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EMWE.DE vs. ASRM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMWE.DE vs. ASRM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.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.

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


2026 (YTD)202520242023202220212020201920182017
EMWE.DE
BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc
-2.33%0.19%15.43%14.90%-16.11%38.30%11.27%31.39%-5.44%4.98%
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%-6.17%

Returns By Period


EMWE.DE

1D
0.02%
1M
-2.68%
YTD
-2.33%
6M
-0.81%
1Y
2.65%
3Y*
7.36%
5Y*
6.52%
10Y*

ASRM.DE

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

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

EMWE.DE has a 0.25% expense ratio, which is lower than ASRM.DE's 0.40% expense ratio.


Return for Risk

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

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

EMWE.DE
EMWE.DE Risk / Return Rank: 2020
Overall Rank
EMWE.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EMWE.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EMWE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
EMWE.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
EMWE.DE Martin Ratio Rank: 2828
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.

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

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.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.


EMWE.DEASRM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.17

Sortino ratio

Return per unit of downside risk

0.33

Omega ratio

Gain probability vs. loss probability

1.05

Calmar ratio

Return relative to maximum drawdown

0.85

Martin ratio

Return relative to average drawdown

2.98

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


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Sharpe Ratios by Period


EMWE.DEASRM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

Correlation

The correlation between EMWE.DE and ASRM.DE is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EMWE.DE vs. ASRM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

EMWE.DE vs. ASRM.DE - Drawdown Comparison


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Drawdown Indicators


EMWE.DEASRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.70%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

Current Drawdown

Current decline from peak

-6.22%

Average Drawdown

Average peak-to-trough decline

-5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

Volatility

EMWE.DE vs. ASRM.DE - Volatility Comparison


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Volatility by Period


EMWE.DEASRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%