ASRD.DE vs. IS02.DE
ASRD.DE (BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged) and IS02.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)) are both Emerging Markets Bonds funds - ASRD.DE tracks the JP Morgan ESG EMBI Global Diversified (EUR Hedged) while IS02.DE tracks the JP Morgan EMBI Global Core. Both are passively managed. Over the past 5 years, ASRD.DE returned -0.44%/yr vs 2.88%/yr for IS02.DE. A 0.51 correlation means they provide meaningful diversification when combined. ASRD.DE charges 0.25%/yr vs 0.45%/yr for IS02.DE.
Performance
ASRD.DE vs. IS02.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ASRD.DE achieves a 0.59% return, which is significantly lower than IS02.DE's 2.97% 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*
- —
IS02.DE
- 1D
- 0.11%
- 1M
- 1.71%
- YTD
- 2.97%
- 6M
- 2.72%
- 1Y
- 9.38%
- 3Y*
- 6.78%
- 5Y*
- 2.88%
- 10Y*
- —
ASRD.DE vs. IS02.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% |
IS02.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) | 2.97% | 1.10% | 11.83% | 6.71% | -13.12% | 8.54% |
Correlation
The correlation between ASRD.DE and IS02.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2021 | 0.51 |
The correlation between ASRD.DE and IS02.DE has been stable across timeframes, ranging from 0.41 to 0.51 - a consistent structural relationship.
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Return for Risk
ASRD.DE vs. IS02.DE — Risk / Return Rank
ASRD.DE
IS02.DE
ASRD.DE vs. IS02.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 iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.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 | IS02.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.30 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 3.11 | -1.33 |
| Martin ratioReturn relative to average drawdown | 6.57 | 8.98 | -2.42 |
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 | IS02.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.57 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.33 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.27 | -0.28 |
Drawdowns
ASRD.DE vs. IS02.DE - Drawdown Comparison
The maximum ASRD.DE drawdown since its inception was -29.54%, which is greater than IS02.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for ASRD.DE and IS02.DE.
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Drawdown Indicators
| ASRD.DE | IS02.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.54% | -16.21% | -13.33% |
Max Drawdown (1Y)Largest decline over 1 year | -4.77% | -3.00% | -1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -8.03% | -12.85% | +4.82% |
Max Drawdown (5Y)Largest decline over 5 years | -29.54% | -16.21% | -13.33% |
Current DrawdownCurrent decline from peak | -4.16% | 0.00% | -4.16% |
Average DrawdownAverage peak-to-trough decline | -13.13% | -5.92% | -7.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 1.04% | +0.26% |
Volatility
ASRD.DE vs. IS02.DE - Volatility Comparison
BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged (ASRD.DE) has a higher volatility of 1.86% compared to iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) at 1.19%. This indicates that ASRD.DE's price experiences larger fluctuations and is considered to be riskier than IS02.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 | IS02.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.86% | 1.19% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 4.97% | 3.97% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.97% | 5.94% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.06% | 8.53% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.96% | 8.34% | +0.62% |
ASRD.DE vs. IS02.DE - Expense Ratio Comparison
ASRD.DE has a 0.25% expense ratio, which is lower than IS02.DE's 0.45% expense ratio.
Dividends
ASRD.DE vs. IS02.DE - Dividend Comparison
Neither ASRD.DE nor IS02.DE has paid dividends to shareholders.
Frequently Asked Questions
ASRD.DE and IS02.DE have a correlation of 0.41, 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 0.45% for IS02.DE.
ASRD.DE tracks JP Morgan ESG EMBI Global Diversified (EUR Hedged), while IS02.DE tracks JP Morgan EMBI Global Core. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.25% for ASRD.DE and 0.45% for IS02.DE.
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