EMWE.DE vs. IS3S.DE
Compare and contrast key facts about BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE).
EMWE.DE and IS3S.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMWE.DE is a passively managed fund by BNP Paribas that tracks the performance of the MSCI World SRI S-Series PAB 5% Capped. It was launched on Feb 26, 2016. IS3S.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Enhanced Value. It was launched on Oct 3, 2014. Both EMWE.DE and IS3S.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EMWE.DE vs. IS3S.DE - Performance Comparison
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EMWE.DE vs. IS3S.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 | -2.33% | 0.19% | 15.43% | 14.90% | -16.11% | 38.30% | 11.27% | 31.39% | -5.44% | 4.98% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 7.26% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -10.34% | 6.29% |
Returns By Period
In the year-to-date period, EMWE.DE achieves a -2.33% return, which is significantly lower than IS3S.DE's 7.26% return.
EMWE.DE
- 1D
- 0.02%
- 1M
- -2.68%
- YTD
- -2.33%
- 6M
- -0.81%
- 1Y
- 2.65%
- 3Y*
- 7.36%
- 5Y*
- 6.52%
- 10Y*
- —
IS3S.DE
- 1D
- 0.13%
- 1M
- 0.82%
- YTD
- 7.26%
- 6M
- 17.31%
- 1Y
- 30.28%
- 3Y*
- 18.28%
- 5Y*
- 12.52%
- 10Y*
- 10.53%
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EMWE.DE vs. IS3S.DE - Expense Ratio Comparison
EMWE.DE has a 0.25% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Return for Risk
EMWE.DE vs. IS3S.DE — Risk / Return Rank
EMWE.DE
IS3S.DE
EMWE.DE vs. IS3S.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 iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 1.88 | -1.72 |
Sortino ratioReturn per unit of downside risk | 0.33 | 2.39 | -2.06 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.37 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 6.14 | -5.29 |
Martin ratioReturn relative to average drawdown | 2.98 | 22.48 | -19.50 |
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
| EMWE.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 1.88 | -1.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.91 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.56 | +0.05 |
Correlation
The correlation between EMWE.DE and IS3S.DE is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EMWE.DE vs. IS3S.DE - Dividend Comparison
Neither EMWE.DE nor IS3S.DE has paid dividends to shareholders.
Drawdowns
EMWE.DE vs. IS3S.DE - Drawdown Comparison
The maximum EMWE.DE drawdown since its inception was -31.05%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for EMWE.DE and IS3S.DE.
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Drawdown Indicators
| EMWE.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.05% | -35.18% | +4.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.70% | -8.93% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -17.80% | -2.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -6.22% | -2.92% | -3.30% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -5.90% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.67% | +0.69% |
Volatility
EMWE.DE vs. IS3S.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 4.54%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 6.01%. This indicates that EMWE.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMWE.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 6.01% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 9.97% | -1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.81% | 16.02% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 13.59% | +0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 15.71% | -0.14% |