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

Performance

ASRM.DE vs. ETSZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF (ASRM.DE) and BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
ASRM.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF
0.00%0.00%-78.40%-3.99%-3.83%0.89%-16.42%-14.47%3.07%-15.24%
ETSZ.DE
BNP Paribas Easy STOXX Europe 600 UCITS ETF
1.43%20.43%8.21%15.61%-10.31%24.89%-1.49%28.86%-11.18%10.63%

Returns By Period


ASRM.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ETSZ.DE

1D
2.46%
1M
-3.75%
YTD
1.43%
6M
6.77%
1Y
13.82%
3Y*
12.25%
5Y*
9.58%
10Y*
9.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ASRM.DE has a 0.40% expense ratio, which is higher than ETSZ.DE's 0.20% expense ratio.


Return for Risk

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

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

ASRM.DE

ETSZ.DE
ETSZ.DE Risk / Return Rank: 4848
Overall Rank
ETSZ.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ETSZ.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
ETSZ.DE Omega Ratio Rank: 4848
Omega Ratio Rank
ETSZ.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
ETSZ.DE Martin Ratio Rank: 5252
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.

ASRM.DE vs. ETSZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF (ASRM.DE) and BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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


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Sharpe Ratios by Period


ASRM.DEETSZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

Correlation

The correlation between ASRM.DE and ETSZ.DE is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ASRM.DE vs. ETSZ.DE - Dividend Comparison

Neither ASRM.DE nor ETSZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ASRM.DE vs. ETSZ.DE - Drawdown Comparison


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Drawdown Indicators


ASRM.DEETSZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

Max Drawdown (5Y)

Largest decline over 5 years

-20.55%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

-5.30%

Average Drawdown

Average peak-to-trough decline

-5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

Volatility

ASRM.DE vs. ETSZ.DE - Volatility Comparison


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Volatility by Period


ASRM.DEETSZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%