ASRC.DE vs. ETDD.DE
ASRC.DE (BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF) and ETDD.DE (BNP Paribas Easy EURO STOXX 50 UCITS ETF) are both exchange-traded funds - ASRC.DE is a Emerging Markets Bonds fund tracking the JP Morgan ESG EMBI Global Diversified, while ETDD.DE is a Europe Equities fund tracking the EURO STOXX® 50. Both are passively managed. Over the past 5 years, ASRC.DE returned 1.70%/yr vs 10.51%/yr for ETDD.DE. At a 0.45 correlation, their price movements are largely independent. ASRC.DE charges 0.25%/yr vs 0.18%/yr for ETDD.DE.
Performance
ASRC.DE vs. ETDD.DE - Performance Comparison
Loading charts...
Different Trading Currencies
ASRC.DE is traded in USD, while ETDD.DE is traded in EUR. To make them comparable, the ETDD.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 1.68% return, which is significantly lower than ETDD.DE's 6.06% return.
ASRC.DE
- 1D
- 0.37%
- 1M
- 1.01%
- YTD
- 1.68%
- 6M
- 2.44%
- 1Y
- 10.84%
- 3Y*
- 9.13%
- 5Y*
- 1.70%
- 10Y*
- —
ETDD.DE
- 1D
- 0.89%
- 1M
- 4.04%
- YTD
- 6.06%
- 6M
- 8.38%
- 1Y
- 17.80%
- 3Y*
- 18.72%
- 5Y*
- 10.51%
- 10Y*
- 10.64%
ASRC.DE vs. ETDD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ASRC.DE BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF | 1.68% | 13.42% | 5.17% | 9.72% | -17.46% | 1.29% |
ETDD.DE BNP Paribas Easy EURO STOXX 50 UCITS ETF | 6.06% | 37.85% | 4.47% | 26.35% | -13.70% | 11.35% |
Correlation
The correlation between ASRC.DE and ETDD.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2021 | 0.45 |
The correlation between ASRC.DE and ETDD.DE shifts across timeframes, from 0.45 (all time) to 0.61 (1 year), reflecting how their relationship changes across market environments.
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
ASRC.DE vs. ETDD.DE — Risk / Return Rank
ASRC.DE
ETDD.DE
ASRC.DE vs. ETDD.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 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.
| ASRC.DE | ETDD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.19 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.35 | +1.06 |
| Martin ratioReturn relative to average drawdown | 9.51 | 4.56 | +4.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ASRC.DE | ETDD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 1.00 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.50 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.29 | -0.05 |
Drawdowns
ASRC.DE vs. ETDD.DE - Drawdown Comparison
The maximum ASRC.DE drawdown since its inception was -27.88%, smaller than the maximum ETDD.DE drawdown of -39.04%. Use the drawdown chart below to compare losses from any high point for ASRC.DE and ETDD.DE.
Loading charts...
Drawdown Indicators
| ASRC.DE | ETDD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.88% | -39.04% | +11.16% |
Max Drawdown (1Y)Largest decline over 1 year | -4.48% | -13.09% | +8.61% |
Max Drawdown (3Y)Largest decline over 3 years | -7.53% | -15.53% | +8.00% |
Max Drawdown (5Y)Largest decline over 5 years | -27.88% | -34.94% | +7.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.04% | — |
Current DrawdownCurrent decline from peak | -0.30% | -1.08% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -10.76% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 3.89% | -2.75% |
Volatility
ASRC.DE vs. ETDD.DE - Volatility Comparison
The current volatility for BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.DE) is 1.92%, while BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) has a volatility of 5.55%. This indicates that ASRC.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
| ASRC.DE | ETDD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.92% | 5.55% | -3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 4.52% | 14.65% | -10.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.39% | 17.67% | -12.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.33% | 20.78% | -12.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.25% | 20.59% | -12.34% |
ASRC.DE vs. ETDD.DE - Expense Ratio Comparison
ASRC.DE has a 0.25% 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
ASRC.DE vs. ETDD.DE - Dividend Comparison
Neither ASRC.DE nor ETDD.DE has paid dividends to shareholders.
Frequently Asked Questions
ASRC.DE and ETDD.DE have a correlation of 0.61, 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 0.25% for ASRC.DE.
ASRC.DE is categorized as Emerging Markets Bonds, while ETDD.DE is Europe Equities. ASRC.DE tracks JP Morgan ESG EMBI Global Diversified, while ETDD.DE tracks EURO STOXX® 50. Their fees differ too: 0.25% for ASRC.DE and 0.18% for ETDD.DE.
Find the right allocation for ASRC.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