ASRD.DE vs. ESEA.DE
ASRD.DE (BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged) and ESEA.DE (BNP Paribas Easy S&P 500 UCITS ETF) are both exchange-traded funds - ASRD.DE is a Emerging Markets Bonds fund tracking the JP Morgan ESG EMBI Global Diversified (EUR Hedged), while ESEA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, ASRD.DE returned -0.44%/yr vs 14.54%/yr for ESEA.DE. At a 0.26 correlation, their price movements are largely independent. ASRD.DE charges 0.25%/yr vs 0.15%/yr for ESEA.DE.
Performance
ASRD.DE vs. ESEA.DE - Performance Comparison
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Different Trading Currencies
ASRD.DE is traded in EUR, while ESEA.DE is traded in USD. To make them comparable, the ESEA.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ASRD.DE achieves a 0.59% return, which is significantly lower than ESEA.DE's 11.31% return.
ASRD.DE
- 1D
- 0.37%
- 1M
- 0.84%
- YTD
- 0.59%
- 6M
- 1.27%
- 1Y
- 8.54%
- 3Y*
- 6.91%
- 5Y*
- -0.44%
- 10Y*
- —
ESEA.DE
- 1D
- -0.11%
- 1M
- 5.20%
- YTD
- 11.31%
- 6M
- 11.29%
- 1Y
- 25.47%
- 3Y*
- 18.80%
- 5Y*
- 14.54%
- 10Y*
- —
ASRD.DE vs. ESEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ASRD.DE BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged | 0.59% | 11.16% | 3.52% | 6.69% | -19.97% | 0.96% |
ESEA.DE BNP Paribas Easy S&P 500 UCITS ETF | 11.31% | 4.18% | 32.44% | 22.22% | -14.52% | 34.82% |
Correlation
The correlation between ASRD.DE and ESEA.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2021 | 0.26 |
The correlation between ASRD.DE and ESEA.DE shifts across timeframes, from 0.25 (3 years) to 0.37 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ASRD.DE vs. ESEA.DE — Risk / Return Rank
ASRD.DE
ESEA.DE
ASRD.DE vs. ESEA.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 BNP Paribas Easy S&P 500 UCITS ETF (ESEA.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.
| ASRD.DE | ESEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.38 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 3.53 | -1.75 |
| Martin ratioReturn relative to average drawdown | 6.57 | 12.07 | -5.51 |
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
| ASRD.DE | ESEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 2.04 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.90 | -0.95 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.88 | -0.88 |
Drawdowns
ASRD.DE vs. ESEA.DE - Drawdown Comparison
The maximum ASRD.DE drawdown since its inception was -29.54%, smaller than the maximum ESEA.DE drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for ASRD.DE and ESEA.DE.
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Drawdown Indicators
| ASRD.DE | ESEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.54% | -33.64% | +4.10% |
Max Drawdown (1Y)Largest decline over 1 year | -4.77% | -7.19% | +2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -8.03% | -22.79% | +14.76% |
Max Drawdown (5Y)Largest decline over 5 years | -29.54% | -22.79% | -6.75% |
Current DrawdownCurrent decline from peak | -4.16% | -0.41% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -13.13% | -4.87% | -8.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 2.10% | -0.80% |
Volatility
ASRD.DE vs. ESEA.DE - Volatility Comparison
The current volatility for BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged (ASRD.DE) is 1.86%, while BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE) has a volatility of 3.03%. This indicates that ASRD.DE experiences smaller price fluctuations and is considered to be less risky than ESEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASRD.DE | ESEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.86% | 3.03% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 4.97% | 8.65% | -3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.97% | 12.45% | -6.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.06% | 15.91% | -6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.96% | 17.81% | -8.85% |
ASRD.DE vs. ESEA.DE - Expense Ratio Comparison
ASRD.DE has a 0.25% expense ratio, which is higher than ESEA.DE's 0.15% 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
ASRD.DE vs. ESEA.DE - Dividend Comparison
ASRD.DE has not paid dividends to shareholders, while ESEA.DE's dividend yield for the trailing twelve months is around 1.06%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ASRD.DE BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ESEA.DE BNP Paribas Easy S&P 500 UCITS ETF | 1.06% | 0.76% | 0.65% | 0.00% | 1.08% | 0.64% | 0.67% |
Frequently Asked Questions
ASRD.DE and ESEA.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESEA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESEA.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for ASRD.DE.
ASRD.DE is categorized as Emerging Markets Bonds, while ESEA.DE is S&P 500. ASRD.DE tracks JP Morgan ESG EMBI Global Diversified (EUR Hedged), while ESEA.DE tracks S&P 500 Index. Their fees differ too: 0.25% for ASRD.DE and 0.15% for ESEA.DE.
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