ZSRM.DE vs. ETDD.DE
ZSRM.DE (BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and ETDD.DE (BNP Paribas Easy EURO STOXX 50 UCITS ETF) are both exchange-traded funds - ZSRM.DE is a Large Cap Blend Equities fund tracking the MSCI USA SRI S-Series PAB 5% Capped, while ETDD.DE is a Europe Equities fund tracking the EURO STOXX® 50. Both are passively managed. Over the past 3 years, ZSRM.DE returned 9.90%/yr vs 15.57%/yr for ETDD.DE. A 0.61 correlation means they provide meaningful diversification when combined. ZSRM.DE charges 0.25%/yr vs 0.18%/yr for ETDD.DE.
Performance
ZSRM.DE vs. ETDD.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 higher than ETDD.DE's 7.30% return.
ZSRM.DE
- 1D
- 0.72%
- 1M
- 6.90%
- YTD
- 10.14%
- 6M
- 9.61%
- 1Y
- 11.04%
- 3Y*
- 9.90%
- 5Y*
- —
- 10Y*
- —
ETDD.DE
- 1D
- 0.77%
- 1M
- 2.03%
- YTD
- 7.30%
- 6M
- 8.63%
- 1Y
- 15.73%
- 3Y*
- 15.57%
- 5Y*
- 11.54%
- 10Y*
- 10.39%
ZSRM.DE vs. ETDD.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% | -8.53% |
ETDD.DE BNP Paribas Easy EURO STOXX 50 UCITS ETF | 7.30% | 22.10% | 10.81% | 22.48% | -6.18% |
Correlation
The correlation between ZSRM.DE and ETDD.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022 | 0.61 |
The correlation between ZSRM.DE and ETDD.DE has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.
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Return for Risk
ZSRM.DE vs. ETDD.DE — Risk / Return Rank
ZSRM.DE
ETDD.DE
ZSRM.DE vs. ETDD.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 BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.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 | ETDD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.44 | -0.16 |
| Martin ratioReturn relative to average drawdown | 3.54 | 4.89 | -1.35 |
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 | ETDD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.99 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.40 | +0.01 |
Drawdowns
ZSRM.DE vs. ETDD.DE - Drawdown Comparison
The maximum ZSRM.DE drawdown since its inception was -23.72%, smaller than the maximum ETDD.DE drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for ZSRM.DE and ETDD.DE.
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Drawdown Indicators
| ZSRM.DE | ETDD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.72% | -38.45% | +14.73% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -10.95% | +2.31% |
Max Drawdown (3Y)Largest decline over 3 years | -23.72% | -16.49% | -7.23% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.45% | — |
Current DrawdownCurrent decline from peak | -1.84% | -0.45% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -7.18% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.23% | -0.10% |
Volatility
ZSRM.DE vs. ETDD.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (ZSRM.DE) is 3.16%, while BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) has a volatility of 5.00%. This indicates that ZSRM.DE experiences smaller price fluctuations and is considered to be less risky than ETDD.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 | ETDD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 5.00% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | 12.97% | -4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 15.93% | -3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 17.55% | -1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 18.31% | -2.43% |
ZSRM.DE vs. ETDD.DE - Expense Ratio Comparison
ZSRM.DE has a 0.25% expense ratio, which is higher than ETDD.DE's 0.18% 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. ETDD.DE - Dividend Comparison
Neither ZSRM.DE nor ETDD.DE has paid dividends to shareholders.
Frequently Asked Questions
ZSRM.DE and ETDD.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETDD.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETDD.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for ZSRM.DE.
ZSRM.DE is categorized as Large Cap Blend Equities, while ETDD.DE is Europe Equities. ZSRM.DE tracks MSCI USA SRI S-Series PAB 5% Capped, while ETDD.DE tracks EURO STOXX® 50. Their fees differ too: 0.25% for ZSRM.DE and 0.18% for ETDD.DE.
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