ESRI.DE vs. 5MVL.DE
ESRI.DE (BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - ESRI.DE tracks the MSCI Emerging SRI S-Series PAB 5% Capped while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, ESRI.DE returned 3.52%/yr vs 16.18%/yr for 5MVL.DE. Their correlation of 0.86 suggests significant overlap in exposure. ESRI.DE charges 0.30%/yr vs 0.40%/yr for 5MVL.DE.
Performance
ESRI.DE vs. 5MVL.DE - Performance Comparison
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Different Trading Currencies
ESRI.DE is traded in USD, while 5MVL.DE is traded in EUR. To make them comparable, the 5MVL.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESRI.DE achieves a 15.11% return, which is significantly lower than 5MVL.DE's 44.15% return.
ESRI.DE
- 1D
- -1.32%
- 1M
- 3.40%
- YTD
- 15.11%
- 6M
- 17.12%
- 1Y
- 29.56%
- 3Y*
- 14.68%
- 5Y*
- 3.52%
- 10Y*
- —
5MVL.DE
- 1D
- -2.36%
- 1M
- 10.51%
- YTD
- 44.15%
- 6M
- 47.95%
- 1Y
- 86.04%
- 3Y*
- 37.65%
- 5Y*
- 16.18%
- 10Y*
- —
ESRI.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ESRI.DE BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc | 15.11% | 25.41% | 0.66% | 4.70% | -15.68% | 0.43% | 17.96% | 13.63% | 0.33% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 44.15% | 43.66% | 14.08% | 18.20% | -15.47% | 4.16% | 7.14% | 17.84% | -1.43% |
Correlation
The correlation between ESRI.DE and 5MVL.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.86 |
The correlation between ESRI.DE and 5MVL.DE has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.
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Return for Risk
ESRI.DE vs. 5MVL.DE — Risk / Return Rank
ESRI.DE
5MVL.DE
ESRI.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc (ESRI.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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.
| ESRI.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.71 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 7.50 | -5.30 |
| Martin ratioReturn relative to average drawdown | 8.03 | 25.51 | -17.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESRI.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 4.24 | -2.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.86 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.80 | -0.37 |
Drawdowns
ESRI.DE vs. 5MVL.DE - Drawdown Comparison
The maximum ESRI.DE drawdown since its inception was -42.02%, which is greater than 5MVL.DE's maximum drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for ESRI.DE and 5MVL.DE.
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Drawdown Indicators
| ESRI.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.02% | -35.06% | -6.96% |
Max Drawdown (1Y)Largest decline over 1 year | -13.38% | -11.41% | -1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -19.72% | -16.97% | -2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -31.45% | -34.58% | +3.13% |
Current DrawdownCurrent decline from peak | -2.41% | -4.03% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -13.05% | -9.65% | -3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 3.36% | +0.31% |
Volatility
ESRI.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc (ESRI.DE) is 6.75%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 9.05%. This indicates that ESRI.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESRI.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 9.05% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 15.51% | 16.96% | -1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.78% | 20.21% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 18.58% | -1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.78% | 20.13% | -1.35% |
ESRI.DE vs. 5MVL.DE - Expense Ratio Comparison
ESRI.DE has a 0.30% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
ESRI.DE vs. 5MVL.DE - Dividend Comparison
Neither ESRI.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
ESRI.DE and 5MVL.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESRI.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESRI.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for 5MVL.DE.
ESRI.DE tracks MSCI Emerging SRI S-Series PAB 5% Capped, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.30% for ESRI.DE and 0.40% for 5MVL.DE.
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