ASRR.DE vs. ZPRL.DE
ASRR.DE (BNP Paribas Easy MSCI Europe SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - ASRR.DE tracks the MSCI Europe SRI S-Series PAB 5% Capped while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 3 years, ASRR.DE returned 11.78%/yr vs 13.05%/yr for ZPRL.DE. A 0.80 correlation means they provide meaningful diversification when combined. ASRR.DE charges 0.25%/yr vs 0.30%/yr for ZPRL.DE.
Performance
ASRR.DE vs. ZPRL.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 higher than ZPRL.DE's 10.26% return.
ASRR.DE
- 1D
- -0.45%
- 1M
- 1.08%
- 6M
- 7.40%
- YTD
- 11.11%
- 1Y
- 15.65%
- 3Y*
- 11.78%
- 5Y*
- —
- 10Y*
- —
ZPRL.DE
- 1D
- 1.13%
- 1M
- 2.43%
- 6M
- 8.63%
- YTD
- 10.26%
- 1Y
- 12.71%
- 3Y*
- 13.05%
- 5Y*
- 7.31%
- 10Y*
- 7.17%
ASRR.DE vs. ZPRL.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% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 10.26% | 18.39% | 7.42% | 12.34% | -10.94% |
Correlation
The correlation between ASRR.DE and ZPRL.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2022 | 0.80 |
Over the past year, the correlation between ASRR.DE and ZPRL.DE has dropped to 0.54 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
ASRR.DE vs. ZPRL.DE — Risk / Return Rank
ASRR.DE
ZPRL.DE
ASRR.DE vs. ZPRL.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 SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.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 | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.64 | -0.29 |
| Martin ratioReturn relative to average drawdown | 4.54 | 4.75 | -0.21 |
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Drawdowns
ASRR.DE vs. ZPRL.DE - Drawdown Comparison
The maximum ASRR.DE drawdown since its inception was -22.26%, smaller than the maximum ZPRL.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for ASRR.DE and ZPRL.DE.
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Drawdown Indicators
| ASRR.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.26% | -35.34% | +13.08% |
Max Drawdown (1Y)Largest decline over 1 year | -11.59% | -7.74% | -3.85% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -9.36% | -4.58% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.37% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.34% | — |
Current DrawdownCurrent decline from peak | -1.40% | 0.00% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -5.32% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.67% | +0.77% |
Volatility
ASRR.DE vs. ZPRL.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 SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.78%. This indicates that ASRR.DE's price experiences larger fluctuations and is considered to be riskier than ZPRL.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 | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 2.78% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 8.49% | +3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.26% | 9.87% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 11.97% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 13.38% | +1.39% |
ASRR.DE vs. ZPRL.DE - Expense Ratio Comparison
ASRR.DE has a 0.25% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
ASRR.DE vs. ZPRL.DE - Dividend Comparison
Neither ASRR.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
ASRR.DE and ZPRL.DE have a correlation of 0.54, 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 0.30% for ZPRL.DE.
ASRR.DE tracks MSCI Europe SRI S-Series PAB 5% Capped, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: BNP Paribas and State Street. Their fees differ too: 0.25% for ASRR.DE and 0.30% for ZPRL.DE.
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