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

Performance

ASRF.DE vs. XHYG.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 EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.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 lower than XHYG.DE's 1.00% 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*

XHYG.DE

1D
0.08%
1M
1.03%
YTD
1.00%
6M
1.40%
1Y
3.45%
3Y*
6.42%
5Y*
2.78%
10Y*
3.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASRF.DE vs. XHYG.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%
XHYG.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D
1.00%4.63%6.16%11.48%-8.51%0.78%

Correlation

The correlation between ASRF.DE and XHYG.DE is 0.69, 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

0.69

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

0.64

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

0.68

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

0.68

The correlation between ASRF.DE and XHYG.DE has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.

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Return for Risk

ASRF.DE vs. XHYG.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

XHYG.DE
XHYG.DE Risk / Return Rank: 2929
Overall Rank
XHYG.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XHYG.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
XHYG.DE Omega Ratio Rank: 3030
Omega Ratio Rank
XHYG.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
XHYG.DE Martin Ratio Rank: 3535
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. XHYG.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 EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.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.DEXHYG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.18

1.20

-0.01

Calmar ratioReturn relative to maximum drawdown

1.09

1.22

-0.13

Martin ratioReturn relative to average drawdown

4.34

5.17

-0.84

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

The current ASRF.DE Sharpe Ratio is 0.93, which is comparable to the XHYG.DE Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of ASRF.DE and XHYG.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.DEXHYG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.97

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.51

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.44

+0.01

Drawdowns

ASRF.DE vs. XHYG.DE - Drawdown Comparison

The maximum ASRF.DE drawdown since its inception was -16.76%, smaller than the maximum XHYG.DE drawdown of -24.00%. Use the drawdown chart below to compare losses from any high point for ASRF.DE and XHYG.DE.


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Drawdown Indicators


ASRF.DEXHYG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.76%

-24.00%

+7.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-2.81%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-3.86%

-3.64%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-16.76%

-14.54%

-2.22%

Max Drawdown (10Y)

Largest decline over 10 years

-24.00%

Current Drawdown

Current decline from peak

-0.34%

-0.11%

-0.23%

Average Drawdown

Average peak-to-trough decline

-4.24%

-2.34%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.67%

+0.15%

Volatility

ASRF.DE vs. XHYG.DE - Volatility Comparison

The current volatility for BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) is 1.05%, while Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.DE) has a volatility of 1.15%. This indicates that ASRF.DE experiences smaller price fluctuations and is considered to be less risky than XHYG.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.DEXHYG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

1.15%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

3.10%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

3.53%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.85%

5.45%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.83%

7.17%

-1.34%

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

ASRF.DE has a 0.25% expense ratio, which is higher than XHYG.DE's 0.20% 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%.


Dividends

ASRF.DE vs. XHYG.DE - Dividend Comparison

ASRF.DE has not paid dividends to shareholders, while XHYG.DE's dividend yield for the trailing twelve months is around 4.93%.


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%
XHYG.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D
4.93%4.75%5.48%3.95%3.70%5.75%2.27%3.54%5.11%3.71%1.25%

Frequently Asked Questions


ASRF.DE and XHYG.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XHYG.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XHYG.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for ASRF.DE.

ASRF.DE tracks Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel, while XHYG.DE tracks Bloomberg Pan Euro HY Euro TR EUR. They also come from different issuers: BNP Paribas and Xtrackers. Their fees differ too: 0.25% for ASRF.DE and 0.20% for XHYG.DE.

Portfolio Optimizer

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