EMWE.DE vs. BNQV.DE
EMWE.DE (BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and BNQV.DE (BNPP RICI Enhanced Industriemetalle (TR) ETC) are both exchange-traded funds - EMWE.DE is a Global Equities fund tracking the MSCI World SRI S-Series PAB 5% Capped, while BNQV.DE is a Metals fund tracking the RICI Enhanced Industrial Metals. Both are passively managed. Over the past 5 years, EMWE.DE returned 8.57%/yr vs 8.91%/yr for BNQV.DE. At a 0.24 correlation, their price movements are largely independent. EMWE.DE charges 0.25%/yr vs 1.00%/yr for BNQV.DE.
Performance
EMWE.DE vs. BNQV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EMWE.DE achieves a 9.24% return, which is significantly lower than BNQV.DE's 13.96% return.
EMWE.DE
- 1D
- 0.48%
- 1M
- 4.25%
- YTD
- 9.24%
- 6M
- 9.11%
- 1Y
- 14.14%
- 3Y*
- 10.15%
- 5Y*
- 8.57%
- 10Y*
- —
BNQV.DE
- 1D
- -0.40%
- 1M
- 4.63%
- YTD
- 13.96%
- 6M
- 17.14%
- 1Y
- 30.50%
- 3Y*
- 11.33%
- 5Y*
- 8.91%
- 10Y*
- —
EMWE.DE vs. BNQV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMWE.DE BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 9.24% | 0.19% | 15.43% | 14.90% | -16.11% | 38.30% | 11.27% | 31.39% | -5.44% | 4.98% |
BNQV.DE BNPP RICI Enhanced Industriemetalle (TR) ETC | 13.96% | 5.40% | 12.60% | -6.20% | 6.27% | 36.61% | 2.31% | 4.93% | -11.45% | 5.99% |
Correlation
The correlation between EMWE.DE and BNQV.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2017 | 0.24 |
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
EMWE.DE vs. BNQV.DE — Risk / Return Rank
EMWE.DE
BNQV.DE
EMWE.DE vs. BNQV.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 BNPP RICI Enhanced Industriemetalle (TR) ETC (BNQV.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.DE | BNQV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 4.03 | -2.34 |
| Martin ratioReturn relative to average drawdown | 6.10 | 14.99 | -8.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EMWE.DE | BNQV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.13 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.48 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.43 | +0.26 |
Drawdowns
EMWE.DE vs. BNQV.DE - Drawdown Comparison
The maximum EMWE.DE drawdown since its inception was -31.05%, smaller than the maximum BNQV.DE drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for EMWE.DE and BNQV.DE.
Loading charts...
Drawdown Indicators
| EMWE.DE | BNQV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.05% | -33.62% | +2.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -7.60% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -20.00% | -17.34% | -2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -33.62% | +12.83% |
Current DrawdownCurrent decline from peak | 0.00% | -5.83% | +5.83% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -15.64% | +10.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.05% | +0.24% |
Volatility
EMWE.DE vs. BNQV.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.DE) is 2.93%, while BNPP RICI Enhanced Industriemetalle (TR) ETC (BNQV.DE) has a volatility of 4.28%. This indicates that EMWE.DE experiences smaller price fluctuations and is considered to be less risky than BNQV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EMWE.DE | BNQV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 4.28% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.57% | 12.25% | -3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.74% | 14.37% | -2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 18.41% | -3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.52% | 16.81% | -1.29% |
EMWE.DE vs. BNQV.DE - Expense Ratio Comparison
EMWE.DE has a 0.25% expense ratio, which is lower than BNQV.DE's 1.00% expense ratio.
Dividends
EMWE.DE vs. BNQV.DE - Dividend Comparison
Neither EMWE.DE nor BNQV.DE has paid dividends to shareholders.
Frequently Asked Questions
EMWE.DE and BNQV.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMWE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMWE.DE is cheaper with a 0.25% expense ratio, compared with 1.00% for BNQV.DE.
EMWE.DE is categorized as Global Equities, while BNQV.DE is Metals. EMWE.DE tracks MSCI World SRI S-Series PAB 5% Capped, while BNQV.DE tracks RICI Enhanced Industrial Metals. Their fees differ too: 0.25% for EMWE.DE and 1.00% for BNQV.DE.
Find the right allocation for EMWE.DE and BNQV.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