ASRI.DE vs. JREB.DE
ASRI.DE (BNP Paribas Easy EUR Corporate Bond SRI PAB UCITS ETF Acc) and JREB.DE (JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF) are both European Corporate Bonds funds - ASRI.DE tracks the Bloomberg MSCI Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB while JREB.DE tracks the JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, ASRI.DE returned -0.54%/yr vs -0.00%/yr for JREB.DE. Their correlation of 0.82 suggests significant overlap in exposure. ASRI.DE charges 0.20%/yr vs 0.04%/yr for JREB.DE.
Performance
ASRI.DE vs. JREB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ASRI.DE achieves a 0.38% return, which is significantly lower than JREB.DE's 0.56% 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*
- —
JREB.DE
- 1D
- 0.04%
- 1M
- -0.52%
- 6M
- 0.07%
- YTD
- 0.56%
- 1Y
- 1.58%
- 3Y*
- 4.50%
- 5Y*
- -0.00%
- 10Y*
- —
ASRI.DE vs. JREB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
JREB.DE JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF | 0.56% | 3.15% | 4.24% | 7.62% | -13.22% | -1.05% | 2.29% | 6.36% |
Correlation
The correlation between ASRI.DE and JREB.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2019 | 0.82 |
The correlation between ASRI.DE and JREB.DE shifts across timeframes, from 0.68 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ASRI.DE vs. JREB.DE — Risk / Return Rank
ASRI.DE
JREB.DE
ASRI.DE vs. JREB.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 JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.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.DE | JREB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.08 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | 0.51 | -0.08 |
| Martin ratioReturn relative to average drawdown | 1.34 | 1.60 | -0.26 |
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Drawdowns
ASRI.DE vs. JREB.DE - Drawdown Comparison
The maximum ASRI.DE drawdown since its inception was -19.07%, which is greater than JREB.DE's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for ASRI.DE and JREB.DE.
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Drawdown Indicators
| ASRI.DE | JREB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.07% | -17.22% | -1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -2.88% | -3.08% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -2.88% | -3.08% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -19.07% | -17.22% | -1.85% |
Current DrawdownCurrent decline from peak | -3.36% | -1.05% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -4.94% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 0.98% | -0.06% |
Volatility
ASRI.DE vs. JREB.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 JPMorgan EUR Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JREB.DE) at 0.73%. This indicates that ASRI.DE's price experiences larger fluctuations and is considered to be riskier than JREB.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.DE | JREB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 0.73% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 3.18% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.38% | 3.65% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.14% | 4.47% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.45% | 4.96% | +0.49% |
ASRI.DE vs. JREB.DE - Expense Ratio Comparison
ASRI.DE has a 0.20% expense ratio, which is higher than JREB.DE's 0.04% 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. JREB.DE - Dividend Comparison
Neither ASRI.DE nor JREB.DE has paid dividends to shareholders.
Frequently Asked Questions
ASRI.DE and JREB.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREB.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREB.DE is cheaper with a 0.04% expense ratio, compared with 0.20% for ASRI.DE.
ASRI.DE tracks Bloomberg MSCI Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB, while JREB.DE tracks JP Morgan EUR Corporate Bond Research Enhanced Index (ESG). They also come from different issuers: BNP Paribas and JPMorgan. Their fees differ too: 0.20% for ASRI.DE and 0.04% for JREB.DE.
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