ASRR.DE vs. SXRY.DE
ASRR.DE (BNP Paribas Easy MSCI Europe SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - ASRR.DE tracks the MSCI Europe SRI S-Series PAB 5% Capped while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 3 years, ASRR.DE returned 11.78%/yr vs 27.46%/yr for SXRY.DE. A 0.77 correlation means they provide meaningful diversification when combined. ASRR.DE charges 0.25%/yr vs 0.33%/yr for SXRY.DE.
Performance
ASRR.DE vs. SXRY.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 SXRY.DE's 18.48% return.
ASRR.DE
- 1D
- -0.45%
- 1M
- 1.08%
- 6M
- 7.40%
- YTD
- 11.11%
- 1Y
- 15.65%
- 3Y*
- 11.78%
- 5Y*
- —
- 10Y*
- —
SXRY.DE
- 1D
- -0.88%
- 1M
- -1.26%
- 6M
- 16.40%
- YTD
- 18.48%
- 1Y
- 34.89%
- 3Y*
- 27.46%
- 5Y*
- 21.28%
- 10Y*
- 15.96%
ASRR.DE vs. SXRY.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% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.48% | 37.80% | 18.15% | 33.34% | -6.82% |
Correlation
The correlation between ASRR.DE and SXRY.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2022 | 0.77 |
The correlation between ASRR.DE and SXRY.DE has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.
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Return for Risk
ASRR.DE vs. SXRY.DE — Risk / Return Rank
ASRR.DE
SXRY.DE
ASRR.DE vs. SXRY.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 iShares FTSE MIB UCITS ETF (Acc) (SXRY.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 | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.38 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 3.59 | -2.24 |
| Martin ratioReturn relative to average drawdown | 4.54 | 13.26 | -8.72 |
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Drawdowns
ASRR.DE vs. SXRY.DE - Drawdown Comparison
The maximum ASRR.DE drawdown since its inception was -22.26%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for ASRR.DE and SXRY.DE.
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Drawdown Indicators
| ASRR.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.26% | -43.59% | +21.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.59% | -9.69% | -1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -17.61% | +3.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.81% | — |
Current DrawdownCurrent decline from peak | -1.40% | -2.09% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -11.56% | +6.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.63% | +0.81% |
Volatility
ASRR.DE vs. SXRY.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 iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.79%. This indicates that ASRR.DE experiences smaller price fluctuations and is considered to be less risky than SXRY.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 | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 3.79% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 13.02% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.26% | 15.97% | -1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 18.25% | -3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 19.49% | -4.72% |
ASRR.DE vs. SXRY.DE - Expense Ratio Comparison
ASRR.DE has a 0.25% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
ASRR.DE vs. SXRY.DE - Dividend Comparison
Neither ASRR.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
ASRR.DE and SXRY.DE have a correlation of 0.72, 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 0.33% for SXRY.DE.
ASRR.DE tracks MSCI Europe SRI S-Series PAB 5% Capped, while SXRY.DE tracks FTSE MIB. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.25% for ASRR.DE and 0.33% for SXRY.DE.
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