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ASRW.DE vs. EUED.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASRW.DE vs. EUED.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNP Paribas Easy MSCI World Min TE UCITS ETF USD Acc (ASRW.DE) and iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ASRW.DE achieves a 9.92% return, which is significantly higher than EUED.DE's -1.02% return.


ASRW.DE

1D
0.15%
1M
0.33%
6M
9.28%
YTD
9.92%
1Y
22.06%
3Y*
5Y*
10Y*

EUED.DE

1D
0.66%
1M
-0.64%
6M
-0.35%
YTD
-1.02%
1Y
1.24%
3Y*
4.11%
5Y*
1.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASRW.DE vs. EUED.DE - Yearly Performance Comparison


Correlation

The correlation between ASRW.DE and EUED.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (All Time)
Calculated using the full available price history since May 30, 2024

0.22

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Return for Risk

ASRW.DE vs. EUED.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASRW.DE
ASRW.DE Risk / Return Rank: 6868
Overall Rank
ASRW.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ASRW.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
ASRW.DE Omega Ratio Rank: 6565
Omega Ratio Rank
ASRW.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
ASRW.DE Martin Ratio Rank: 7272
Martin Ratio Rank

EUED.DE
EUED.DE Risk / Return Rank: 8080
Overall Rank
EUED.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EUED.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
EUED.DE Omega Ratio Rank: 9191
Omega Ratio Rank
EUED.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
EUED.DE Martin Ratio Rank: 9696
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.

ASRW.DE vs. EUED.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI World Min TE UCITS ETF USD Acc (ASRW.DE) and iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.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.


ASRW.DEEUED.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+2.36

Omega ratioGain probability vs. loss probability

1.32

1.04

+0.28

Calmar ratioReturn relative to maximum drawdown

2.57

0.25

+2.32

Martin ratioReturn relative to average drawdown

10.55

0.53

+10.02

ASRW.DE vs. EUED.DE - Sharpe Ratio Comparison

The current ASRW.DE Sharpe Ratio is 1.76, which is higher than the EUED.DE Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of ASRW.DE and EUED.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

ASRW.DE vs. EUED.DE - Drawdown Comparison

The maximum ASRW.DE drawdown since its inception was -16.82%, smaller than the maximum EUED.DE drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for ASRW.DE and EUED.DE.


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Drawdown Indicators


ASRW.DEEUED.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.82%

-23.24%

+6.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

-5.00%

-3.56%

Max Drawdown (3Y)

Largest decline over 3 years

-7.42%

Max Drawdown (5Y)

Largest decline over 5 years

-20.25%

Current Drawdown

Current decline from peak

0.00%

-3.62%

+3.62%

Average Drawdown

Average peak-to-trough decline

-1.72%

-7.12%

+5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.35%

-0.26%

Volatility

ASRW.DE vs. EUED.DE - Volatility Comparison

BNP Paribas Easy MSCI World Min TE UCITS ETF USD Acc (ASRW.DE) has a higher volatility of 2.73% compared to iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE) at 1.69%. This indicates that ASRW.DE's price experiences larger fluctuations and is considered to be riskier than EUED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASRW.DEEUED.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

1.69%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

4.73%

+5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

6.48%

+6.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.34%

7.85%

+6.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.34%

7.97%

+6.37%

ASRW.DE vs. EUED.DE - Expense Ratio Comparison

ASRW.DE has a 0.16% expense ratio, which is higher than EUED.DE's 0.09% 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

ASRW.DE vs. EUED.DE - Dividend Comparison

ASRW.DE has not paid dividends to shareholders, while EUED.DE's dividend yield for the trailing twelve months is around 2.36%.


PositionTTM202520242023202220212020
ASRW.DE
BNP Paribas Easy MSCI World Min TE UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUED.DE
iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist)
2.36%2.74%3.86%2.75%0.00%0.00%0.11%

Frequently Asked Questions


ASRW.DE and EUED.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUED.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUED.DE is cheaper with a 0.09% expense ratio, compared with 0.16% for ASRW.DE.

ASRW.DE is categorized as ESG, while EUED.DE is Ultrashort Bond. ASRW.DE tracks MSCI World Select Filtered Min TE Index, while EUED.DE tracks iBoxx MSCI ESG SRI EUR Liquid Investment Grade Ultrashort Index. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.16% for ASRW.DE and 0.09% for EUED.DE.

Portfolio Optimizer

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