is significantly lower than SLQX.DE's 26.72% return.
EMUS.DE
- 1D
- -0.89%
- 1M
- -0.00%
- 6M
- 8.64%
- YTD
- 11.99%
- 1Y
- 17.72%
- 3Y*
- 13.78%
- 5Y*
- 8.26%
- 10Y*
- —
SLQX.DE
- 1D
- 0.30%
- 1M
- 5.06%
- 6M
- 16.08%
- YTD
- 26.72%
- 1Y
- 28.19%
- 3Y*
- 36.69%
- 5Y*
- 23.41%
- 10Y*
- —
EMUS.DE vs. SLQX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMUS.DE BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF | 11.99% | 15.33% | 10.68% | 12.15% | -14.21% | 25.76% | 1.58% | 7.40% |
SLQX.DE Expat Slovenia SBI TOP UCITS ETF | 26.72% | 46.37% | 33.58% | 16.52% | -10.85% | 43.83% | -3.91% | 4.70% |
Correlation
The correlation between EMUS.DE and SLQX.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.12 |
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Return for Risk
EMUS.DE vs. SLQX.DE — Risk / Return Rank
EMUS.DE
SLQX.DE
EMUS.DE vs. SLQX.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 Expat Slovenia SBI TOP UCITS ETF (SLQX.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.
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.
| EMUS.DE | SLQX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.28 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 2.28 | -0.65 |
| Martin ratioReturn relative to average drawdown | 5.62 | 5.48 | +0.14 |
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Drawdowns
EMUS.DE vs. SLQX.DE - Drawdown Comparison
The maximum EMUS.DE drawdown since its inception was -35.75%, roughly equal to the maximum SLQX.DE drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for EMUS.DE and SLQX.DE.
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Drawdown Indicators
| EMUS.DE | SLQX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.75% | -34.33% | -1.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.83% | -12.32% | +1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -13.13% | -12.39% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -25.18% | -24.09% | -1.09% |
Current DrawdownCurrent decline from peak | -1.62% | 0.00% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -8.99% | +2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 5.13% | -1.98% |
Volatility
EMUS.DE vs. SLQX.DE - Volatility Comparison
BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF (EMUS.DE) has a higher volatility of 3.53% compared to Expat Slovenia SBI TOP UCITS ETF (SLQX.DE) at 3.26%. This indicates that EMUS.DE's price experiences larger fluctuations and is considered to be riskier than SLQX.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 | SLQX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 3.26% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.65% | 16.07% | -4.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 21.11% | -7.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 18.40% | -3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 17.91% | -1.07% |
EMUS.DE vs. SLQX.DE - Expense Ratio Comparison
EMUS.DE has a 0.25% expense ratio, which is lower than SLQX.DE's 1.38% expense ratio.
Dividends
EMUS.DE vs. SLQX.DE - Dividend Comparison
Neither EMUS.DE nor SLQX.DE has paid dividends to shareholders.
Frequently Asked Questions
EMUS.DE and SLQX.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMUS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMUS.DE is cheaper with a 0.25% expense ratio, compared with 1.38% for SLQX.DE.
EMUS.DE tracks MSCI EMU SRI S-Series PAB 5% Capped, while SLQX.DE tracks SBI TOP Index. They also come from different issuers: BNP Paribas and Expat. Their fees differ too: 0.25% for EMUS.DE and 1.38% for SLQX.DE.
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