EMWE.DE vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE).
EMWE.DE and XDEV.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. XDEV.DE is a passively managed fund by DWS that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Sep 11, 2014. Both EMWE.DE and XDEV.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. XDEV.DE - Performance Comparison
Loading graphics...
EMWE.DE vs. XDEV.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% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 6.71% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -10.42% | 6.48% |
Returns By Period
In the year-to-date period, EMWE.DE achieves a -2.33% return, which is significantly lower than XDEV.DE's 6.71% 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*
- —
XDEV.DE
- 1D
- -0.32%
- 1M
- 0.27%
- YTD
- 6.71%
- 6M
- 16.73%
- 1Y
- 29.55%
- 3Y*
- 18.10%
- 5Y*
- 12.45%
- 10Y*
- 10.10%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EMWE.DE vs. XDEV.DE - Expense Ratio Comparison
Both EMWE.DE and XDEV.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
EMWE.DE vs. XDEV.DE — Risk / Return Rank
EMWE.DE
XDEV.DE
EMWE.DE vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 1.77 | -1.61 |
Sortino ratioReturn per unit of downside risk | 0.33 | 2.29 | -1.96 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.35 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 5.86 | -5.01 |
Martin ratioReturn relative to average drawdown | 2.98 | 21.65 | -18.67 |
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 graphics...
Sharpe Ratios by Period
| EMWE.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 1.77 | -1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.90 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.58 | +0.03 |
Correlation
The correlation between EMWE.DE and XDEV.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. XDEV.DE - Dividend Comparison
Neither EMWE.DE nor XDEV.DE has paid dividends to shareholders.
Drawdowns
EMWE.DE vs. XDEV.DE - Drawdown Comparison
The maximum EMWE.DE drawdown since its inception was -31.05%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for EMWE.DE and XDEV.DE.
Loading graphics...
Drawdown Indicators
| EMWE.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.05% | -35.28% | +4.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.70% | -10.05% | +1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -18.02% | -2.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -6.22% | -3.29% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -5.64% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.64% | +0.72% |
Volatility
EMWE.DE vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.97%. This indicates that EMWE.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EMWE.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 5.97% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 9.90% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.81% | 16.62% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 13.71% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 15.87% | -0.30% |