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ASRI.DE vs. EL48.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASRI.DE vs. EL48.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy EUR Corporate Bond SRI PAB UCITS ETF Acc (ASRI.DE) and Deka iBoxx EUR Liquid Germany Covered Diversified UCITS ETF (EL48.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, ASRI.DE achieves a 0.38% return, which is significantly higher than EL48.DE's 0.06% return.


ASRI.DE

1D
-0.09%
1M
-0.65%
6M
-0.19%
YTD
0.38%
1Y
1.24%
3Y*
4.37%
5Y*
-0.54%
10Y*

EL48.DE

1D
0.03%
1M
-0.46%
6M
-0.45%
YTD
0.06%
1Y
0.55%
3Y*
3.11%
5Y*
-1.40%
10Y*
-0.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASRI.DE vs. EL48.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ASRI.DE
BNP Paribas Easy EUR Corporate Bond SRI PAB UCITS ETF Acc
0.38%2.91%4.04%7.84%-15.08%-1.28%2.53%6.80%
EL48.DE
Deka iBoxx EUR Liquid Germany Covered Diversified UCITS ETF
0.06%2.29%2.96%5.22%-14.74%-2.30%1.63%2.44%

Correlation

The correlation between ASRI.DE and EL48.DE is 0.67, 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

0.67

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

0.64

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

0.72

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2019

0.62

The correlation between ASRI.DE and EL48.DE has been stable across timeframes, ranging from 0.62 to 0.72 - a consistent structural relationship.

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Return for Risk

ASRI.DE vs. EL48.DE — Risk / Return Rank

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

ASRI.DE
ASRI.DE Risk / Return Rank: 1515
Overall Rank
ASRI.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ASRI.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
ASRI.DE Omega Ratio Rank: 1414
Omega Ratio Rank
ASRI.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
ASRI.DE Martin Ratio Rank: 1717
Martin Ratio Rank

EL48.DE
EL48.DE Risk / Return Rank: 1212
Overall Rank
EL48.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EL48.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EL48.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EL48.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EL48.DE Martin Ratio Rank: 1313
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.

ASRI.DE vs. EL48.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy EUR Corporate Bond SRI PAB UCITS ETF Acc (ASRI.DE) and Deka iBoxx EUR Liquid Germany Covered Diversified UCITS ETF (EL48.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ASRI.DEEL48.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.07

1.04

+0.03

Calmar ratioReturn relative to maximum drawdown

0.43

0.24

+0.18

Martin ratioReturn relative to average drawdown

1.34

0.58

+0.76

ASRI.DE vs. EL48.DE - Sharpe Ratio Comparison

The current ASRI.DE Sharpe Ratio is 0.36, which is higher than the EL48.DE Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of ASRI.DE and EL48.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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Drawdowns

ASRI.DE vs. EL48.DE - Drawdown Comparison

The maximum ASRI.DE drawdown since its inception was -19.07%, roughly equal to the maximum EL48.DE drawdown of -18.24%. Use the drawdown chart below to compare losses from any high point for ASRI.DE and EL48.DE.


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Drawdown Indicators


ASRI.DEEL48.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.07%

-18.24%

-0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.22%

-0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-2.88%

-2.22%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-19.07%

-17.05%

-2.02%

Max Drawdown (10Y)

Largest decline over 10 years

-18.24%

Current Drawdown

Current decline from peak

-3.36%

-8.60%

+5.24%

Average Drawdown

Average peak-to-trough decline

-6.14%

-4.26%

-1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.93%

-0.01%

Volatility

ASRI.DE vs. EL48.DE - Volatility Comparison

BNP Paribas Easy EUR Corporate Bond SRI PAB UCITS ETF Acc (ASRI.DE) has a higher volatility of 0.88% compared to Deka iBoxx EUR Liquid Germany Covered Diversified UCITS ETF (EL48.DE) at 0.75%. This indicates that ASRI.DE's price experiences larger fluctuations and is considered to be riskier than EL48.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASRI.DEEL48.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

0.75%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

2.17%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

2.50%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.14%

4.16%

+0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.45%

3.23%

+2.22%

ASRI.DE vs. EL48.DE - Expense Ratio Comparison

ASRI.DE has a 0.20% expense ratio, which is higher than EL48.DE's 0.09% 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

ASRI.DE vs. EL48.DE - Dividend Comparison

ASRI.DE has not paid dividends to shareholders, while EL48.DE's dividend yield for the trailing twelve months is around 2.27%.


PositionTTM20252024202320222021202020192018201720162015
ASRI.DE
BNP Paribas Easy EUR Corporate Bond SRI PAB 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%
EL48.DE
Deka iBoxx EUR Liquid Germany Covered Diversified UCITS ETF
2.27%2.45%1.70%1.66%0.19%0.15%0.19%0.28%0.28%0.87%0.90%0.94%

Frequently Asked Questions


ASRI.DE and EL48.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EL48.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL48.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for ASRI.DE.

ASRI.DE tracks Bloomberg MSCI Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB, while EL48.DE tracks iBoxx® EUR Liquid Germany Covered Diversified. They also come from different issuers: BNP Paribas and Deka. Their fees differ too: 0.20% for ASRI.DE and 0.09% for EL48.DE.

Portfolio Optimizer

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