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PAC.DE vs. OP6E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAC.DE vs. OP6E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF (PAC.DE) and Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR) (OP6E.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PAC.DE achieves a 8.00% return, which is significantly higher than OP6E.DE's 4.48% return.


PAC.DE

1D
-0.85%
1M
-0.06%
YTD
8.00%
6M
9.57%
1Y
12.71%
3Y*
9.63%
5Y*
5.97%
10Y*

OP6E.DE

1D
-0.61%
1M
-1.08%
YTD
4.48%
6M
5.87%
1Y
7.60%
3Y*
8.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAC.DE vs. OP6E.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
PAC.DE
BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF
8.00%6.73%12.07%2.38%-4.50%
OP6E.DE
Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR)
4.48%6.39%15.17%0.41%-5.27%

Correlation

The correlation between PAC.DE and OP6E.DE is 0.92, 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

0.92

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

0.95

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2022

0.93

The correlation between PAC.DE and OP6E.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

PAC.DE vs. OP6E.DE — Risk / Return Rank

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

PAC.DE
PAC.DE Risk / Return Rank: 3434
Overall Rank
PAC.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PAC.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
PAC.DE Omega Ratio Rank: 2929
Omega Ratio Rank
PAC.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
PAC.DE Martin Ratio Rank: 3737
Martin Ratio Rank

OP6E.DE
OP6E.DE Risk / Return Rank: 2222
Overall Rank
OP6E.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
OP6E.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
OP6E.DE Omega Ratio Rank: 1919
Omega Ratio Rank
OP6E.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
OP6E.DE Martin Ratio Rank: 2323
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.

PAC.DE vs. OP6E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF (PAC.DE) and Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR) (OP6E.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.


PAC.DEOP6E.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.19

1.12

+0.07

Calmar ratioReturn relative to maximum drawdown

2.00

1.13

+0.87

Martin ratioReturn relative to average drawdown

5.65

2.95

+2.69

PAC.DE vs. OP6E.DE - Sharpe Ratio Comparison

The current PAC.DE Sharpe Ratio is 1.08, which is higher than the OP6E.DE Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of PAC.DE and OP6E.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


PAC.DEOP6E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.66

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.36

+0.07

Drawdowns

PAC.DE vs. OP6E.DE - Drawdown Comparison

The maximum PAC.DE drawdown since its inception was -36.90%, which is greater than OP6E.DE's maximum drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for PAC.DE and OP6E.DE.


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Drawdown Indicators


PAC.DEOP6E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.90%

-18.34%

-18.56%

Max Drawdown (1Y)

Largest decline over 1 year

-6.33%

-6.72%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-20.21%

-18.34%

-1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-20.21%

Current Drawdown

Current decline from peak

-2.33%

-4.43%

+2.10%

Average Drawdown

Average peak-to-trough decline

-5.10%

-4.86%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

2.57%

-0.32%

Volatility

PAC.DE vs. OP6E.DE - Volatility Comparison

BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF (PAC.DE) has a higher volatility of 3.19% compared to Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF (EUR) (OP6E.DE) at 2.87%. This indicates that PAC.DE's price experiences larger fluctuations and is considered to be riskier than OP6E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAC.DEOP6E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

2.87%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.91%

8.56%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

11.77%

11.49%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

14.75%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

14.75%

+1.77%

PAC.DE vs. OP6E.DE - Expense Ratio Comparison

PAC.DE has a 0.16% expense ratio, which is lower than OP6E.DE's 0.29% expense ratio.


Dividends

PAC.DE vs. OP6E.DE - Dividend Comparison

Neither PAC.DE nor OP6E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, PAC.DE and OP6E.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, PAC.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PAC.DE is cheaper with a 0.16% expense ratio, compared with 0.29% for OP6E.DE.

PAC.DE tracks MSCI Pacific ex Japan ESG Filtered Min TE, while OP6E.DE tracks Bloomberg PAB APAC DM ex-Japan Large & Mid Cap. They also come from different issuers: BNP Paribas and Natixis. Their fees differ too: 0.16% for PAC.DE and 0.29% for OP6E.DE.

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