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36B1.DE vs. ASRC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

36B1.DE vs. ASRC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.DE) and BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

36B1.DE is traded in EUR, while ASRC.DE is traded in USD. To make them comparable, the ASRC.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 36B1.DE achieves a 2.43% return, which is significantly lower than ASRC.DE's 2.84% return.


36B1.DE

1D
0.13%
1M
1.52%
YTD
2.43%
6M
2.12%
1Y
7.79%
3Y*
5.51%
5Y*
2.20%
10Y*

ASRC.DE

1D
0.23%
1M
1.68%
YTD
2.84%
6M
2.72%
1Y
8.98%
3Y*
6.23%
5Y*
2.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

36B1.DE vs. ASRC.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
36B1.DE
iShares J.P. Morgan ESG USD EM Bond UCITS ETF
2.43%-0.10%10.86%5.55%-13.71%9.01%
ASRC.DE
BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF
2.84%0.49%11.52%6.43%-12.67%8.65%

Correlation

The correlation between 36B1.DE and ASRC.DE is 0.77, 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

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.79

The correlation between 36B1.DE and ASRC.DE has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

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Return for Risk

36B1.DE vs. ASRC.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

36B1.DE
36B1.DE Risk / Return Rank: 4242
Overall Rank
36B1.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
36B1.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
36B1.DE Omega Ratio Rank: 3939
Omega Ratio Rank
36B1.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
36B1.DE Martin Ratio Rank: 4343
Martin Ratio Rank

ASRC.DE
ASRC.DE Risk / Return Rank: 6060
Overall Rank
ASRC.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ASRC.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
ASRC.DE Omega Ratio Rank: 6565
Omega Ratio Rank
ASRC.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
ASRC.DE Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

36B1.DE vs. ASRC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.DE) and BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.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.


36B1.DEASRC.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

2.63

3.01

-0.39

Martin ratioReturn relative to average drawdown

6.72

8.61

-1.88

36B1.DE vs. ASRC.DE - Sharpe Ratio Comparison

The current 36B1.DE Sharpe Ratio is 1.32, which is comparable to the ASRC.DE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of 36B1.DE and ASRC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


36B1.DEASRC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.32

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.28

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.32

-0.09

Drawdowns

36B1.DE vs. ASRC.DE - Drawdown Comparison

The maximum 36B1.DE drawdown since its inception was -22.46%, which is greater than ASRC.DE's maximum drawdown of -15.59%. Use the drawdown chart below to compare losses from any high point for 36B1.DE and ASRC.DE.


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Drawdown Indicators


36B1.DEASRC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.46%

-15.59%

-6.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-2.97%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-12.43%

-12.90%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-15.59%

-0.75%

Current Drawdown

Current decline from peak

-1.33%

-0.23%

-1.10%

Average Drawdown

Average peak-to-trough decline

-8.64%

-6.23%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.04%

+0.12%

Volatility

36B1.DE vs. ASRC.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.DE) is 1.21%, while BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.DE) has a volatility of 1.62%. This indicates that 36B1.DE experiences smaller price fluctuations and is considered to be less risky than ASRC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


36B1.DEASRC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

1.62%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

3.81%

5.09%

-1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

5.87%

6.79%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.41%

9.24%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.55%

9.15%

+0.40%

36B1.DE vs. ASRC.DE - Expense Ratio Comparison

36B1.DE has a 0.45% expense ratio, which is higher than ASRC.DE's 0.25% expense ratio.


Dividends

36B1.DE vs. ASRC.DE - Dividend Comparison

36B1.DE's dividend yield for the trailing twelve months is around 4.93%, while ASRC.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
36B1.DE
iShares J.P. Morgan ESG USD EM Bond UCITS ETF
4.93%5.22%4.96%5.09%5.00%4.57%3.40%4.19%
ASRC.DE
BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


36B1.DE and ASRC.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ASRC.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASRC.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for 36B1.DE.

Both ETFs track JP Morgan ESG EMBI Global Diversified. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.45% for 36B1.DE and 0.25% for ASRC.DE.

Portfolio Optimizer

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