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AHYE.DE vs. ASRF.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AHYE.DE vs. ASRF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.DE) and BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE). The values are adjusted to include any dividend payments, if applicable.

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AHYE.DE vs. ASRF.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AHYE.DE
Amundi Euro High Yield Bond ESG UCITS ETF EUR
-1.55%5.51%5.40%10.19%-10.53%-0.46%
ASRF.DE
BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc
-1.03%4.66%6.57%11.42%-11.08%1.06%

Returns By Period

In the year-to-date period, AHYE.DE achieves a -1.55% return, which is significantly lower than ASRF.DE's -1.03% return.


AHYE.DE

1D
-0.08%
1M
-1.30%
YTD
-1.55%
6M
-0.65%
1Y
3.45%
3Y*
5.83%
5Y*
1.47%
10Y*
2.91%

ASRF.DE

1D
1.13%
1M
-1.12%
YTD
-1.03%
6M
0.15%
1Y
3.63%
3Y*
6.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AHYE.DE vs. ASRF.DE - Expense Ratio Comparison

AHYE.DE has a 0.40% expense ratio, which is higher than ASRF.DE's 0.25% expense ratio.


Return for Risk

AHYE.DE vs. ASRF.DE — Risk / Return Rank

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

AHYE.DE
AHYE.DE Risk / Return Rank: 4545
Overall Rank
AHYE.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
AHYE.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
AHYE.DE Omega Ratio Rank: 4747
Omega Ratio Rank
AHYE.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
AHYE.DE Martin Ratio Rank: 4949
Martin Ratio Rank

ASRF.DE
ASRF.DE Risk / Return Rank: 4040
Overall Rank
ASRF.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ASRF.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
ASRF.DE Omega Ratio Rank: 4040
Omega Ratio Rank
ASRF.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
ASRF.DE Martin Ratio Rank: 4343
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.

AHYE.DE vs. ASRF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.DE) and BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.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.


AHYE.DEASRF.DEDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.82

+0.11

Sortino ratio

Return per unit of downside risk

1.33

1.19

+0.14

Omega ratio

Gain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

1.21

1.03

+0.18

Martin ratio

Return relative to average drawdown

5.69

4.51

+1.18

AHYE.DE vs. ASRF.DE - Sharpe Ratio Comparison

The current AHYE.DE Sharpe Ratio is 0.93, which is comparable to the ASRF.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of AHYE.DE and ASRF.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AHYE.DEASRF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.82

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.40

-0.02

Correlation

The correlation between AHYE.DE and ASRF.DE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AHYE.DE vs. ASRF.DE - Dividend Comparison

Neither AHYE.DE nor ASRF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AHYE.DE vs. ASRF.DE - Drawdown Comparison

The maximum AHYE.DE drawdown since its inception was -23.41%, which is greater than ASRF.DE's maximum drawdown of -16.76%. Use the drawdown chart below to compare losses from any high point for AHYE.DE and ASRF.DE.


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Drawdown Indicators


AHYE.DEASRF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.41%

-16.76%

-6.65%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-3.25%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-16.89%

Max Drawdown (10Y)

Largest decline over 10 years

-23.41%

Current Drawdown

Current decline from peak

-2.24%

-1.85%

-0.39%

Average Drawdown

Average peak-to-trough decline

-2.89%

-4.37%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.75%

-0.06%

Volatility

AHYE.DE vs. ASRF.DE - Volatility Comparison

The current volatility for Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.DE) is 1.77%, while BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) has a volatility of 2.05%. This indicates that AHYE.DE experiences smaller price fluctuations and is considered to be less risky than ASRF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AHYE.DEASRF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

2.05%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

2.74%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

4.40%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.53%

5.85%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.73%

5.85%

+0.88%