ASR5.DE vs. ETDD.DE
ASR5.DE (BNP Paribas Easy EUR Corporate Bond SRI PAB 3-5Y UCITS ETF) and ETDD.DE (BNP Paribas Easy EURO STOXX 50 UCITS ETF) 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 ETDD.DE is a Europe Equities fund tracking the EURO STOXX® 50. Both are passively managed. Over the past 5 years, ASR5.DE returned 0.40%/yr vs 12.30%/yr for ETDD.DE. At a 0.30 correlation, their price movements are largely independent. ASR5.DE charges 0.20%/yr vs 0.18%/yr for ETDD.DE.
Performance
ASR5.DE vs. ETDD.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ASR5.DE achieves a 0.44% return, which is significantly lower than ETDD.DE's 9.74% 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*
- —
ETDD.DE
- 1D
- -0.82%
- 1M
- -0.97%
- 6M
- 5.45%
- YTD
- 9.74%
- 1Y
- 18.84%
- 3Y*
- 15.63%
- 5Y*
- 12.30%
- 10Y*
- 10.88%
ASR5.DE vs. ETDD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 1.40% | -0.10% |
ETDD.DE BNP Paribas Easy EURO STOXX 50 UCITS ETF | 9.74% | 22.09% | 10.79% | 22.54% | -8.67% | 23.65% | -3.01% | 10.65% |
Correlation
The correlation between ASR5.DE and ETDD.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2019 | 0.30 |
Over the past year, ASR5.DE and ETDD.DE have become more correlated (0.52) than their long-term average of 0.30, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ASR5.DE vs. ETDD.DE — Risk / Return Rank
ASR5.DE
ETDD.DE
ASR5.DE vs. ETDD.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 EURO STOXX 50 UCITS ETF (ETDD.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 | ETDD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.71 | -1.22 |
| Martin ratioReturn relative to average drawdown | 1.70 | 5.98 | -4.28 |
Loading charts...
Drawdowns
ASR5.DE vs. ETDD.DE - Drawdown Comparison
The maximum ASR5.DE drawdown since its inception was -14.16%, smaller than the maximum ETDD.DE drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for ASR5.DE and ETDD.DE.
Loading charts...
Drawdown Indicators
| ASR5.DE | ETDD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.16% | -38.41% | +24.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.44% | -10.99% | +8.55% |
Max Drawdown (3Y)Largest decline over 3 years | -2.44% | -16.51% | +14.07% |
Max Drawdown (5Y)Largest decline over 5 years | -14.16% | -23.24% | +9.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.41% | — |
Current DrawdownCurrent decline from peak | -0.65% | -2.80% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -4.09% | -6.55% | +2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 3.14% | -2.44% |
Volatility
ASR5.DE vs. ETDD.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 EURO STOXX 50 UCITS ETF (ETDD.DE) has a volatility of 4.00%. This indicates that ASR5.DE experiences smaller price fluctuations and is considered to be less risky than ETDD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ASR5.DE | ETDD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 4.00% | -3.19% |
Volatility (6M)Calculated over the trailing 6-month period | 2.67% | 13.37% | -10.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.08% | 16.04% | -12.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.96% | 17.58% | -13.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.18% | 17.95% | -13.77% |
ASR5.DE vs. ETDD.DE - Expense Ratio Comparison
ASR5.DE has a 0.20% expense ratio, which is higher than ETDD.DE's 0.18% expense ratio. However, 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. ETDD.DE - Dividend Comparison
ASR5.DE's dividend yield for the trailing twelve months is around 2.51%, while ETDD.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% |
ETDD.DE BNP Paribas Easy EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ASR5.DE and ETDD.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETDD.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETDD.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for ASR5.DE.
ASR5.DE is categorized as European Corporate Bonds, while ETDD.DE is Europe Equities. ASR5.DE tracks Bloomberg MSCI 3-5Y Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB, while ETDD.DE tracks EURO STOXX® 50. Their fees differ too: 0.20% for ASR5.DE and 0.18% for ETDD.DE.
Find the right allocation for ASR5.DE and ETDD.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer