ZSRM.DE vs. VNRT.DE
ZSRM.DE (BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) are both Large Cap Blend Equities funds - ZSRM.DE tracks the MSCI USA SRI S-Series PAB 5% Capped while VNRT.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 3 years, ZSRM.DE returned 9.90%/yr vs 19.05%/yr for VNRT.DE. Their correlation of 0.89 suggests significant overlap in exposure. ZSRM.DE charges 0.25%/yr vs 0.10%/yr for VNRT.DE.
Performance
ZSRM.DE vs. VNRT.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 VNRT.DE's 11.18% return.
ZSRM.DE
- 1D
- 0.72%
- 1M
- 6.90%
- YTD
- 10.14%
- 6M
- 9.61%
- 1Y
- 11.04%
- 3Y*
- 9.90%
- 5Y*
- —
- 10Y*
- —
VNRT.DE
- 1D
- -0.06%
- 1M
- 4.58%
- YTD
- 11.18%
- 6M
- 10.72%
- 1Y
- 25.15%
- 3Y*
- 19.05%
- 5Y*
- 14.33%
- 10Y*
- —
ZSRM.DE vs. VNRT.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% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 11.18% | 5.38% | 31.91% | 22.71% | -8.95% |
Correlation
The correlation between ZSRM.DE and VNRT.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 Jan 28, 2022 | 0.89 |
The correlation between ZSRM.DE and VNRT.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. VNRT.DE — Risk / Return Rank
ZSRM.DE
VNRT.DE
ZSRM.DE vs. VNRT.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 Vanguard FTSE North America UCITS ETF Distributing (VNRT.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 | VNRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.41 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 3.55 | -2.27 |
| Martin ratioReturn relative to average drawdown | 3.54 | 12.68 | -9.14 |
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 | VNRT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 2.20 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.87 | -0.46 |
Drawdowns
ZSRM.DE vs. VNRT.DE - Drawdown Comparison
The maximum ZSRM.DE drawdown since its inception was -23.72%, smaller than the maximum VNRT.DE drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for ZSRM.DE and VNRT.DE.
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Drawdown Indicators
| ZSRM.DE | VNRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.72% | -34.52% | +10.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -7.10% | -1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -23.72% | -23.32% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.32% | — |
Current DrawdownCurrent decline from peak | -1.84% | -0.35% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -4.44% | -2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 1.99% | +1.14% |
Volatility
ZSRM.DE vs. VNRT.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 Vanguard FTSE North America UCITS ETF Distributing (VNRT.DE) at 2.64%. This indicates that ZSRM.DE's price experiences larger fluctuations and is considered to be riskier than VNRT.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 | VNRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 2.64% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | 7.50% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 11.47% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.27% | +0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 16.82% | -0.94% |
ZSRM.DE vs. VNRT.DE - Expense Ratio Comparison
ZSRM.DE has a 0.25% expense ratio, which is higher than VNRT.DE's 0.10% 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. VNRT.DE - Dividend Comparison
ZSRM.DE has not paid dividends to shareholders, while VNRT.DE's dividend yield for the trailing twelve months is around 0.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 0.88% | 0.98% | 0.99% | 1.25% | 1.46% | 1.00% | 1.42% | 1.43% | 1.78% | 0.41% |
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% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZSRM.DE and VNRT.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, VNRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRT.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for ZSRM.DE.
ZSRM.DE tracks MSCI USA SRI S-Series PAB 5% Capped, while VNRT.DE tracks Russell 1000 TR USD. They also come from different issuers: BNP Paribas and Vanguard. Their fees differ too: 0.25% for ZSRM.DE and 0.10% for VNRT.DE.
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