ZSRM.DE vs. 6PSE.DE
ZSRM.DE (BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and 6PSE.DE (Invesco MSCI USA UCITS ETF Dist) are both Large Cap Blend Equities funds - ZSRM.DE tracks the MSCI USA SRI S-Series PAB 5% Capped while 6PSE.DE tracks the MSCI USA. Both are passively managed. Over the past 3 years, ZSRM.DE returned 9.90%/yr vs 19.18%/yr for 6PSE.DE. Their correlation of 0.89 suggests significant overlap in exposure. ZSRM.DE charges 0.25%/yr vs 0.05%/yr for 6PSE.DE.
Performance
ZSRM.DE vs. 6PSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZSRM.DE achieves a 10.14% return, which is significantly lower than 6PSE.DE's 11.33% return.
ZSRM.DE
- 1D
- 0.72%
- 1M
- 6.90%
- YTD
- 10.14%
- 6M
- 9.61%
- 1Y
- 11.04%
- 3Y*
- 9.90%
- 5Y*
- —
- 10Y*
- —
6PSE.DE
- 1D
- -0.18%
- 1M
- 4.51%
- YTD
- 11.33%
- 6M
- 10.72%
- 1Y
- 25.24%
- 3Y*
- 19.18%
- 5Y*
- —
- 10Y*
- —
ZSRM.DE vs. 6PSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZSRM.DE BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 10.14% | -6.25% | 17.05% | 19.31% | -6.10% |
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 11.33% | 4.78% | 32.52% | 23.62% | -6.58% |
Correlation
The correlation between ZSRM.DE and 6PSE.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.89 |
The correlation between ZSRM.DE and 6PSE.DE has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.
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Return for Risk
ZSRM.DE vs. 6PSE.DE — Risk / Return Rank
ZSRM.DE
6PSE.DE
ZSRM.DE vs. 6PSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (ZSRM.DE) and Invesco MSCI USA UCITS ETF Dist (6PSE.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.
| ZSRM.DE | 6PSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.40 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 3.44 | -2.16 |
| Martin ratioReturn relative to average drawdown | 3.54 | 11.99 | -8.45 |
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
| ZSRM.DE | 6PSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 2.15 | -1.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.93 | -0.52 |
Drawdowns
ZSRM.DE vs. 6PSE.DE - Drawdown Comparison
The maximum ZSRM.DE drawdown since its inception was -23.72%, roughly equal to the maximum 6PSE.DE drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for ZSRM.DE and 6PSE.DE.
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Drawdown Indicators
| ZSRM.DE | 6PSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.72% | -23.70% | -0.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -7.31% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -23.72% | -23.70% | -0.02% |
Current DrawdownCurrent decline from peak | -1.84% | -0.41% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -4.83% | -2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.10% | +1.03% |
Volatility
ZSRM.DE vs. 6PSE.DE - Volatility Comparison
BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (ZSRM.DE) has a higher volatility of 3.16% compared to Invesco MSCI USA UCITS ETF Dist (6PSE.DE) at 2.73%. This indicates that ZSRM.DE's price experiences larger fluctuations and is considered to be riskier than 6PSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZSRM.DE | 6PSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 2.73% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | 7.68% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 11.65% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.41% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 15.41% | +0.47% |
ZSRM.DE vs. 6PSE.DE - Expense Ratio Comparison
ZSRM.DE has a 0.25% expense ratio, which is higher than 6PSE.DE's 0.05% 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
ZSRM.DE vs. 6PSE.DE - Dividend Comparison
ZSRM.DE has not paid dividends to shareholders, while 6PSE.DE's dividend yield for the trailing twelve months is around 1.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 1.05% | 1.16% | 1.26% | 1.51% | 1.69% |
ZSRM.DE BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZSRM.DE and 6PSE.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for ZSRM.DE.
ZSRM.DE tracks MSCI USA SRI S-Series PAB 5% Capped, while 6PSE.DE tracks MSCI USA. They also come from different issuers: BNP Paribas and Invesco. Their fees differ too: 0.25% for ZSRM.DE and 0.05% for 6PSE.DE.
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