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

Performance

ASRR.DE vs. ETDD.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 EURO STOXX 50 UCITS ETF (ETDD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ASRR.DE achieves a 11.11% return, which is significantly higher than ETDD.DE's 9.74% return.


ASRR.DE

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

ETDD.DE

1D
-0.82%
1M
-0.97%
6M
5.45%
YTD
9.74%
1Y
18.84%
3Y*
15.63%
5Y*
12.30%
10Y*
10.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASRR.DE vs. ETDD.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%
ETDD.DE
BNP Paribas Easy EURO STOXX 50 UCITS ETF
9.74%22.09%10.79%22.54%-5.69%

Correlation

The correlation between ASRR.DE and ETDD.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.82

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

0.86

The correlation between ASRR.DE and ETDD.DE has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

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. ETDD.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

ETDD.DE
ETDD.DE Risk / Return Rank: 4444
Overall Rank
ETDD.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ETDD.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
ETDD.DE Omega Ratio Rank: 4242
Omega Ratio Rank
ETDD.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
ETDD.DE Martin Ratio Rank: 4646
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. ETDD.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 EURO STOXX 50 UCITS ETF (ETDD.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.DEETDD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratioReturn relative to maximum drawdown

1.34

1.71

-0.36

Martin ratioReturn relative to average drawdown

4.54

5.98

-1.45

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

The current ASRR.DE Sharpe Ratio is 1.10, which is comparable to the ETDD.DE Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of ASRR.DE and ETDD.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.


Loading charts...

Drawdowns

ASRR.DE vs. ETDD.DE - Drawdown Comparison

The maximum ASRR.DE drawdown since its inception was -22.26%, smaller than the maximum ETDD.DE drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for ASRR.DE and ETDD.DE.


Loading charts...

Drawdown Indicators


ASRR.DEETDD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.26%

-38.41%

+16.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-10.99%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-13.94%

-16.51%

+2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

Current Drawdown

Current decline from peak

-1.40%

-2.80%

+1.40%

Average Drawdown

Average peak-to-trough decline

-5.00%

-6.55%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.14%

+0.30%

Volatility

ASRR.DE vs. ETDD.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 BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) has a volatility of 4.00%. This indicates that ASRR.DE experiences smaller price fluctuations and is considered to be less risky than ETDD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ASRR.DEETDD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

4.00%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

11.71%

13.37%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.26%

16.04%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

17.58%

-2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.77%

17.95%

-3.18%

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

ASRR.DE has a 0.25% expense ratio, which is higher than ETDD.DE's 0.18% 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. ETDD.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ASRR.DE and ETDD.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETDD.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETDD.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for ASRR.DE.

ASRR.DE tracks MSCI Europe SRI S-Series PAB 5% Capped, while ETDD.DE tracks EURO STOXX® 50. Their fees differ too: 0.25% for ASRR.DE and 0.18% for ETDD.DE.

Portfolio Optimizer

Find the right allocation for ASRR.DE and ETDD.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