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ASRR.DE vs. ESAP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASRR.DE vs. ESAP.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 S&P 500 UCITS ETF USD (ESAP.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ASRR.DE is traded in EUR, while ESAP.DE is traded in USD. To make them comparable, the ESAP.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with ASRR.DE having a 11.11% return and ESAP.DE slightly higher at 11.58%.


ASRR.DE

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

ESAP.DE

1D
-1.24%
1M
-0.04%
6M
9.40%
YTD
11.58%
1Y
21.30%
3Y*
18.46%
5Y*
13.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASRR.DE vs. ESAP.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%-10.86%
ESAP.DE
BNP Paribas Easy S&P 500 UCITS ETF USD
11.58%4.08%32.42%23.17%-7.82%

Correlation

The correlation between ASRR.DE and ESAP.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2022

0.57

The correlation between ASRR.DE and ESAP.DE shifts across timeframes, from 0.43 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ASRR.DE vs. ESAP.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

ESAP.DE
ESAP.DE Risk / Return Rank: 6565
Overall Rank
ESAP.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ESAP.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
ESAP.DE Omega Ratio Rank: 6161
Omega Ratio Rank
ESAP.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
ESAP.DE Martin Ratio Rank: 6969
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.

ASRR.DE vs. ESAP.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 S&P 500 UCITS ETF USD (ESAP.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.DEESAP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.20

1.31

-0.10

Calmar ratioReturn relative to maximum drawdown

1.34

2.97

-1.62

Martin ratioReturn relative to average drawdown

4.54

9.99

-5.45

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

The current ASRR.DE Sharpe Ratio is 1.10, which is lower than the ESAP.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of ASRR.DE and ESAP.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

ASRR.DE vs. ESAP.DE - Drawdown Comparison

The maximum ASRR.DE drawdown since its inception was -22.26%, smaller than the maximum ESAP.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for ASRR.DE and ESAP.DE.


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Drawdown Indicators


ASRR.DEESAP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.26%

-33.78%

+11.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-7.15%

-4.44%

Max Drawdown (3Y)

Largest decline over 3 years

-13.94%

-22.84%

+8.90%

Max Drawdown (5Y)

Largest decline over 5 years

-22.84%

Current Drawdown

Current decline from peak

-1.40%

-1.42%

+0.02%

Average Drawdown

Average peak-to-trough decline

-5.00%

-4.96%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

2.13%

+1.31%

Volatility

ASRR.DE vs. ESAP.DE - Volatility Comparison

BNP Paribas Easy MSCI Europe SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (ASRR.DE) has a higher volatility of 3.12% compared to BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.DE) at 2.97%. This indicates that ASRR.DE's price experiences larger fluctuations and is considered to be riskier than ESAP.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.DEESAP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

2.97%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.71%

9.08%

+2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

14.26%

12.76%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

16.01%

-1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.77%

17.81%

-3.04%

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

ASRR.DE has a 0.25% expense ratio, which is higher than ESAP.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. ESAP.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ASRR.DE and ESAP.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESAP.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESAP.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for ASRR.DE.

ASRR.DE is categorized as Europe Equities, while ESAP.DE is S&P 500. ASRR.DE tracks MSCI Europe SRI S-Series PAB 5% Capped, while ESAP.DE tracks S&P 500 Index. Their fees differ too: 0.25% for ASRR.DE and 0.15% for ESAP.DE.

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