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ESRI.DE vs. QDVS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESRI.DE vs. QDVS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc (ESRI.DE) and iShares MSCI EM SRI UCITS ETF (QDVS.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESRI.DE is traded in USD, while QDVS.DE is traded in EUR. To make them comparable, the QDVS.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 QDVS.DE's 15.89% 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*

QDVS.DE

1D
-1.59%
1M
1.95%
YTD
15.89%
6M
18.66%
1Y
38.14%
3Y*
17.31%
5Y*
4.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESRI.DE vs. QDVS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-11.26%33.05%
QDVS.DE
iShares MSCI EM SRI UCITS ETF
15.89%31.84%4.90%0.97%-17.22%-1.47%17.09%16.85%-10.93%34.74%

Correlation

The correlation between ESRI.DE and QDVS.DE is 0.93, 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

0.93

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

0.92

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

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2016

0.93

The correlation between ESRI.DE and QDVS.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

ESRI.DE vs. QDVS.DE — Risk / Return Rank

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

ESRI.DE
ESRI.DE Risk / Return Rank: 4949
Overall Rank
ESRI.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ESRI.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
ESRI.DE Omega Ratio Rank: 5353
Omega Ratio Rank
ESRI.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
ESRI.DE Martin Ratio Rank: 4949
Martin Ratio Rank

QDVS.DE
QDVS.DE Risk / Return Rank: 6666
Overall Rank
QDVS.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QDVS.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
QDVS.DE Omega Ratio Rank: 6363
Omega Ratio Rank
QDVS.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
QDVS.DE Martin Ratio Rank: 6969
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.

ESRI.DE vs. QDVS.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 MSCI EM SRI UCITS ETF (QDVS.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.DEQDVS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.20

3.07

-0.87

Martin ratioReturn relative to average drawdown

8.03

10.88

-2.85

ESRI.DE vs. QDVS.DE - Sharpe Ratio Comparison

The current ESRI.DE Sharpe Ratio is 1.66, which is comparable to the QDVS.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of ESRI.DE and QDVS.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


ESRI.DEQDVS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

2.08

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.21

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.40

+0.02

Drawdowns

ESRI.DE vs. QDVS.DE - Drawdown Comparison

The maximum ESRI.DE drawdown since its inception was -42.02%, roughly equal to the maximum QDVS.DE drawdown of -40.63%. Use the drawdown chart below to compare losses from any high point for ESRI.DE and QDVS.DE.


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Drawdown Indicators


ESRI.DEQDVS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.02%

-40.63%

-1.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-12.36%

-1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-19.72%

-21.04%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-31.45%

-35.56%

+4.11%

Current Drawdown

Current decline from peak

-2.41%

-3.16%

+0.75%

Average Drawdown

Average peak-to-trough decline

-13.05%

-13.88%

+0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.50%

+0.17%

Volatility

ESRI.DE vs. QDVS.DE - Volatility Comparison

BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc (ESRI.DE) has a higher volatility of 6.75% compared to iShares MSCI EM SRI UCITS ETF (QDVS.DE) at 6.36%. This indicates that ESRI.DE's price experiences larger fluctuations and is considered to be riskier than QDVS.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.DEQDVS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

6.36%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

15.51%

15.28%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

17.78%

18.30%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

18.93%

-2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

19.94%

-1.16%

ESRI.DE vs. QDVS.DE - Expense Ratio Comparison

ESRI.DE has a 0.30% expense ratio, which is higher than QDVS.DE's 0.25% expense ratio.


Dividends

ESRI.DE vs. QDVS.DE - Dividend Comparison

Neither ESRI.DE nor QDVS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, ESRI.DE and QDVS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, QDVS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVS.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ESRI.DE.

ESRI.DE tracks MSCI Emerging SRI S-Series PAB 5% Capped, while QDVS.DE tracks MSCI Emerging Markets SRI Select Reduced Fossil Fuels. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.30% for ESRI.DE and 0.25% for QDVS.DE.

Portfolio Optimizer

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