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BNP Paribas Easy JPM ESG EMU Government Bond IG 3-...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU2244387457
WKNA2QMK2
IssuerBNP Paribas
Inception DateJan 21, 2021
CategoryEuropean Government Bonds
Index TrackedJ.P. Morgan ESG EMU Government Bond IG 3-5 Year
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

The BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF features an expense ratio of 0.15%, falling within the medium range.


0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

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BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
3.18%
15.04%
ASRE.DE (BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF had a return of -1.30% year-to-date (YTD) and 2.97% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.30%5.90%
1 month-0.05%-1.28%
6 months3.18%15.51%
1 year2.97%21.68%
5 years (annualized)N/A11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.28%-1.17%0.66%
2023-1.01%0.75%1.49%2.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ASRE.DE is 49, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of ASRE.DE is 4949
BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF(ASRE.DE)
The Sharpe Ratio Rank of ASRE.DE is 5353Sharpe Ratio Rank
The Sortino Ratio Rank of ASRE.DE is 5454Sortino Ratio Rank
The Omega Ratio Rank of ASRE.DE is 4949Omega Ratio Rank
The Calmar Ratio Rank of ASRE.DE is 3535Calmar Ratio Rank
The Martin Ratio Rank of ASRE.DE is 5252Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF (ASRE.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ASRE.DE
Sharpe ratio
The chart of Sharpe ratio for ASRE.DE, currently valued at 0.86, compared to the broader market0.002.004.000.86
Sortino ratio
The chart of Sortino ratio for ASRE.DE, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.001.37
Omega ratio
The chart of Omega ratio for ASRE.DE, currently valued at 1.15, compared to the broader market1.001.502.002.501.15
Calmar ratio
The chart of Calmar ratio for ASRE.DE, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.0012.000.27
Martin ratio
The chart of Martin ratio for ASRE.DE, currently valued at 2.85, compared to the broader market0.0020.0040.0060.0080.002.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF Sharpe ratio is 0.86. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.86
2.34
ASRE.DE (BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.82%
-2.54%
ASRE.DE (BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF was 12.01%, occurring on Mar 6, 2023. The portfolio has not yet recovered.

The current BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF drawdown is 7.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.01%Aug 6, 2021407Mar 6, 2023
-0.98%Jan 29, 202174May 14, 202154Jul 30, 2021128
0%Jan 22, 20211Jan 22, 20211Jan 25, 20212

Volatility

Volatility Chart

The current BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF volatility is 0.86%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%NovemberDecember2024FebruaryMarchApril
0.86%
3.22%
ASRE.DE (BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF)
Benchmark (^GSPC)