ZSRM.DE vs. MVEA.DE
ZSRM.DE (BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds - ZSRM.DE tracks the MSCI USA SRI S-Series PAB 5% Capped while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 3 years, ZSRM.DE returned 9.90%/yr vs 6.69%/yr for MVEA.DE. Their correlation of 0.82 suggests significant overlap in exposure. ZSRM.DE charges 0.25%/yr vs 0.20%/yr for MVEA.DE.
Performance
ZSRM.DE vs. MVEA.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 MVEA.DE's 2.43% return.
ZSRM.DE
- 1D
- 0.72%
- 1M
- 6.90%
- YTD
- 10.14%
- 6M
- 9.61%
- 1Y
- 11.04%
- 3Y*
- 9.90%
- 5Y*
- —
- 10Y*
- —
MVEA.DE
- 1D
- -0.13%
- 1M
- 3.15%
- YTD
- 2.43%
- 6M
- 2.17%
- 1Y
- 1.20%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
ZSRM.DE vs. MVEA.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% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | 0.84% |
Correlation
The correlation between ZSRM.DE and MVEA.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022 | 0.82 |
The correlation between ZSRM.DE and MVEA.DE shifts across timeframes, from 0.69 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZSRM.DE vs. MVEA.DE — Risk / Return Rank
ZSRM.DE
MVEA.DE
ZSRM.DE vs. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.02 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.17 | +1.11 |
| Martin ratioReturn relative to average drawdown | 3.54 | 0.35 | +3.19 |
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 | MVEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.09 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.66 | -0.25 |
Drawdowns
ZSRM.DE vs. MVEA.DE - Drawdown Comparison
The maximum ZSRM.DE drawdown since its inception was -23.72%, which is greater than MVEA.DE's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for ZSRM.DE and MVEA.DE.
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Drawdown Indicators
| ZSRM.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.72% | -17.47% | -6.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -4.92% | -3.72% |
Max Drawdown (3Y)Largest decline over 3 years | -23.72% | -17.47% | -6.25% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.47% | — |
Current DrawdownCurrent decline from peak | -1.84% | -10.27% | +8.43% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -5.38% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.39% | +0.74% |
Volatility
ZSRM.DE vs. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) at 2.72%. This indicates that ZSRM.DE's price experiences larger fluctuations and is considered to be riskier than MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 2.72% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | 5.90% | +2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 8.97% | +3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 12.27% | +3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 12.79% | +3.09% |
ZSRM.DE vs. MVEA.DE - Expense Ratio Comparison
ZSRM.DE has a 0.25% expense ratio, which is higher than MVEA.DE's 0.20% 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. MVEA.DE - Dividend Comparison
Neither ZSRM.DE nor MVEA.DE has paid dividends to shareholders.
Frequently Asked Questions
ZSRM.DE and MVEA.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEA.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for ZSRM.DE.
ZSRM.DE tracks MSCI USA SRI S-Series PAB 5% Capped, while MVEA.DE tracks Russell 1000 TR USD. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.25% for ZSRM.DE and 0.20% for MVEA.DE.
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