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ASRF.DE vs. EUHI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASRF.DE vs. EUHI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) and PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist (EUHI.DE). The values are adjusted to include any dividend payments, if applicable.

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ASRF.DE vs. EUHI.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ASRF.DE
BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc
-1.03%4.66%6.57%11.42%-11.08%1.06%
EUHI.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist
-1.03%5.05%6.16%10.11%-8.21%1.37%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with ASRF.DE at -1.03% and EUHI.DE at -1.03%.


ASRF.DE

1D
1.13%
1M
-1.12%
YTD
-1.03%
6M
0.15%
1Y
3.63%
3Y*
6.40%
5Y*
10Y*

EUHI.DE

1D
0.92%
1M
-1.59%
YTD
-1.03%
6M
-0.11%
1Y
3.07%
3Y*
5.86%
5Y*
2.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASRF.DE vs. EUHI.DE - Expense Ratio Comparison

ASRF.DE has a 0.25% expense ratio, which is lower than EUHI.DE's 0.50% expense ratio.


Return for Risk

ASRF.DE vs. EUHI.DE — Risk / Return Rank

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

ASRF.DE
ASRF.DE Risk / Return Rank: 4040
Overall Rank
ASRF.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ASRF.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
ASRF.DE Omega Ratio Rank: 4040
Omega Ratio Rank
ASRF.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
ASRF.DE Martin Ratio Rank: 4343
Martin Ratio Rank

EUHI.DE
EUHI.DE Risk / Return Rank: 4444
Overall Rank
EUHI.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EUHI.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
EUHI.DE Omega Ratio Rank: 4646
Omega Ratio Rank
EUHI.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
EUHI.DE Martin Ratio Rank: 4646
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.

ASRF.DE vs. EUHI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) and PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist (EUHI.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.


ASRF.DEEUHI.DEDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.89

-0.07

Sortino ratio

Return per unit of downside risk

1.19

1.29

-0.10

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.03

1.11

-0.08

Martin ratio

Return relative to average drawdown

4.51

4.93

-0.42

ASRF.DE vs. EUHI.DE - Sharpe Ratio Comparison

The current ASRF.DE Sharpe Ratio is 0.82, which is comparable to the EUHI.DE Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of ASRF.DE and EUHI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ASRF.DEEUHI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.89

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.36

+0.03

Correlation

The correlation between ASRF.DE and EUHI.DE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ASRF.DE vs. EUHI.DE - Dividend Comparison

ASRF.DE has not paid dividends to shareholders, while EUHI.DE's dividend yield for the trailing twelve months is around 4.48%.


TTM202520242023202220212020201920182017
ASRF.DE
BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUHI.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist
4.48%4.47%4.75%4.15%3.10%2.54%2.61%2.59%2.03%0.17%

Drawdowns

ASRF.DE vs. EUHI.DE - Drawdown Comparison

The maximum ASRF.DE drawdown since its inception was -16.76%, smaller than the maximum EUHI.DE drawdown of -21.68%. Use the drawdown chart below to compare losses from any high point for ASRF.DE and EUHI.DE.


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Drawdown Indicators


ASRF.DEEUHI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.76%

-21.68%

+4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-2.85%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

Current Drawdown

Current decline from peak

-1.85%

-1.83%

-0.02%

Average Drawdown

Average peak-to-trough decline

-4.37%

-2.45%

-1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

0.64%

+0.11%

Volatility

ASRF.DE vs. EUHI.DE - Volatility Comparison

BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) has a higher volatility of 2.05% compared to PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist (EUHI.DE) at 1.57%. This indicates that ASRF.DE's price experiences larger fluctuations and is considered to be riskier than EUHI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASRF.DEEUHI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

1.57%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

2.11%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

3.43%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.85%

4.46%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.85%

6.25%

-0.40%