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VLEU.DE vs. EMEC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VLEU.DE vs. EMEC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy ESG Low Volatility Europe UCITS ETF (VLEU.DE) and BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR (EMEC.DE). The values are adjusted to include any dividend payments, if applicable.

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VLEU.DE vs. EMEC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VLEU.DE
BNP Paribas Easy ESG Low Volatility Europe UCITS ETF
2.41%12.78%10.91%11.65%-13.54%27.36%-5.16%11.69%
EMEC.DE
BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR
0.22%5.92%10.86%19.48%-12.91%37.20%8.36%18.47%

Returns By Period

In the year-to-date period, VLEU.DE achieves a 2.41% return, which is significantly higher than EMEC.DE's 0.22% return.


VLEU.DE

1D
0.00%
1M
-2.05%
YTD
2.41%
6M
6.38%
1Y
7.91%
3Y*
9.71%
5Y*
8.24%
10Y*

EMEC.DE

1D
0.07%
1M
-2.65%
YTD
0.22%
6M
2.38%
1Y
9.85%
3Y*
8.76%
5Y*
8.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VLEU.DE vs. EMEC.DE - Expense Ratio Comparison

Both VLEU.DE and EMEC.DE have an expense ratio of 0.30%.


Return for Risk

VLEU.DE vs. EMEC.DE — Risk / Return Rank

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

VLEU.DE
VLEU.DE Risk / Return Rank: 2626
Overall Rank
VLEU.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VLEU.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
VLEU.DE Omega Ratio Rank: 2828
Omega Ratio Rank
VLEU.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
VLEU.DE Martin Ratio Rank: 2323
Martin Ratio Rank

EMEC.DE
EMEC.DE Risk / Return Rank: 4141
Overall Rank
EMEC.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EMEC.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
EMEC.DE Omega Ratio Rank: 2828
Omega Ratio Rank
EMEC.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
EMEC.DE Martin Ratio Rank: 5454
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.

VLEU.DE vs. EMEC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Low Volatility Europe UCITS ETF (VLEU.DE) and BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR (EMEC.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.


VLEU.DEEMEC.DEDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.63

-0.07

Sortino ratio

Return per unit of downside risk

0.84

0.95

-0.11

Omega ratio

Gain probability vs. loss probability

1.13

1.13

0.00

Calmar ratio

Return relative to maximum drawdown

0.72

1.87

-1.15

Martin ratio

Return relative to average drawdown

2.13

6.32

-4.19

VLEU.DE vs. EMEC.DE - Sharpe Ratio Comparison

The current VLEU.DE Sharpe Ratio is 0.56, which is comparable to the EMEC.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VLEU.DE and EMEC.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.


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Sharpe Ratios by Period


VLEU.DEEMEC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.63

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.58

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.73

+0.01

Correlation

The correlation between VLEU.DE and EMEC.DE is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VLEU.DE vs. EMEC.DE - Dividend Comparison

Neither VLEU.DE nor EMEC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VLEU.DE vs. EMEC.DE - Drawdown Comparison

The maximum VLEU.DE drawdown since its inception was -32.22%, which is greater than EMEC.DE's maximum drawdown of -30.18%. Use the drawdown chart below to compare losses from any high point for VLEU.DE and EMEC.DE.


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Drawdown Indicators


VLEU.DEEMEC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.22%

-30.18%

-2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

-8.62%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-19.89%

-20.78%

+0.89%

Current Drawdown

Current decline from peak

-6.75%

-5.51%

-1.24%

Average Drawdown

Average peak-to-trough decline

-5.39%

-5.14%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

2.35%

+1.23%

Volatility

VLEU.DE vs. EMEC.DE - Volatility Comparison

BNP Paribas Easy ESG Low Volatility Europe UCITS ETF (VLEU.DE) has a higher volatility of 5.07% compared to BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR (EMEC.DE) at 4.30%. This indicates that VLEU.DE's price experiences larger fluctuations and is considered to be riskier than EMEC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VLEU.DEEMEC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

4.30%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

8.08%

8.54%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

14.32%

15.49%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

14.00%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

16.06%

+0.54%