ETDD.DE vs. EMUX.DE
ETDD.DE (BNP Paribas Easy EURO STOXX 50 UCITS ETF) and EMUX.DE (BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF) are both Europe Equities funds from BNP Paribas - ETDD.DE tracks the EURO STOXX® 50 while EMUX.DE tracks the MSCI EMU ESG Filtered Min TE. Both are passively managed. Over the past 5 years, ETDD.DE returned 11.54%/yr vs 10.17%/yr for EMUX.DE. With a 0.97 correlation, they move nearly in lockstep. ETDD.DE charges 0.18%/yr vs 0.15%/yr for EMUX.DE.
Performance
ETDD.DE vs. EMUX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ETDD.DE achieves a 7.30% return, which is significantly lower than EMUX.DE's 8.53% return.
ETDD.DE
- 1D
- 0.77%
- 1M
- 2.03%
- YTD
- 7.30%
- 6M
- 8.63%
- 1Y
- 15.73%
- 3Y*
- 15.57%
- 5Y*
- 11.54%
- 10Y*
- 10.39%
EMUX.DE
- 1D
- 0.57%
- 1M
- 2.15%
- YTD
- 8.53%
- 6M
- 10.52%
- 1Y
- 17.36%
- 3Y*
- 15.40%
- 5Y*
- 10.17%
- 10Y*
- —
ETDD.DE vs. EMUX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETDD.DE BNP Paribas Easy EURO STOXX 50 UCITS ETF | 7.30% | 22.10% | 10.81% | 22.48% | -8.67% | 23.67% | -2.97% | 29.87% | -12.20% | 9.80% |
EMUX.DE BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF | 8.53% | 24.11% | 9.25% | 18.05% | -12.61% | 22.90% | -0.87% | 27.26% | -13.48% | 13.46% |
Correlation
The correlation between ETDD.DE and EMUX.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2016 | 0.97 |
The correlation between ETDD.DE and EMUX.DE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
ETDD.DE vs. EMUX.DE — Risk / Return Rank
ETDD.DE
EMUX.DE
ETDD.DE vs. EMUX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) and BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF (EMUX.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.
| ETDD.DE | EMUX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.72 | -0.28 |
| Martin ratioReturn relative to average drawdown | 4.89 | 6.23 | -1.34 |
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
| ETDD.DE | EMUX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.21 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.62 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.61 | -0.21 |
Drawdowns
ETDD.DE vs. EMUX.DE - Drawdown Comparison
The maximum ETDD.DE drawdown since its inception was -38.45%, roughly equal to the maximum EMUX.DE drawdown of -38.44%. Use the drawdown chart below to compare losses from any high point for ETDD.DE and EMUX.DE.
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Drawdown Indicators
| ETDD.DE | EMUX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -38.44% | -0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -10.23% | -0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | -15.03% | -1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -23.26% | -25.11% | +1.85% |
Max Drawdown (10Y)Largest decline over 10 years | -38.45% | — | — |
Current DrawdownCurrent decline from peak | -0.45% | -0.53% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -5.35% | -1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.82% | +0.41% |
Volatility
ETDD.DE vs. EMUX.DE - Volatility Comparison
BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) has a higher volatility of 5.00% compared to BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF (EMUX.DE) at 4.57%. This indicates that ETDD.DE's price experiences larger fluctuations and is considered to be riskier than EMUX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETDD.DE | EMUX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 4.57% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 11.92% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 14.51% | +1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 16.23% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 16.59% | +1.72% |
ETDD.DE vs. EMUX.DE - Expense Ratio Comparison
ETDD.DE has a 0.18% expense ratio, which is higher than EMUX.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ETDD.DE vs. EMUX.DE - Dividend Comparison
Neither ETDD.DE nor EMUX.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.99, ETDD.DE and EMUX.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, EMUX.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMUX.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for ETDD.DE.
ETDD.DE tracks EURO STOXX® 50, while EMUX.DE tracks MSCI EMU ESG Filtered Min TE. Their fees differ too: 0.18% for ETDD.DE and 0.15% for EMUX.DE.
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