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ASRF.DE vs. XHY1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASRF.DE vs. XHY1.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 Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.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, ASRF.DE achieves a 0.70% return, which is significantly higher than XHY1.DE's 0.57% return.


ASRF.DE

1D
0.10%
1M
1.10%
YTD
0.70%
6M
1.24%
1Y
3.56%
3Y*
6.65%
5Y*
2.26%
10Y*

XHY1.DE

1D
0.06%
1M
0.42%
YTD
0.57%
6M
0.99%
1Y
3.24%
3Y*
5.12%
5Y*
2.77%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASRF.DE vs. XHY1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ASRF.DE
BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc
0.70%4.66%6.57%11.42%-11.08%1.06%
XHY1.DE
Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF
0.57%4.80%5.09%6.88%-3.97%0.91%

Correlation

The correlation between ASRF.DE and XHY1.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2021

0.56

The correlation between ASRF.DE and XHY1.DE has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.

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Return for Risk

ASRF.DE vs. XHY1.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: 2727
Overall Rank
ASRF.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ASRF.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
ASRF.DE Omega Ratio Rank: 2727
Omega Ratio Rank
ASRF.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
ASRF.DE Martin Ratio Rank: 3030
Martin Ratio Rank

XHY1.DE
XHY1.DE Risk / Return Rank: 4444
Overall Rank
XHY1.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XHY1.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
XHY1.DE Omega Ratio Rank: 3838
Omega Ratio Rank
XHY1.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
XHY1.DE Martin Ratio Rank: 5858
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. XHY1.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 Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.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.DEXHY1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.18

1.25

-0.06

Calmar ratioReturn relative to maximum drawdown

1.09

2.26

-1.17

Martin ratioReturn relative to average drawdown

4.34

10.14

-5.80

ASRF.DE vs. XHY1.DE - Sharpe Ratio Comparison

The current ASRF.DE Sharpe Ratio is 0.93, which is comparable to the XHY1.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of ASRF.DE and XHY1.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


ASRF.DEXHY1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.26

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.62

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.31

+0.14

Drawdowns

ASRF.DE vs. XHY1.DE - Drawdown Comparison

The maximum ASRF.DE drawdown since its inception was -16.76%, smaller than the maximum XHY1.DE drawdown of -25.91%. Use the drawdown chart below to compare losses from any high point for ASRF.DE and XHY1.DE.


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Drawdown Indicators


ASRF.DEXHY1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.76%

-25.91%

+9.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-1.43%

-1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-3.86%

-2.78%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.76%

-8.53%

-8.23%

Max Drawdown (10Y)

Largest decline over 10 years

-25.91%

Current Drawdown

Current decline from peak

-0.34%

-0.12%

-0.22%

Average Drawdown

Average peak-to-trough decline

-4.24%

-1.55%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.32%

+0.50%

Volatility

ASRF.DE vs. XHY1.DE - Volatility Comparison

BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) has a higher volatility of 1.05% compared to Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.DE) at 0.63%. This indicates that ASRF.DE's price experiences larger fluctuations and is considered to be riskier than XHY1.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.DEXHY1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

0.63%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

2.03%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

2.56%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.85%

4.45%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.83%

7.54%

-1.71%

ASRF.DE vs. XHY1.DE - Expense Ratio Comparison

Both ASRF.DE and XHY1.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ASRF.DE vs. XHY1.DE - Dividend Comparison

ASRF.DE has not paid dividends to shareholders, while XHY1.DE's dividend yield for the trailing twelve months is around 4.02%.


PositionTTM2025202420232022202120202019201820172016
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%
XHY1.DE
Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF
4.02%3.93%5.53%6.87%4.97%5.12%2.95%1.78%1.35%3.10%3.14%

Frequently Asked Questions


ASRF.DE and XHY1.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ASRF.DE and XHY1.DE have the same expense ratio: 0.25% per year.

ASRF.DE tracks Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel, while XHY1.DE tracks iBoxx® EUR Liquid High Yield 1-3. They also come from different issuers: BNP Paribas and Xtrackers.

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