PortfoliosLab logoPortfoliosLab logo
ESRI.DE vs. SPYV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESRI.DE vs. SPYV.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 SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (SPYV.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ESRI.DE is traded in USD, while SPYV.DE is traded in EUR. To make them comparable, the SPYV.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 higher than SPYV.DE's 4.49% 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*

SPYV.DE

1D
-0.11%
1M
-2.23%
YTD
4.49%
6M
3.92%
1Y
12.65%
3Y*
12.94%
5Y*
5.02%
10Y*
6.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESRI.DE vs. SPYV.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%
SPYV.DE
SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)
4.49%20.04%14.13%4.59%-8.06%-1.89%-2.34%12.67%-6.12%26.90%

Correlation

The correlation between ESRI.DE and SPYV.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

0.75

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

0.76

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

0.80

The correlation between ESRI.DE and SPYV.DE has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ESRI.DE vs. SPYV.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

SPYV.DE
SPYV.DE Risk / Return Rank: 2626
Overall Rank
SPYV.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPYV.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
SPYV.DE Omega Ratio Rank: 2525
Omega Ratio Rank
SPYV.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
SPYV.DE Martin Ratio Rank: 2525
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. SPYV.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 SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (SPYV.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.DESPYV.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.32

1.18

+0.14

Calmar ratioReturn relative to maximum drawdown

2.20

1.26

+0.94

Martin ratioReturn relative to average drawdown

8.03

3.39

+4.64

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

The current ESRI.DE Sharpe Ratio is 1.66, which is higher than the SPYV.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ESRI.DE and SPYV.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.


Loading charts...

Sharpe Ratios by Period


ESRI.DESPYV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

0.99

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.30

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.10

+0.32

Drawdowns

ESRI.DE vs. SPYV.DE - Drawdown Comparison

The maximum ESRI.DE drawdown since its inception was -42.02%, smaller than the maximum SPYV.DE drawdown of -53.65%. Use the drawdown chart below to compare losses from any high point for ESRI.DE and SPYV.DE.


Loading charts...

Drawdown Indicators


ESRI.DESPYV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.02%

-53.65%

+11.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-9.99%

-3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-19.72%

-15.12%

-4.60%

Max Drawdown (5Y)

Largest decline over 5 years

-31.45%

-30.25%

-1.20%

Max Drawdown (10Y)

Largest decline over 10 years

-42.95%

Current Drawdown

Current decline from peak

-2.41%

-6.39%

+3.98%

Average Drawdown

Average peak-to-trough decline

-13.05%

-21.44%

+8.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.73%

-0.06%

Volatility

ESRI.DE vs. SPYV.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 SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (SPYV.DE) at 3.53%. This indicates that ESRI.DE's price experiences larger fluctuations and is considered to be riskier than SPYV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ESRI.DESPYV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

3.53%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

15.51%

9.67%

+5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

17.78%

12.80%

+4.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

16.74%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

18.59%

+0.19%

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

ESRI.DE has a 0.30% expense ratio, which is lower than SPYV.DE's 0.55% expense ratio.


Dividends

ESRI.DE vs. SPYV.DE - Dividend Comparison

ESRI.DE has not paid dividends to shareholders, while SPYV.DE's dividend yield for the trailing twelve months is around 3.83%.


PositionTTM20252024202320222021202020192018201720162015
ESRI.DE
BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYV.DE
SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)
3.83%3.96%4.01%4.96%4.71%3.21%3.29%3.59%3.58%2.96%4.34%5.98%

Frequently Asked Questions


ESRI.DE and SPYV.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, 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 0.55% for SPYV.DE.

ESRI.DE tracks MSCI Emerging SRI S-Series PAB 5% Capped, while SPYV.DE tracks S&P Emerging Markets High Yield Dividend Aristocrats. They also come from different issuers: BNP Paribas and State Street. Their fees differ too: 0.30% for ESRI.DE and 0.55% for SPYV.DE.

Portfolio Optimizer

Find the right allocation for ESRI.DE and SPYV.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer