ASRR.DE vs. D5BL.DE
ASRR.DE (BNP Paribas Easy MSCI Europe SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - ASRR.DE tracks the MSCI Europe SRI S-Series PAB 5% Capped while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 3 years, ASRR.DE returned 11.78%/yr vs 21.43%/yr for D5BL.DE. Their correlation of 0.81 suggests significant overlap in exposure. ASRR.DE charges 0.25%/yr vs 0.15%/yr for D5BL.DE.
Performance
ASRR.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ASRR.DE achieves a 11.11% return, which is significantly lower than D5BL.DE's 15.58% return.
ASRR.DE
- 1D
- -0.45%
- 1M
- 1.08%
- 6M
- 7.40%
- YTD
- 11.11%
- 1Y
- 15.65%
- 3Y*
- 11.78%
- 5Y*
- —
- 10Y*
- —
D5BL.DE
- 1D
- -0.29%
- 1M
- 0.47%
- 6M
- 12.06%
- YTD
- 15.58%
- 1Y
- 33.61%
- 3Y*
- 21.43%
- 5Y*
- 15.51%
- 10Y*
- 11.14%
ASRR.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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% | -10.86% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 15.58% | 35.80% | 10.37% | 14.11% | -7.01% |
Correlation
The correlation between ASRR.DE and D5BL.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2022 | 0.81 |
The correlation between ASRR.DE and D5BL.DE has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.
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Return for Risk
ASRR.DE vs. D5BL.DE — Risk / Return Rank
ASRR.DE
D5BL.DE
ASRR.DE vs. D5BL.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 Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.42 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 3.34 | -2.00 |
| Martin ratioReturn relative to average drawdown | 4.54 | 12.75 | -8.21 |
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Drawdowns
ASRR.DE vs. D5BL.DE - Drawdown Comparison
The maximum ASRR.DE drawdown since its inception was -22.26%, smaller than the maximum D5BL.DE drawdown of -40.39%. Use the drawdown chart below to compare losses from any high point for ASRR.DE and D5BL.DE.
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Drawdown Indicators
| ASRR.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.26% | -40.39% | +18.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.59% | -10.02% | -1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -17.36% | +3.42% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.39% | — |
Current DrawdownCurrent decline from peak | -1.40% | -1.94% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -7.33% | +2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.63% | +0.81% |
Volatility
ASRR.DE vs. D5BL.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI Europe SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (ASRR.DE) is 3.12%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.01%. This indicates that ASRR.DE experiences smaller price fluctuations and is considered to be less risky than D5BL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASRR.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 4.01% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 12.24% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.26% | 14.83% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 15.60% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 17.32% | -2.55% |
ASRR.DE vs. D5BL.DE - Expense Ratio Comparison
ASRR.DE has a 0.25% expense ratio, which is higher than D5BL.DE's 0.15% 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
ASRR.DE vs. D5BL.DE - Dividend Comparison
Neither ASRR.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
ASRR.DE and D5BL.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for ASRR.DE.
ASRR.DE tracks MSCI Europe SRI S-Series PAB 5% Capped, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: BNP Paribas and Xtrackers. Their fees differ too: 0.25% for ASRR.DE and 0.15% for D5BL.DE.
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