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ESNB.DE vs. MKK1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESNB.DE vs. MKK1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Expat Serbia BELEX15 UCITS ETF (ESNB.DE) and Expat Macedonia MBI10 UCITS ETF (MKK1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESNB.DE achieves a -7.20% return, which is significantly lower than MKK1.DE's -6.62% return.


ESNB.DE

1D
-0.13%
1M
-0.70%
6M
-5.93%
YTD
-7.20%
1Y
-5.98%
3Y*
-1.71%
5Y*
-1.86%
10Y*

MKK1.DE

1D
-0.50%
1M
-5.06%
6M
-8.12%
YTD
-6.62%
1Y
-10.30%
3Y*
12.27%
5Y*
6.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESNB.DE vs. MKK1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ESNB.DE
Expat Serbia BELEX15 UCITS ETF
-7.20%0.82%0.78%2.90%-8.70%5.74%-3.42%5.43%-7.45%
MKK1.DE
Expat Macedonia MBI10 UCITS ETF
-6.62%-4.69%56.10%5.81%-18.85%28.19%6.43%28.44%13.78%

Correlation

The correlation between ESNB.DE and MKK1.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.05

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

0.07

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2018

0.08

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Expat Serbia BELEX15 UCITS ETF

Expat Macedonia MBI10 UCITS ETF

Return for Risk

ESNB.DE vs. MKK1.DE — Risk / Return Rank

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

ESNB.DE
ESNB.DE Risk / Return Rank: 55
Overall Rank
ESNB.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ESNB.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
ESNB.DE Omega Ratio Rank: 44
Omega Ratio Rank
ESNB.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
ESNB.DE Martin Ratio Rank: 44
Martin Ratio Rank

MKK1.DE
MKK1.DE Risk / Return Rank: 22
Overall Rank
MKK1.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MKK1.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
MKK1.DE Omega Ratio Rank: 22
Omega Ratio Rank
MKK1.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
MKK1.DE Martin Ratio Rank: 00
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.

ESNB.DE vs. MKK1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expat Serbia BELEX15 UCITS ETF (ESNB.DE) and Expat Macedonia MBI10 UCITS ETF (MKK1.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESNB.DEMKK1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

0.91

0.83

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.49

-0.77

+0.28

Martin ratioReturn relative to average drawdown

-1.05

-1.83

+0.78

ESNB.DE vs. MKK1.DE - Sharpe Ratio Comparison

The current ESNB.DE Sharpe Ratio is -0.52, which is higher than the MKK1.DE Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of ESNB.DE and MKK1.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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Drawdowns

ESNB.DE vs. MKK1.DE - Drawdown Comparison

The maximum ESNB.DE drawdown since its inception was -22.77%, smaller than the maximum MKK1.DE drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for ESNB.DE and MKK1.DE.


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Drawdown Indicators


ESNB.DEMKK1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.77%

-33.12%

+10.35%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-12.79%

+2.39%

Max Drawdown (3Y)

Largest decline over 3 years

-12.60%

-16.67%

+4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-15.85%

-25.62%

+9.77%

Current Drawdown

Current decline from peak

-13.87%

-15.61%

+1.74%

Average Drawdown

Average peak-to-trough decline

-8.44%

-8.13%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

5.44%

-0.56%

Volatility

ESNB.DE vs. MKK1.DE - Volatility Comparison

Expat Serbia BELEX15 UCITS ETF (ESNB.DE) has a higher volatility of 3.07% compared to Expat Macedonia MBI10 UCITS ETF (MKK1.DE) at 2.86%. This indicates that ESNB.DE's price experiences larger fluctuations and is considered to be riskier than MKK1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESNB.DEMKK1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

2.86%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

6.22%

6.87%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

9.76%

9.97%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.53%

13.50%

-2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.11%

16.06%

-3.95%

ESNB.DE vs. MKK1.DE - Expense Ratio Comparison

Both ESNB.DE and MKK1.DE have an expense ratio of 1.38%.


Dividends

ESNB.DE vs. MKK1.DE - Dividend Comparison

Neither ESNB.DE nor MKK1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESNB.DE and MKK1.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 1.38% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ESNB.DE and MKK1.DE have the same expense ratio: 1.38% per year.

ESNB.DE tracks BELEX15 Index, while MKK1.DE tracks MBI10 Index.

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