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ASRD.DE vs. EM1C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASRD.DE vs. EM1C.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 EUR Hedged (ASRD.DE) and VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASRD.DE achieves a 1.12% return, which is significantly lower than EM1C.DE's 4.70% return.


ASRD.DE

1D
0.00%
1M
1.40%
YTD
1.12%
6M
1.06%
1Y
8.28%
3Y*
6.66%
5Y*
-0.38%
10Y*

EM1C.DE

1D
0.31%
1M
2.78%
YTD
4.70%
6M
5.14%
1Y
10.45%
3Y*
4.89%
5Y*
2.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASRD.DE vs. EM1C.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ASRD.DE
BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged
1.12%11.16%3.52%6.69%-19.97%-1.25%
EM1C.DE
VanEck J.P. Morgan EM Local Currency Bond UCITS ETF
4.70%4.52%3.70%6.43%-4.55%-3.24%

Correlation

The correlation between ASRD.DE and EM1C.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2021

0.27

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Return for Risk

ASRD.DE vs. EM1C.DE — Risk / Return Rank

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

ASRD.DE
ASRD.DE Risk / Return Rank: 4444
Overall Rank
ASRD.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ASRD.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
ASRD.DE Omega Ratio Rank: 4444
Omega Ratio Rank
ASRD.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
ASRD.DE Martin Ratio Rank: 4343
Martin Ratio Rank

EM1C.DE
EM1C.DE Risk / Return Rank: 7272
Overall Rank
EM1C.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EM1C.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EM1C.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EM1C.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
EM1C.DE Martin Ratio Rank: 6464
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.

ASRD.DE vs. EM1C.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 EUR Hedged (ASRD.DE) and VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.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.


ASRD.DEEM1C.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.26

1.39

-0.13

Calmar ratioReturn relative to maximum drawdown

1.73

3.04

-1.31

Martin ratioReturn relative to average drawdown

6.24

10.21

-3.97

ASRD.DE vs. EM1C.DE - Sharpe Ratio Comparison

The current ASRD.DE Sharpe Ratio is 1.38, which is lower than the EM1C.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of ASRD.DE and EM1C.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ASRD.DE vs. EM1C.DE - Drawdown Comparison

The maximum ASRD.DE drawdown since its inception was -29.54%, which is greater than EM1C.DE's maximum drawdown of -23.47%. Use the drawdown chart below to compare losses from any high point for ASRD.DE and EM1C.DE.


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Drawdown Indicators


ASRD.DEEM1C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.54%

-23.47%

-6.07%

Max Drawdown (1Y)

Largest decline over 1 year

-4.77%

-3.43%

-1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-8.03%

-7.21%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-29.54%

-8.70%

-20.84%

Current Drawdown

Current decline from peak

-3.66%

-2.75%

-0.91%

Average Drawdown

Average peak-to-trough decline

-12.88%

-13.90%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

1.02%

+0.30%

Volatility

ASRD.DE vs. EM1C.DE - Volatility Comparison

BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged (ASRD.DE) and VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.DE) have volatilities of 1.33% and 1.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASRD.DEEM1C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

1.32%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

5.00%

4.27%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

5.97%

5.09%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.05%

7.05%

+2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.87%

10.13%

-1.26%

ASRD.DE vs. EM1C.DE - Expense Ratio Comparison

ASRD.DE has a 0.25% expense ratio, which is lower than EM1C.DE's 0.30% expense ratio.


Dividends

ASRD.DE vs. EM1C.DE - Dividend Comparison

Neither ASRD.DE nor EM1C.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ASRD.DE and EM1C.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ASRD.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASRD.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for EM1C.DE.

ASRD.DE tracks JP Morgan ESG EMBI Global Diversified (EUR Hedged), while EM1C.DE tracks JP Morgan GBI-Emerging Markets Global Core. They also come from different issuers: BNP Paribas and VanEck. Their fees differ too: 0.25% for ASRD.DE and 0.30% for EM1C.DE.

Portfolio Optimizer

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