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XZEM.DE vs. ESRI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XZEM.DE vs. ESRI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) and BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc (ESRI.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XZEM.DE is traded in EUR, while ESRI.DE is traded in USD. To make them comparable, the ESRI.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XZEM.DE achieves a 11.70% return, which is significantly lower than ESRI.DE's 16.43% return.


XZEM.DE

1D
-1.27%
1M
1.22%
YTD
11.70%
6M
11.70%
1Y
27.23%
3Y*
14.21%
5Y*
3.14%
10Y*

ESRI.DE

1D
-1.46%
1M
4.09%
YTD
16.43%
6M
17.44%
1Y
27.38%
3Y*
11.63%
5Y*
4.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XZEM.DE vs. ESRI.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XZEM.DE
Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C
11.70%16.53%16.91%0.19%-14.31%-4.19%6.11%9.91%
ESRI.DE
BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc
16.44%11.11%6.74%1.56%-10.79%9.06%7.41%6.80%

Correlation

The correlation between XZEM.DE and ESRI.DE is 0.87, 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

0.87

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

0.87

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

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2019

0.87

The correlation between XZEM.DE and ESRI.DE has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.

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Return for Risk

XZEM.DE vs. ESRI.DE — Risk / Return Rank

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

XZEM.DE
XZEM.DE Risk / Return Rank: 4848
Overall Rank
XZEM.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XZEM.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
XZEM.DE Omega Ratio Rank: 4545
Omega Ratio Rank
XZEM.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
XZEM.DE Martin Ratio Rank: 5050
Martin Ratio Rank

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
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.

XZEM.DE vs. ESRI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) and BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc (ESRI.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.


XZEM.DEESRI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.28

1.31

-0.03

Calmar ratioReturn relative to maximum drawdown

2.57

2.39

+0.18

Martin ratioReturn relative to average drawdown

8.36

8.77

-0.42

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

The current XZEM.DE Sharpe Ratio is 1.60, which is comparable to the ESRI.DE Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of XZEM.DE and ESRI.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


XZEM.DEESRI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.61

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.29

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.39

-0.11

Drawdowns

XZEM.DE vs. ESRI.DE - Drawdown Comparison

The maximum XZEM.DE drawdown since its inception was -37.16%, roughly equal to the maximum ESRI.DE drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for XZEM.DE and ESRI.DE.


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Drawdown Indicators


XZEM.DEESRI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.16%

-36.06%

-1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.55%

-11.40%

+0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-20.90%

-19.30%

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-32.73%

-20.43%

-12.30%

Current Drawdown

Current decline from peak

-3.21%

-2.28%

-0.93%

Average Drawdown

Average peak-to-trough decline

-16.68%

-7.76%

-8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.11%

+0.14%

Volatility

XZEM.DE vs. ESRI.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) is 5.92%, while BNP Paribas Easy MSCI Emerging SRI S-Series PAB 5% Capped UCITS ETF USD Acc (ESRI.DE) has a volatility of 6.34%. This indicates that XZEM.DE experiences smaller price fluctuations and is considered to be less risky than ESRI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XZEM.DEESRI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

6.34%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.59%

14.55%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

17.03%

16.97%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

15.36%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

18.08%

+2.64%

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

XZEM.DE has a 0.25% expense ratio, which is lower than ESRI.DE's 0.30% expense ratio.


Dividends

XZEM.DE vs. ESRI.DE - Dividend Comparison

Neither XZEM.DE nor ESRI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XZEM.DE and ESRI.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XZEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XZEM.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ESRI.DE.

XZEM.DE tracks MSCI Emerging Markets Low Carbon SRI Leaders, while ESRI.DE tracks MSCI Emerging SRI S-Series PAB 5% Capped. They also come from different issuers: Xtrackers and BNP Paribas. Their fees differ too: 0.25% for XZEM.DE and 0.30% for ESRI.DE.

Portfolio Optimizer

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