ASRC.DE vs. ZPR5.DE
ASRC.DE (BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF) and ZPR5.DE (SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF) are both Emerging Markets Bonds funds - ASRC.DE tracks the JP Morgan ESG EMBI Global Diversified while ZPR5.DE tracks the ICE BofA Emerging Markets USD Government Bond 0-5 ex-144a. Both are passively managed. Over the past 5 years, ASRC.DE returned 1.70%/yr vs 2.22%/yr for ZPR5.DE. At a 0.37 correlation, their price movements are largely independent. ASRC.DE charges 0.25%/yr vs 0.42%/yr for ZPR5.DE.
Performance
ASRC.DE vs. ZPR5.DE - Performance Comparison
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Different Trading Currencies
ASRC.DE is traded in USD, while ZPR5.DE is traded in EUR. To make them comparable, the ZPR5.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 higher than ZPR5.DE's 0.97% 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*
- —
ZPR5.DE
- 1D
- 0.02%
- 1M
- 0.20%
- YTD
- 0.97%
- 6M
- 1.46%
- 1Y
- 5.34%
- 3Y*
- 6.06%
- 5Y*
- 2.22%
- 10Y*
- 2.48%
ASRC.DE vs. ZPR5.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% |
ZPR5.DE SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | 0.97% | 8.24% | 4.69% | 5.76% | -6.51% | -0.34% |
Correlation
The correlation between ASRC.DE and ZPR5.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2021 | 0.37 |
The correlation between ASRC.DE and ZPR5.DE shifts across timeframes, from 0.26 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ASRC.DE vs. ZPR5.DE — Risk / Return Rank
ASRC.DE
ZPR5.DE
ASRC.DE vs. ZPR5.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 SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (ZPR5.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 | ZPR5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.24 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.91 | -0.50 |
| Martin ratioReturn relative to average drawdown | 9.51 | 12.18 | -2.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASRC.DE | ZPR5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 1.31 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.38 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.40 | -0.16 |
Drawdowns
ASRC.DE vs. ZPR5.DE - Drawdown Comparison
The maximum ASRC.DE drawdown since its inception was -27.88%, which is greater than ZPR5.DE's maximum drawdown of -12.02%. Use the drawdown chart below to compare losses from any high point for ASRC.DE and ZPR5.DE.
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Drawdown Indicators
| ASRC.DE | ZPR5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.88% | -12.02% | -15.86% |
Max Drawdown (1Y)Largest decline over 1 year | -4.48% | -1.83% | -2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -7.53% | -2.79% | -4.74% |
Max Drawdown (5Y)Largest decline over 5 years | -27.88% | -12.02% | -15.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.02% | — |
Current DrawdownCurrent decline from peak | -0.30% | -0.18% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -2.07% | -7.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 0.44% | +0.70% |
Volatility
ASRC.DE vs. ZPR5.DE - Volatility Comparison
BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.DE) has a higher volatility of 1.92% compared to SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (ZPR5.DE) at 0.93%. This indicates that ASRC.DE's price experiences larger fluctuations and is considered to be riskier than ZPR5.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.DE | ZPR5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.92% | 0.93% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 4.52% | 2.87% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.39% | 4.06% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.33% | 5.80% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.25% | 5.87% | +2.38% |
ASRC.DE vs. ZPR5.DE - Expense Ratio Comparison
ASRC.DE has a 0.25% expense ratio, which is lower than ZPR5.DE's 0.42% expense ratio.
Dividends
ASRC.DE vs. ZPR5.DE - Dividend Comparison
ASRC.DE has not paid dividends to shareholders, while ZPR5.DE's dividend yield for the trailing twelve months is around 4.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASRC.DE BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZPR5.DE SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | 4.83% | 5.10% | 4.16% | 3.16% | 2.54% | 2.63% | 3.53% | 3.34% | 2.73% | 3.18% | 2.72% | 1.83% |
Frequently Asked Questions
ASRC.DE and ZPR5.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ASRC.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ASRC.DE is cheaper with a 0.25% expense ratio, compared with 0.42% for ZPR5.DE.
ASRC.DE tracks JP Morgan ESG EMBI Global Diversified, while ZPR5.DE tracks ICE BofA Emerging Markets USD Government Bond 0-5 ex-144a. They also come from different issuers: BNP Paribas and State Street. Their fees differ too: 0.25% for ASRC.DE and 0.42% for ZPR5.DE.
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