ASRE.DE vs. JSRI.DE
ASRE.DE (BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF) and JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) are both exchange-traded funds - ASRE.DE is a European Government Bonds fund tracking the J.P. Morgan ESG EMU Government Bond IG 3-5 Year, while JSRI.DE is a Japan Equities fund tracking the MSCI Japan SRI S-Series PAB 5% Capped. Both are passively managed. Over the past 5 years, ASRE.DE returned -0.36%/yr vs 2.34%/yr for JSRI.DE. At a 0.18 correlation, their price movements are largely independent. ASRE.DE charges 0.15%/yr vs 0.25%/yr for JSRI.DE.
Performance
ASRE.DE vs. JSRI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ASRE.DE achieves a -0.12% return, which is significantly lower than JSRI.DE's 7.00% 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*
- —
JSRI.DE
- 1D
- -0.56%
- 1M
- 3.33%
- YTD
- 7.00%
- 6M
- 6.81%
- 1Y
- 10.29%
- 3Y*
- 2.63%
- 5Y*
- 2.34%
- 10Y*
- —
ASRE.DE vs. JSRI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ASRE.DE BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF | -0.12% | 2.42% | 2.13% | 5.11% | -9.94% | -0.79% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 7.00% | 3.81% | 1.12% | 10.63% | -16.21% | 2.30% |
Correlation
The correlation between ASRE.DE and JSRI.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2021 | 0.18 |
The correlation between ASRE.DE and JSRI.DE shifts across timeframes, from 0.18 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ASRE.DE vs. JSRI.DE — Risk / Return Rank
ASRE.DE
JSRI.DE
ASRE.DE vs. JSRI.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 MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.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.DE | JSRI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.12 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 0.98 | -0.84 |
| Martin ratioReturn relative to average drawdown | 0.41 | 2.86 | -2.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ASRE.DE | JSRI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 0.59 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.15 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.24 | -0.35 |
Drawdowns
ASRE.DE vs. JSRI.DE - Drawdown Comparison
The maximum ASRE.DE drawdown since its inception was -12.01%, smaller than the maximum JSRI.DE drawdown of -26.30%. Use the drawdown chart below to compare losses from any high point for ASRE.DE and JSRI.DE.
Loading charts...
Drawdown Indicators
| ASRE.DE | JSRI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.01% | -26.30% | +14.29% |
Max Drawdown (1Y)Largest decline over 1 year | -2.40% | -10.41% | +8.01% |
Max Drawdown (3Y)Largest decline over 3 years | -2.40% | -16.33% | +13.93% |
Max Drawdown (5Y)Largest decline over 5 years | -12.01% | -22.37% | +10.36% |
Current DrawdownCurrent decline from peak | -2.42% | -2.61% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -9.43% | +4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 3.59% | -2.74% |
Volatility
ASRE.DE vs. JSRI.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 MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) has a volatility of 3.40%. This indicates that ASRE.DE experiences smaller price fluctuations and is considered to be less risky than JSRI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ASRE.DE | JSRI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | 3.40% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 13.83% | -11.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.57% | 17.46% | -14.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.60% | 15.85% | -12.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.52% | 16.77% | -13.25% |
ASRE.DE vs. JSRI.DE - Expense Ratio Comparison
ASRE.DE has a 0.15% expense ratio, which is lower than JSRI.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ASRE.DE vs. JSRI.DE - Dividend Comparison
ASRE.DE has not paid dividends to shareholders, while JSRI.DE's dividend yield for the trailing twelve months is around 2.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ASRE.DE BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 2.44% | 1.91% | 1.85% | 4.41% | 2.87% | 1.71% | 2.06% | 2.03% |
Frequently Asked Questions
ASRE.DE and JSRI.DE have a correlation of 0.34, 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 0.25% for JSRI.DE.
ASRE.DE is categorized as European Government Bonds, while JSRI.DE is Japan Equities. ASRE.DE tracks J.P. Morgan ESG EMU Government Bond IG 3-5 Year, while JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped. Their fees differ too: 0.15% for ASRE.DE and 0.25% for JSRI.DE.
Find the right allocation for ASRE.DE and JSRI.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer