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ASMH vs. BPH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASMH vs. BPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASML Holding NV ADR Hedged ETF (ASMH) and BP p.l.c. ADRhedged ETF (BPH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ASMH

1D
-1.83%
1M
-8.02%
6M
29.69%
YTD
61.20%
1Y
147.78%
3Y*
5Y*
10Y*
ALL TIME*
108.35%

BPH

1D
-2.84%
1M
9.16%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$129.75K$234.38K$301.43K
$42.73K$46.69K$50.13K

ASMH vs. BPH - Yearly Performance Comparison


Correlation

The correlation between ASMH and BPH is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 26, 2026

-0.02

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Return for Risk

ASMH vs. BPH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ASMH
ASMH Risk / Return Rank: 9494
Overall Rank
ASMH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ASMH Sortino Ratio Rank: 9393
Sortino Ratio Rank
ASMH Omega Ratio Rank: 9090
Omega Ratio Rank
ASMH Calmar Ratio Rank: 9696
Calmar Ratio Rank
ASMH Martin Ratio Rank: 9696
Martin Ratio Rank

BPH

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ASMH vs. BPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding NV ADR Hedged ETF (ASMH) and BP p.l.c. ADRhedged ETF (BPH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ASMHBPHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

6.91

Martin ratioReturn relative to average drawdown

24.31

ASMH vs. BPH - Sharpe Ratio Comparison


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Drawdowns

ASMH vs. BPH - Drawdown Comparison

The maximum ASMH drawdown since its inception was -21.52%, which is greater than BPH's maximum drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for ASMH and BPH.


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Drawdown Indicators


ASMHBPHDifference

Max Drawdown

Largest peak-to-trough decline

-21.52%

-15.58%

-5.94%

Max Drawdown (1Y)

Largest decline over 1 year

-21.52%

Current Drawdown

Current decline from peak

-15.85%

-8.41%

-7.44%

Average Drawdown

Average peak-to-trough decline

-4.85%

-5.61%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.10%

Volatility

ASMH vs. BPH - Volatility Comparison


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Volatility by Period


ASMHBPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.96%

Volatility (6M)

Calculated over the trailing 6-month period

34.86%

Volatility (1Y)

Calculated over the trailing 1-year period

43.67%

30.27%

+13.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.62%

30.27%

+11.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.62%

30.27%

+11.35%

ASMH vs. BPH - Expense Ratio Comparison

Both ASMH and BPH have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ASMH vs. BPH - Dividend Comparison

ASMH's dividend yield for the trailing twelve months is around 1.90%, more than BPH's 0.52% yield.


PositionTTM2025
ASMH
ASML Holding NV ADR Hedged ETF
1.90%0.19%
BPH
BP p.l.c. ADRhedged ETF
0.52%0.00%

Frequently Asked Questions


ASMH and BPH have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ASMH and BPH have the same expense ratio: 0.19% per year.

ASMH has the higher dividend yield at 1.90%, compared with 0.52% for BPH.

ASMH is categorized as Technology Equities, while BPH is Energy Equities.

Portfolio Optimizer

Find the right allocation for ASMH and BPH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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