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ASRE.DE vs. ESAD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASRE.DE vs. ESAD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF (ASRE.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.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, ASRE.DE achieves a -0.12% return, which is significantly lower than ESAD.DE's 7.67% return.


ASRE.DE

1D
0.06%
1M
0.36%
YTD
-0.12%
6M
-0.11%
1Y
0.35%
3Y*
2.70%
5Y*
-0.36%
10Y*

ESAD.DE

1D
0.00%
1M
-0.65%
YTD
7.67%
6M
6.84%
1Y
7.43%
3Y*
4.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASRE.DE vs. ESAD.DE - Yearly Performance Comparison


Correlation

The correlation between ASRE.DE and ESAD.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

0.28

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Return for Risk

ASRE.DE vs. ESAD.DE — Risk / Return Rank

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

ASRE.DE
ASRE.DE Risk / Return Rank: 1010
Overall Rank
ASRE.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ASRE.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
ASRE.DE Omega Ratio Rank: 1010
Omega Ratio Rank
ASRE.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
ASRE.DE Martin Ratio Rank: 1111
Martin Ratio Rank

ESAD.DE
ESAD.DE Risk / Return Rank: 2020
Overall Rank
ESAD.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ESAD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
ESAD.DE Omega Ratio Rank: 1818
Omega Ratio Rank
ESAD.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
ESAD.DE Martin Ratio Rank: 2222
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.

ASRE.DE vs. ESAD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF (ASRE.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.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.


ASRE.DEESAD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.03

1.12

-0.09

Calmar ratioReturn relative to maximum drawdown

0.15

0.90

-0.75

Martin ratioReturn relative to average drawdown

0.41

2.70

-2.29

ASRE.DE vs. ESAD.DE - Sharpe Ratio Comparison

The current ASRE.DE Sharpe Ratio is 0.14, which is lower than the ESAD.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ASRE.DE and ESAD.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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Sharpe Ratios by Period


ASRE.DEESAD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.63

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

-0.12

+0.02

Drawdowns

ASRE.DE vs. ESAD.DE - Drawdown Comparison

The maximum ASRE.DE drawdown since its inception was -12.01%, smaller than the maximum ESAD.DE drawdown of -30.37%. Use the drawdown chart below to compare losses from any high point for ASRE.DE and ESAD.DE.


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Drawdown Indicators


ASRE.DEESAD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.01%

-30.37%

+18.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.40%

-8.26%

+5.86%

Max Drawdown (3Y)

Largest decline over 3 years

-2.40%

-17.22%

+14.82%

Max Drawdown (5Y)

Largest decline over 5 years

-12.01%

Current Drawdown

Current decline from peak

-2.42%

-11.52%

+9.10%

Average Drawdown

Average peak-to-trough decline

-5.22%

-17.56%

+12.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

2.75%

-1.90%

Volatility

ASRE.DE vs. ESAD.DE - Volatility Comparison

The current volatility for BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF (ASRE.DE) is 1.03%, while BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) has a volatility of 2.98%. This indicates that ASRE.DE experiences smaller price fluctuations and is considered to be less risky than ESAD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASRE.DEESAD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

2.98%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

9.07%

-6.79%

Volatility (1Y)

Calculated over the trailing 1-year period

2.57%

11.74%

-9.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.60%

14.78%

-11.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

14.78%

-11.26%

ASRE.DE vs. ESAD.DE - Expense Ratio Comparison

ASRE.DE has a 0.15% expense ratio, which is lower than ESAD.DE's 0.41% expense ratio.


Dividends

ASRE.DE vs. ESAD.DE - Dividend Comparison

Neither ASRE.DE nor ESAD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ASRE.DE and ESAD.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ASRE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASRE.DE is cheaper with a 0.15% expense ratio, compared with 0.41% for ESAD.DE.

ASRE.DE is categorized as European Government Bonds, while ESAD.DE is REIT. ASRE.DE tracks J.P. Morgan ESG EMU Government Bond IG 3-5 Year, while ESAD.DE tracks FTSE EPRA Nareit Developed Green EU CTB. Their fees differ too: 0.15% for ASRE.DE and 0.41% for ESAD.DE.

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