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

Performance

EMWE.DE vs. LOWD.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 Low Carbon 300 World PAB UCITS ETF Acc (LOWD.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
EMWE.DE
BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc
-2.36%0.19%15.43%14.90%-16.11%19.48%
LOWD.DE
BNP Paribas Easy Low Carbon 300 World PAB UCITS ETF Acc
-2.51%4.27%25.87%26.12%-10.62%17.09%

Returns By Period

In the year-to-date period, EMWE.DE achieves a -2.36% return, which is significantly higher than LOWD.DE's -2.51% return.


EMWE.DE

1D
2.12%
1M
-3.94%
YTD
-2.36%
6M
-0.62%
1Y
2.50%
3Y*
7.46%
5Y*
6.52%
10Y*

LOWD.DE

1D
2.06%
1M
-3.28%
YTD
-2.51%
6M
-0.38%
1Y
4.84%
3Y*
13.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

EMWE.DE has a 0.25% expense ratio, which is lower than LOWD.DE's 0.30% expense ratio.


Return for Risk

EMWE.DE vs. LOWD.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: 1616
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: 1717
Calmar Ratio Rank
EMWE.DE Martin Ratio Rank: 1818
Martin Ratio Rank

LOWD.DE
LOWD.DE Risk / Return Rank: 2121
Overall Rank
LOWD.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
LOWD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
LOWD.DE Omega Ratio Rank: 1919
Omega Ratio Rank
LOWD.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
LOWD.DE Martin Ratio Rank: 2424
Martin Ratio Rank
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. LOWD.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 Low Carbon 300 World PAB UCITS ETF Acc (LOWD.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.DELOWD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.32

-0.17

Sortino ratio

Return per unit of downside risk

0.32

0.54

-0.22

Omega ratio

Gain probability vs. loss probability

1.05

1.07

-0.03

Calmar ratio

Return relative to maximum drawdown

0.30

0.62

-0.31

Martin ratio

Return relative to average drawdown

1.03

2.09

-1.07

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

The current EMWE.DE Sharpe Ratio is 0.16, which is lower than the LOWD.DE Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of EMWE.DE and LOWD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMWE.DELOWD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.32

-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

0.81

-0.20

Correlation

The correlation between EMWE.DE and LOWD.DE is 0.85, 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. LOWD.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

EMWE.DE vs. LOWD.DE - Drawdown Comparison

The maximum EMWE.DE drawdown since its inception was -31.05%, which is greater than LOWD.DE's maximum drawdown of -19.08%. Use the drawdown chart below to compare losses from any high point for EMWE.DE and LOWD.DE.


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Drawdown Indicators


EMWE.DELOWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.05%

-19.08%

-11.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-11.53%

-0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

Current Drawdown

Current decline from peak

-6.25%

-5.04%

-1.21%

Average Drawdown

Average peak-to-trough decline

-5.35%

-4.05%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.47%

+0.09%

Volatility

EMWE.DE vs. LOWD.DE - Volatility Comparison

BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.DE) and BNP Paribas Easy Low Carbon 300 World PAB UCITS ETF Acc (LOWD.DE) have volatilities of 4.71% and 4.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMWE.DELOWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

4.49%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

8.45%

8.17%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

14.97%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

14.13%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

14.13%

+1.44%