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ASRG.DE vs. ASRM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASRG.DE vs. ASRM.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 Dis (ASRG.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF (ASRM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ASRG.DE

1D
0.16%
1M
0.58%
YTD
0.92%
6M
1.45%
1Y
3.89%
3Y*
6.79%
5Y*
2.27%
10Y*

ASRM.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASRG.DE vs. ASRM.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ASRG.DE
BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Dis
0.92%5.01%6.41%11.23%-11.07%1.62%
ASRM.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF
0.00%0.00%-78.40%-3.99%-3.83%11.51%

Correlation

The correlation between ASRG.DE and ASRM.DE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

-0.02

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

0.01

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2021

0.01

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Return for Risk

ASRG.DE vs. ASRM.DE — Risk / Return Rank

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

ASRG.DE
ASRG.DE Risk / Return Rank: 2626
Overall Rank
ASRG.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ASRG.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ASRG.DE Omega Ratio Rank: 2323
Omega Ratio Rank
ASRG.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
ASRG.DE Martin Ratio Rank: 3030
Martin Ratio Rank

ASRM.DE
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.

ASRG.DE vs. ASRM.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 Dis (ASRG.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF (ASRM.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.


ASRG.DEASRM.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.08

Martin ratioReturn relative to average drawdown

4.36

ASRG.DE vs. ASRM.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ASRG.DEASRM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

Drawdowns

ASRG.DE vs. ASRM.DE - Drawdown Comparison


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Drawdown Indicators


ASRG.DEASRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-16.66%

Current Drawdown

Current decline from peak

-0.05%

Average Drawdown

Average peak-to-trough decline

-3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

Volatility

ASRG.DE vs. ASRM.DE - Volatility Comparison


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Volatility by Period


ASRG.DEASRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.44%

ASRG.DE vs. ASRM.DE - Expense Ratio Comparison

ASRG.DE has a 0.25% expense ratio, which is lower than ASRM.DE's 0.40% expense ratio.


Dividends

ASRG.DE vs. ASRM.DE - Dividend Comparison

ASRG.DE's dividend yield for the trailing twelve months is around 3.95%, while ASRM.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
ASRG.DE
BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Dis
3.95%4.69%5.97%2.99%3.91%
ASRM.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ASRG.DE and ASRM.DE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ASRG.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASRG.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for ASRM.DE.

ASRG.DE is categorized as European High Yield Bonds, while ASRM.DE is REIT. ASRG.DE tracks Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel, while ASRM.DE tracks FTSE EPRA Nareit Developed Green EU CTB. Their fees differ too: 0.25% for ASRG.DE and 0.40% for ASRM.DE.

Portfolio Optimizer

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