ASRW.DE vs. SODJ.DE
ASRW.DE (BNP Paribas Easy MSCI World Min TE UCITS ETF USD Acc) and SODJ.DE (iShares MSCI Japan Screened UCITS ETF USD (Dist)) are both exchange-traded funds - ASRW.DE is a ESG fund tracking the MSCI World Select Filtered Min TE Index, while SODJ.DE is a Japan Equities fund tracking the MSCI Japan Screened Index. Both are passively managed. Over the past year, ASRW.DE returned 22.06% vs 37.29% for SODJ.DE. A 0.67 correlation means they provide meaningful diversification when combined. ASRW.DE charges 0.16%/yr vs 0.15%/yr for SODJ.DE.
Performance
ASRW.DE vs. SODJ.DE - Performance Comparison
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Different Trading Currencies
ASRW.DE is traded in USD, while SODJ.DE is traded in EUR. To make them comparable, the SODJ.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 lower than SODJ.DE's 17.03% return.
ASRW.DE
- 1D
- 0.15%
- 1M
- 0.33%
- 6M
- 9.28%
- YTD
- 9.92%
- 1Y
- 22.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SODJ.DE
- 1D
- -0.48%
- 1M
- -0.10%
- 6M
- 11.62%
- YTD
- 17.03%
- 1Y
- 37.29%
- 3Y*
- 17.85%
- 5Y*
- 9.33%
- 10Y*
- —
ASRW.DE vs. SODJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ASRW.DE BNP Paribas Easy MSCI World Min TE UCITS ETF USD Acc | 9.92% | 20.73% | 10.39% |
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 17.03% | 26.03% | 1.90% |
Correlation
The correlation between ASRW.DE and SODJ.DE is 0.70, 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 | 0.70 |
Correlation (All Time) Calculated using the full available price history since May 30, 2024 | 0.67 |
The correlation between ASRW.DE and SODJ.DE has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.
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Return for Risk
ASRW.DE vs. SODJ.DE — Risk / Return Rank
ASRW.DE
SODJ.DE
ASRW.DE vs. SODJ.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 MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.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.DE | SODJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.82 | -0.25 |
| Martin ratioReturn relative to average drawdown | 10.55 | 9.30 | +1.25 |
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Drawdowns
ASRW.DE vs. SODJ.DE - Drawdown Comparison
The maximum ASRW.DE drawdown since its inception was -16.82%, smaller than the maximum SODJ.DE drawdown of -32.93%. Use the drawdown chart below to compare losses from any high point for ASRW.DE and SODJ.DE.
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Drawdown Indicators
| ASRW.DE | SODJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.82% | -32.93% | +16.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -13.15% | +4.59% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.87% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.93% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.39% | +3.39% |
Average DrawdownAverage peak-to-trough decline | -1.72% | -10.13% | +8.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 4.00% | -1.91% |
Volatility
ASRW.DE vs. SODJ.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI World Min TE UCITS ETF USD Acc (ASRW.DE) is 2.73%, while iShares MSCI Japan Screened UCITS ETF USD (Dist) (SODJ.DE) has a volatility of 6.76%. This indicates that ASRW.DE experiences smaller price fluctuations and is considered to be less risky than SODJ.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.DE | SODJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 6.76% | -4.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.96% | 17.44% | -7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 21.44% | -8.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.34% | 18.37% | -4.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.34% | 19.23% | -4.89% |
ASRW.DE vs. SODJ.DE - Expense Ratio Comparison
ASRW.DE has a 0.16% expense ratio, which is higher than SODJ.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
ASRW.DE vs. SODJ.DE - Dividend Comparison
ASRW.DE has not paid dividends to shareholders, while SODJ.DE's dividend yield for the trailing twelve months is around 1.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SODJ.DE iShares MSCI Japan Screened UCITS ETF USD (Dist) | 1.47% | 1.69% | 1.86% | 1.80% | 2.21% | 1.61% | 1.60% | 1.80% |
Frequently Asked Questions
ASRW.DE and SODJ.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SODJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SODJ.DE is cheaper with a 0.15% expense ratio, compared with 0.16% for ASRW.DE.
ASRW.DE is categorized as ESG, while SODJ.DE is Japan Equities. ASRW.DE tracks MSCI World Select Filtered Min TE Index, while SODJ.DE tracks MSCI Japan Screened Index. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.16% for ASRW.DE and 0.15% for SODJ.DE.
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