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ASRF.DE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASRF.DE and VOO is 0.43, 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.


-0.50.00.51.00.4

Performance

ASRF.DE vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.87%
5.77%
ASRF.DE
VOO

Key characteristics

Sharpe Ratio

ASRF.DE:

1.68

VOO:

2.06

Sortino Ratio

ASRF.DE:

2.48

VOO:

2.75

Omega Ratio

ASRF.DE:

1.31

VOO:

1.38

Calmar Ratio

ASRF.DE:

2.47

VOO:

3.07

Martin Ratio

ASRF.DE:

16.63

VOO:

13.32

Ulcer Index

ASRF.DE:

0.42%

VOO:

1.95%

Daily Std Dev

ASRF.DE:

4.10%

VOO:

12.59%

Max Drawdown

ASRF.DE:

-16.77%

VOO:

-33.99%

Current Drawdown

ASRF.DE:

-0.58%

VOO:

-2.67%

Returns By Period

In the year-to-date period, ASRF.DE achieves a -0.48% return, which is significantly lower than VOO's 0.62% return.


ASRF.DE

YTD

-0.48%

1M

-0.22%

6M

4.04%

1Y

7.13%

5Y*

N/A

10Y*

N/A

VOO

YTD

0.62%

1M

-2.16%

6M

5.77%

1Y

26.25%

5Y*

14.43%

10Y*

13.25%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ASRF.DE vs. VOO - Expense Ratio Comparison

ASRF.DE has a 0.25% expense ratio, which is higher than VOO's 0.03% 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%.


ASRF.DE
BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc
Expense ratio chart for ASRF.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

ASRF.DE vs. VOO — Risk-Adjusted Performance Rank

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

ASRF.DE
The Risk-Adjusted Performance Rank of ASRF.DE is 7676
Overall Rank
The Sharpe Ratio Rank of ASRF.DE is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ASRF.DE is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ASRF.DE is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ASRF.DE is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ASRF.DE is 9090
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ASRF.DE vs. VOO - Risk-Adjusted Performance 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 Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for ASRF.DE, currently valued at 0.20, compared to the broader market0.002.004.000.202.11
The chart of Sortino ratio for ASRF.DE, currently valued at 0.33, compared to the broader market-2.000.002.004.006.008.0010.000.332.81
The chart of Omega ratio for ASRF.DE, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.40
The chart of Calmar ratio for ASRF.DE, currently valued at 0.11, compared to the broader market0.005.0010.0015.000.113.14
The chart of Martin ratio for ASRF.DE, currently valued at 0.59, compared to the broader market0.0020.0040.0060.0080.00100.000.5913.63
ASRF.DE
VOO

The current ASRF.DE Sharpe Ratio is 1.68, which is comparable to the VOO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of ASRF.DE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.20
2.11
ASRF.DE
VOO

Dividends

ASRF.DE vs. VOO - Dividend Comparison

ASRF.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.


TTM20242023202220212020201920182017201620152014
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%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ASRF.DE vs. VOO - Drawdown Comparison

The maximum ASRF.DE drawdown since its inception was -16.77%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ASRF.DE and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.92%
-2.67%
ASRF.DE
VOO

Volatility

ASRF.DE vs. VOO - Volatility Comparison

The current volatility for BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) is 2.67%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.43%. This indicates that ASRF.DE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
2.67%
4.43%
ASRF.DE
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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