ASR5.DE vs. ASRD.DE
ASR5.DE (BNP Paribas Easy EUR Corporate Bond SRI PAB 3-5Y UCITS ETF) and ASRD.DE (BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged) are both exchange-traded funds - ASR5.DE is a European Corporate Bonds fund tracking the Bloomberg MSCI 3-5Y Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB, while ASRD.DE is a Emerging Markets Bonds fund tracking the JP Morgan ESG EMBI Global Diversified (EUR Hedged). Both are passively managed. Over the past 5 years, ASR5.DE returned 0.40%/yr vs -0.66%/yr for ASRD.DE. At a 0.47 correlation, their price movements are largely independent. ASR5.DE charges 0.20%/yr vs 0.25%/yr for ASRD.DE.
Performance
ASR5.DE vs. ASRD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ASR5.DE achieves a 0.44% return, which is significantly higher than ASRD.DE's 0.31% return.
ASR5.DE
- 1D
- 0.11%
- 1M
- -0.44%
- 6M
- 0.01%
- YTD
- 0.44%
- 1Y
- 1.20%
- 3Y*
- 4.45%
- 5Y*
- 0.40%
- 10Y*
- —
ASRD.DE
- 1D
- 0.00%
- 1M
- -0.70%
- 6M
- 0.63%
- YTD
- 0.31%
- 1Y
- 6.99%
- 3Y*
- 5.97%
- 5Y*
- -0.66%
- 10Y*
- —
ASR5.DE vs. ASRD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ASR5.DE BNP Paribas Easy EUR Corporate Bond SRI PAB 3-5Y UCITS ETF | 0.44% | 3.51% | 4.28% | 7.05% | -11.40% | -0.50% |
ASRD.DE BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged | 0.31% | 11.16% | 3.52% | 6.69% | -19.97% | -1.25% |
Correlation
The correlation between ASR5.DE and ASRD.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2021 | 0.47 |
The correlation between ASR5.DE and ASRD.DE has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.
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Return for Risk
ASR5.DE vs. ASRD.DE — Risk / Return Rank
ASR5.DE
ASRD.DE
ASR5.DE vs. ASRD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy EUR Corporate Bond SRI PAB 3-5Y UCITS ETF (ASR5.DE) and BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged (ASRD.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.
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.
| ASR5.DE | ASRD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.46 | -0.97 |
| Martin ratioReturn relative to average drawdown | 1.70 | 5.24 | -3.54 |
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Drawdowns
ASR5.DE vs. ASRD.DE - Drawdown Comparison
The maximum ASR5.DE drawdown since its inception was -14.16%, smaller than the maximum ASRD.DE drawdown of -29.54%. Use the drawdown chart below to compare losses from any high point for ASR5.DE and ASRD.DE.
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Drawdown Indicators
| ASR5.DE | ASRD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.16% | -29.54% | +15.38% |
Max Drawdown (1Y)Largest decline over 1 year | -2.44% | -4.77% | +2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -2.44% | -8.03% | +5.59% |
Max Drawdown (5Y)Largest decline over 5 years | -14.16% | -29.54% | +15.38% |
Current DrawdownCurrent decline from peak | -0.65% | -4.43% | +3.78% |
Average DrawdownAverage peak-to-trough decline | -4.09% | -12.78% | +8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 1.33% | -0.63% |
Volatility
ASR5.DE vs. ASRD.DE - Volatility Comparison
The current volatility for BNP Paribas Easy EUR Corporate Bond SRI PAB 3-5Y UCITS ETF (ASR5.DE) is 0.81%, while BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged (ASRD.DE) has a volatility of 0.93%. This indicates that ASR5.DE experiences smaller price fluctuations and is considered to be less risky than ASRD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASR5.DE | ASRD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 0.93% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.67% | 5.00% | -2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.08% | 5.90% | -2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.96% | 9.04% | -5.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.18% | 8.82% | -4.64% |
ASR5.DE vs. ASRD.DE - Expense Ratio Comparison
ASR5.DE has a 0.20% expense ratio, which is lower than ASRD.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ASR5.DE vs. ASRD.DE - Dividend Comparison
ASR5.DE's dividend yield for the trailing twelve months is around 2.51%, while ASRD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
ASR5.DE BNP Paribas Easy EUR Corporate Bond SRI PAB 3-5Y UCITS ETF | 2.51% | 3.10% | 3.44% | 0.97% | 1.26% | 1.10% |
ASRD.DE BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ASR5.DE and ASRD.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ASR5.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ASR5.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for ASRD.DE.
ASR5.DE is categorized as European Corporate Bonds, while ASRD.DE is Emerging Markets Bonds. ASR5.DE tracks Bloomberg MSCI 3-5Y Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB, while ASRD.DE tracks JP Morgan ESG EMBI Global Diversified (EUR Hedged). Their fees differ too: 0.20% for ASR5.DE and 0.25% for ASRD.DE.
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