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

Performance

EMWE.DE vs. WEBG.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 Amundi Prime All Country World UCITS ETF Dist (WEBG.DE). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, EMWE.DE achieves a -2.33% return, which is significantly lower than WEBG.DE's -0.36% 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*

WEBG.DE

1D
2.27%
1M
-3.42%
YTD
-0.36%
6M
2.93%
1Y
14.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

EMWE.DE has a 0.25% expense ratio, which is higher than WEBG.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

EMWE.DE vs. WEBG.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

WEBG.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. WEBG.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 Amundi Prime All Country World UCITS ETF Dist (WEBG.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.DEWEBG.DEDifference

Sharpe ratio

Return per unit of total volatility

0.17

0.88

-0.71

Sortino ratio

Return per unit of downside risk

0.33

1.25

-0.92

Omega ratio

Gain probability vs. loss probability

1.05

1.19

-0.14

Calmar ratio

Return relative to maximum drawdown

0.85

1.57

-0.72

Martin ratio

Return relative to average drawdown

2.98

7.22

-4.24

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

The current EMWE.DE Sharpe Ratio is 0.17, which is lower than the WEBG.DE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of EMWE.DE and WEBG.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.DEWEBG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.88

-0.71

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

0.85

-0.24

Correlation

The correlation between EMWE.DE and WEBG.DE is 0.86, 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. WEBG.DE - Dividend Comparison

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


Drawdowns

EMWE.DE vs. WEBG.DE - Drawdown Comparison

The maximum EMWE.DE drawdown since its inception was -31.05%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for EMWE.DE and WEBG.DE.


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Volatility

EMWE.DE vs. WEBG.DE - Volatility Comparison

BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) have volatilities of 4.54% and 4.65%, 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.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

4.65%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

8.63%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

15.99%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

14.31%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

14.31%

+1.26%