ZSRM.DE vs. QDVR.DE
ZSRM.DE (BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - ZSRM.DE tracks the MSCI USA SRI S-Series PAB 5% Capped while QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 3 years, ZSRM.DE returned 9.90%/yr vs 14.58%/yr for QDVR.DE. Their correlation of 0.95 suggests significant overlap in exposure. ZSRM.DE charges 0.25%/yr vs 0.20%/yr for QDVR.DE.
Performance
ZSRM.DE vs. QDVR.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 QDVR.DE's 14.85% return.
ZSRM.DE
- 1D
- 0.72%
- 1M
- 6.90%
- YTD
- 10.14%
- 6M
- 9.61%
- 1Y
- 11.04%
- 3Y*
- 9.90%
- 5Y*
- —
- 10Y*
- —
QDVR.DE
- 1D
- 0.06%
- 1M
- 4.69%
- YTD
- 14.85%
- 6M
- 14.33%
- 1Y
- 22.48%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
ZSRM.DE vs. QDVR.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% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -7.41% |
Correlation
The correlation between ZSRM.DE and QDVR.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022 | 0.95 |
The correlation between ZSRM.DE and QDVR.DE has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.
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Return for Risk
ZSRM.DE vs. QDVR.DE — Risk / Return Rank
ZSRM.DE
QDVR.DE
ZSRM.DE vs. QDVR.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 MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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 | QDVR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.31 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 3.09 | -1.81 |
| Martin ratioReturn relative to average drawdown | 3.54 | 10.29 | -6.75 |
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 | QDVR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.76 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.89 | -0.48 |
Drawdowns
ZSRM.DE vs. QDVR.DE - Drawdown Comparison
The maximum ZSRM.DE drawdown since its inception was -23.72%, smaller than the maximum QDVR.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for ZSRM.DE and QDVR.DE.
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Drawdown Indicators
| ZSRM.DE | QDVR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.72% | -32.87% | +9.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -7.24% | -1.40% |
Max Drawdown (3Y)Largest decline over 3 years | -23.72% | -23.91% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.91% | — |
Current DrawdownCurrent decline from peak | -1.84% | 0.00% | -1.84% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -4.41% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.18% | +0.95% |
Volatility
ZSRM.DE vs. QDVR.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 iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 3.67%. This indicates that ZSRM.DE experiences smaller price fluctuations and is considered to be less risky than QDVR.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 | QDVR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.67% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | 9.02% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 12.69% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.53% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 16.34% | -0.46% |
ZSRM.DE vs. QDVR.DE - Expense Ratio Comparison
ZSRM.DE has a 0.25% expense ratio, which is higher than QDVR.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. QDVR.DE - Dividend Comparison
Neither ZSRM.DE nor QDVR.DE has paid dividends to shareholders.
Frequently Asked Questions
ZSRM.DE and QDVR.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVR.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVR.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 QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.25% for ZSRM.DE and 0.20% for QDVR.DE.
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