PortfoliosLab logoPortfoliosLab logo
ASRR.DE vs. ASRM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASRR.DE vs. ASRM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy MSCI Europe SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (ASRR.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.

Loading charts...

Returns By Period


ASRR.DE

1D
-0.45%
1M
1.08%
6M
7.40%
YTD
11.11%
1Y
15.65%
3Y*
11.78%
5Y*
10Y*

ASRM.DE

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

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


2026 (YTD)2025202420232022
ASRR.DE
BNP Paribas Easy MSCI Europe SRI S-Series PAB 5% Capped UCITS ETF EUR Acc
11.11%11.63%7.07%13.88%-7.80%
ASRM.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF
0.00%0.00%8.14%7.64%-19.32%

Correlation

The correlation between ASRR.DE and ASRM.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

0.47

The correlation between ASRR.DE and ASRM.DE shifts across timeframes, from 0.33 (3 years) to 0.47 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

ASRR.DE
ASRR.DE Risk / Return Rank: 3838
Overall Rank
ASRR.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ASRR.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
ASRR.DE Omega Ratio Rank: 3939
Omega Ratio Rank
ASRR.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
ASRR.DE Martin Ratio Rank: 3838
Martin Ratio Rank

ASRM.DE

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

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.

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

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Europe SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (ASRR.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.

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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.34

Martin ratioReturn relative to average drawdown

4.54

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


Loading charts...

Drawdowns

ASRR.DE vs. ASRM.DE - Drawdown Comparison


Loading charts...

Drawdown Indicators


ASRR.DEASRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

Max Drawdown (3Y)

Largest decline over 3 years

-13.94%

Current Drawdown

Current decline from peak

-1.40%

Average Drawdown

Average peak-to-trough decline

-5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

Volatility

ASRR.DE vs. ASRM.DE - Volatility Comparison


Loading charts...

Volatility by Period


ASRR.DEASRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.71%

Volatility (1Y)

Calculated over the trailing 1-year period

14.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.77%

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

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


Dividends

ASRR.DE vs. ASRM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ASRR.DE and ASRM.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

ASRR.DE is categorized as Europe Equities, while ASRM.DE is REIT. ASRR.DE tracks MSCI Europe SRI S-Series PAB 5% Capped, while ASRM.DE tracks FTSE EPRA Nareit Developed Green EU CTB. Their fees differ too: 0.25% for ASRR.DE and 0.40% for ASRM.DE.

Portfolio Optimizer

Find the right allocation for ASRR.DE and ASRM.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer