ASR5.DE vs. SPPS.DE
ASR5.DE (BNP Paribas Easy EUR Corporate Bond SRI PAB 3-5Y UCITS ETF) and SPPS.DE (SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc) are both European Corporate Bonds funds - ASR5.DE tracks the Bloomberg MSCI 3-5Y Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB while SPPS.DE tracks the Bloomberg SASB Euro Corporate 0-3 year ESG Ex-Controversies Select. Both are passively managed. Over the past 3 years, ASR5.DE returned 4.45%/yr vs 3.66%/yr for SPPS.DE. A 0.53 correlation means they provide meaningful diversification when combined. ASR5.DE charges 0.20%/yr vs 0.12%/yr for SPPS.DE.
Performance
ASR5.DE vs. SPPS.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 lower than SPPS.DE's 1.09% 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*
- —
SPPS.DE
- 1D
- 0.00%
- 1M
- 0.23%
- 6M
- 0.79%
- YTD
- 1.09%
- 1Y
- 1.95%
- 3Y*
- 3.66%
- 5Y*
- —
- 10Y*
- —
ASR5.DE vs. SPPS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ASR5.DE BNP Paribas Easy EUR Corporate Bond SRI PAB 3-5Y UCITS ETF | 0.44% | 3.51% | 4.28% | 7.05% | -5.52% |
SPPS.DE SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc | 1.09% | 2.96% | 4.20% | 4.07% | -1.49% |
Correlation
The correlation between ASR5.DE and SPPS.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since May 3, 2022 | 0.53 |
The correlation between ASR5.DE and SPPS.DE has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.
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Return for Risk
ASR5.DE vs. SPPS.DE — Risk / Return Rank
ASR5.DE
SPPS.DE
ASR5.DE vs. SPPS.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 SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.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 | SPPS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.21 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.65 | -1.16 |
| Martin ratioReturn relative to average drawdown | 1.70 | 6.49 | -4.79 |
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Drawdowns
ASR5.DE vs. SPPS.DE - Drawdown Comparison
The maximum ASR5.DE drawdown since its inception was -14.16%, which is greater than SPPS.DE's maximum drawdown of -2.70%. Use the drawdown chart below to compare losses from any high point for ASR5.DE and SPPS.DE.
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Drawdown Indicators
| ASR5.DE | SPPS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.16% | -2.70% | -11.46% |
Max Drawdown (1Y)Largest decline over 1 year | -2.44% | -1.18% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -2.44% | -1.18% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -14.16% | — | — |
Current DrawdownCurrent decline from peak | -0.65% | -0.10% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -4.09% | -0.44% | -3.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 0.30% | +0.40% |
Volatility
ASR5.DE vs. SPPS.DE - Volatility Comparison
BNP Paribas Easy EUR Corporate Bond SRI PAB 3-5Y UCITS ETF (ASR5.DE) has a higher volatility of 0.81% compared to SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) at 0.51%. This indicates that ASR5.DE's price experiences larger fluctuations and is considered to be riskier than SPPS.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 | SPPS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 0.51% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 2.67% | 1.99% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.08% | 2.08% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.96% | 2.26% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.18% | 2.26% | +1.92% |
ASR5.DE vs. SPPS.DE - Expense Ratio Comparison
ASR5.DE has a 0.20% expense ratio, which is higher than SPPS.DE's 0.12% 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. SPPS.DE - Dividend Comparison
ASR5.DE's dividend yield for the trailing twelve months is around 2.51%, while SPPS.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% |
SPPS.DE SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ASR5.DE and SPPS.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPPS.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPPS.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for ASR5.DE.
ASR5.DE tracks Bloomberg MSCI 3-5Y Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB, while SPPS.DE tracks Bloomberg SASB Euro Corporate 0-3 year ESG Ex-Controversies Select. They also come from different issuers: BNP Paribas and State Street. Their fees differ too: 0.20% for ASR5.DE and 0.12% for SPPS.DE.
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