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ESAP.DE vs. EMEC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESAP.DE vs. EMEC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.DE) and BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR (EMEC.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESAP.DE is traded in USD, while EMEC.DE is traded in EUR. To make them comparable, the EMEC.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ESAP.DE having a 10.03% return and EMEC.DE slightly lower at 9.67%.


ESAP.DE

1D
0.01%
1M
4.49%
YTD
10.03%
6M
10.96%
1Y
27.63%
3Y*
21.99%
5Y*
13.64%
10Y*

EMEC.DE

1D
-0.12%
1M
4.47%
YTD
9.67%
6M
10.24%
1Y
23.17%
3Y*
14.33%
5Y*
8.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESAP.DE vs. EMEC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ESAP.DE
BNP Paribas Easy S&P 500 UCITS ETF USD
10.03%17.48%24.85%26.98%-19.18%29.97%17.65%4.91%
EMEC.DE
BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR
9.67%19.57%4.52%23.25%-17.71%26.37%18.95%4.69%

Correlation

The correlation between ESAP.DE and EMEC.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2019

0.83

The correlation between ESAP.DE and EMEC.DE shifts across timeframes, from 0.72 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ESAP.DE vs. EMEC.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESAP.DE
ESAP.DE Risk / Return Rank: 7373
Overall Rank
ESAP.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ESAP.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
ESAP.DE Omega Ratio Rank: 7272
Omega Ratio Rank
ESAP.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
ESAP.DE Martin Ratio Rank: 7676
Martin Ratio Rank

EMEC.DE
EMEC.DE Risk / Return Rank: 5252
Overall Rank
EMEC.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EMEC.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EMEC.DE Omega Ratio Rank: 4949
Omega Ratio Rank
EMEC.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
EMEC.DE Martin Ratio Rank: 5353
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.

ESAP.DE vs. EMEC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.DE) and BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR (EMEC.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.


ESAP.DEEMEC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.42

1.31

+0.12

Calmar ratioReturn relative to maximum drawdown

3.35

2.20

+1.16

Martin ratioReturn relative to average drawdown

14.32

7.63

+6.69

ESAP.DE vs. EMEC.DE - Sharpe Ratio Comparison

The current ESAP.DE Sharpe Ratio is 2.34, which is higher than the EMEC.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of ESAP.DE and EMEC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ESAP.DEEMEC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

1.78

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.53

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.78

+0.10

Drawdowns

ESAP.DE vs. EMEC.DE - Drawdown Comparison

The maximum ESAP.DE drawdown since its inception was -34.23%, which is greater than EMEC.DE's maximum drawdown of -30.88%. Use the drawdown chart below to compare losses from any high point for ESAP.DE and EMEC.DE.


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Drawdown Indicators


ESAP.DEEMEC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.23%

-30.88%

-3.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-10.50%

+2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-18.68%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-24.33%

-29.94%

+5.61%

Current Drawdown

Current decline from peak

-0.56%

-0.12%

-0.44%

Average Drawdown

Average peak-to-trough decline

-5.37%

-6.00%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

3.03%

-1.10%

Volatility

ESAP.DE vs. EMEC.DE - Volatility Comparison

The current volatility for BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.DE) is 3.09%, while BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR (EMEC.DE) has a volatility of 3.76%. This indicates that ESAP.DE experiences smaller price fluctuations and is considered to be less risky than EMEC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESAP.DEEMEC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

3.76%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

8.58%

9.61%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.76%

12.99%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

15.88%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

17.42%

+0.57%

ESAP.DE vs. EMEC.DE - Expense Ratio Comparison

ESAP.DE has a 0.15% expense ratio, which is lower than EMEC.DE's 0.30% expense ratio.


Dividends

ESAP.DE vs. EMEC.DE - Dividend Comparison

Neither ESAP.DE nor EMEC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESAP.DE and EMEC.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESAP.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESAP.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for EMEC.DE.

ESAP.DE is categorized as S&P 500, while EMEC.DE is Global Equities. ESAP.DE tracks S&P 500 Index, while EMEC.DE tracks ECPI Circular Economy Leaders Equity. Their fees differ too: 0.15% for ESAP.DE and 0.30% for EMEC.DE.

Portfolio Optimizer

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