PortfoliosLab logoPortfoliosLab logo
LOWD.DE vs. EMWE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LOWD.DE vs. EMWE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy Low Carbon 300 World PAB UCITS ETF Acc (LOWD.DE) and BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LOWD.DE vs. EMWE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LOWD.DE
BNP Paribas Easy Low Carbon 300 World PAB UCITS ETF Acc
-2.58%4.27%25.87%26.12%-10.62%17.09%
EMWE.DE
BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc
-2.33%0.19%15.43%14.90%-16.11%19.48%

Returns By Period

In the year-to-date period, LOWD.DE achieves a -2.58% return, which is significantly lower than EMWE.DE's -2.33% return.


LOWD.DE

1D
-0.07%
1M
-1.67%
YTD
-2.58%
6M
-0.51%
1Y
5.10%
3Y*
13.75%
5Y*
10Y*

EMWE.DE

1D
0.02%
1M
-2.68%
YTD
-2.33%
6M
-0.81%
1Y
2.65%
3Y*
7.36%
5Y*
6.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


LOWD.DE vs. EMWE.DE - Expense Ratio Comparison

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


Return for Risk

LOWD.DE vs. EMWE.DE — Risk / Return Rank

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

LOWD.DE
LOWD.DE Risk / Return Rank: 2525
Overall Rank
LOWD.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
LOWD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
LOWD.DE Omega Ratio Rank: 1919
Omega Ratio Rank
LOWD.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
LOWD.DE Martin Ratio Rank: 3333
Martin Ratio Rank

EMWE.DE
EMWE.DE Risk / Return Rank: 2020
Overall Rank
EMWE.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EMWE.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EMWE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
EMWE.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
EMWE.DE Martin Ratio Rank: 2828
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.

LOWD.DE vs. EMWE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy Low Carbon 300 World PAB UCITS ETF Acc (LOWD.DE) and BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.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.


LOWD.DEEMWE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.34

0.17

+0.17

Sortino ratio

Return per unit of downside risk

0.56

0.33

+0.23

Omega ratio

Gain probability vs. loss probability

1.08

1.05

+0.03

Calmar ratio

Return relative to maximum drawdown

1.11

0.85

+0.26

Martin ratio

Return relative to average drawdown

3.83

2.98

+0.85

LOWD.DE vs. EMWE.DE - Sharpe Ratio Comparison

The current LOWD.DE Sharpe Ratio is 0.34, which is higher than the EMWE.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of LOWD.DE and EMWE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LOWD.DEEMWE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.17

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.61

+0.20

Correlation

The correlation between LOWD.DE and EMWE.DE is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LOWD.DE vs. EMWE.DE - Dividend Comparison

Neither LOWD.DE nor EMWE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LOWD.DE vs. EMWE.DE - Drawdown Comparison

The maximum LOWD.DE drawdown since its inception was -19.08%, smaller than the maximum EMWE.DE drawdown of -31.05%. Use the drawdown chart below to compare losses from any high point for LOWD.DE and EMWE.DE.


Loading graphics...

Drawdown Indicators


LOWD.DEEMWE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.08%

-31.05%

+11.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.41%

-8.70%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

Current Drawdown

Current decline from peak

-5.11%

-6.22%

+1.11%

Average Drawdown

Average peak-to-trough decline

-4.05%

-5.36%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.36%

-0.06%

Volatility

LOWD.DE vs. EMWE.DE - Volatility Comparison

The current volatility for BNP Paribas Easy Low Carbon 300 World PAB UCITS ETF Acc (LOWD.DE) is 4.27%, while BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.DE) has a volatility of 4.54%. This indicates that LOWD.DE experiences smaller price fluctuations and is considered to be less risky than EMWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LOWD.DEEMWE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

4.54%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.08%

8.42%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

14.95%

15.81%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

14.41%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.12%

15.57%

-1.45%