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ASRC.DE vs. ENDH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASRC.DE vs. ENDH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.DE) and L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.DE). The values are adjusted to include any dividend payments, if applicable.

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ASRC.DE vs. ENDH.DE - Yearly Performance Comparison


Different Trading Currencies

ASRC.DE is traded in USD, while ENDH.DE is traded in EUR. To make them comparable, the ENDH.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ASRC.DE achieves a -1.30% return, which is significantly higher than ENDH.DE's -2.09% return.


ASRC.DE

1D
0.98%
1M
-2.42%
YTD
-1.30%
6M
1.62%
1Y
8.79%
3Y*
8.04%
5Y*
1.69%
10Y*

ENDH.DE

1D
0.64%
1M
-2.07%
YTD
-2.09%
6M
-0.10%
1Y
12.61%
3Y*
8.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASRC.DE vs. ENDH.DE - Expense Ratio Comparison

ASRC.DE has a 0.25% expense ratio, which is lower than ENDH.DE's 0.28% expense ratio.


Return for Risk

ASRC.DE vs. ENDH.DE — Risk / Return Rank

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

ASRC.DE
ASRC.DE Risk / Return Rank: 7373
Overall Rank
ASRC.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ASRC.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
ASRC.DE Omega Ratio Rank: 7373
Omega Ratio Rank
ASRC.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
ASRC.DE Martin Ratio Rank: 7171
Martin Ratio Rank

ENDH.DE
ENDH.DE Risk / Return Rank: 7474
Overall Rank
ENDH.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ENDH.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
ENDH.DE Omega Ratio Rank: 7070
Omega Ratio Rank
ENDH.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
ENDH.DE Martin Ratio Rank: 8080
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.

ASRC.DE vs. ENDH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.DE) and L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.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.


ASRC.DEENDH.DEDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.39

+0.06

Sortino ratio

Return per unit of downside risk

2.08

2.18

-0.09

Omega ratio

Gain probability vs. loss probability

1.29

1.26

+0.03

Calmar ratio

Return relative to maximum drawdown

1.99

1.95

+0.03

Martin ratio

Return relative to average drawdown

8.29

6.61

+1.68

ASRC.DE vs. ENDH.DE - Sharpe Ratio Comparison

The current ASRC.DE Sharpe Ratio is 1.45, which is comparable to the ENDH.DE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of ASRC.DE and ENDH.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


ASRC.DEENDH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.39

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.66

-0.48

Correlation

The correlation between ASRC.DE and ENDH.DE is 0.56, 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

ASRC.DE vs. ENDH.DE - Dividend Comparison

Neither ASRC.DE nor ENDH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ASRC.DE vs. ENDH.DE - Drawdown Comparison

The maximum ASRC.DE drawdown since its inception was -27.88%, which is greater than ENDH.DE's maximum drawdown of -15.79%. Use the drawdown chart below to compare losses from any high point for ASRC.DE and ENDH.DE.


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Drawdown Indicators


ASRC.DEENDH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.88%

-6.78%

-21.10%

Max Drawdown (1Y)

Largest decline over 1 year

-4.58%

-2.21%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-27.88%

Current Drawdown

Current decline from peak

-3.22%

-1.64%

-1.58%

Average Drawdown

Average peak-to-trough decline

-9.64%

-1.12%

-8.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.49%

+0.58%

Volatility

ASRC.DE vs. ENDH.DE - Volatility Comparison

The current volatility for BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.DE) is 2.62%, while L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.DE) has a volatility of 2.94%. This indicates that ASRC.DE experiences smaller price fluctuations and is considered to be less risky than ENDH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASRC.DEENDH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.94%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.71%

5.02%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

6.05%

9.02%

-2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.29%

10.36%

-2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.28%

10.36%

-2.08%