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

Performance

ASRW.DE vs. WEBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNP Paribas Easy MSCI World ESG Filtered Min TE UCITS ETF USD Acc (ASRW.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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 WEBG.DE is traded in EUR. To make them comparable, the WEBG.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 9.41% return, which is significantly lower than WEBG.DE's 11.50% return.


ASRW.DE

1D
0.12%
1M
4.11%
YTD
9.41%
6M
10.89%
1Y
25.63%
3Y*
20.46%
5Y*
10Y*

WEBG.DE

1D
-0.11%
1M
4.24%
YTD
11.50%
6M
13.06%
1Y
29.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between ASRW.DE and WEBG.DE is 0.93, 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

0.93

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

0.92

The correlation between ASRW.DE and WEBG.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

ASRW.DE vs. WEBG.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: 6666
Overall Rank
ASRW.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ASRW.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
ASRW.DE Omega Ratio Rank: 6464
Omega Ratio Rank
ASRW.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
ASRW.DE Martin Ratio Rank: 6969
Martin Ratio Rank

WEBG.DE
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. WEBG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI World ESG Filtered Min TE UCITS ETF USD Acc (ASRW.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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.


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

-0.27

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.38

1.42

-0.04

Calmar ratioReturn relative to maximum drawdown

2.98

3.26

-0.28

Martin ratioReturn relative to average drawdown

12.66

13.94

-1.29

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

The current ASRW.DE Sharpe Ratio is 2.10, which is comparable to the WEBG.DE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of ASRW.DE and WEBG.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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Sharpe Ratios by Period


ASRW.DEWEBG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.37

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.54

1.47

+0.07

Drawdowns

ASRW.DE vs. WEBG.DE - Drawdown Comparison

The maximum ASRW.DE drawdown since its inception was -16.82%, roughly equal to the maximum WEBG.DE drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for ASRW.DE and WEBG.DE.


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Drawdown Indicators


ASRW.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.82%

-17.46%

+0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

-8.86%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-16.82%

Current Drawdown

Current decline from peak

-0.46%

-0.79%

+0.33%

Average Drawdown

Average peak-to-trough decline

-2.02%

-1.71%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.08%

-0.06%

Volatility

ASRW.DE vs. WEBG.DE - Volatility Comparison

BNP Paribas Easy MSCI World ESG Filtered Min TE UCITS ETF USD Acc (ASRW.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) have volatilities of 3.35% and 3.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASRW.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

3.47%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

9.33%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

12.20%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.04%

14.36%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.04%

14.36%

-0.32%

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

ASRW.DE has a 0.15% expense ratio, which is higher than WEBG.DE's 0.07% 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. WEBG.DE - Dividend Comparison

Neither ASRW.DE nor WEBG.DE has paid dividends to shareholders.


Frequently Asked Questions


With a correlation of 0.93, ASRW.DE and WEBG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for ASRW.DE.

ASRW.DE tracks MSCI World ESG Filtered Min TE, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.15% for ASRW.DE and 0.07% for WEBG.DE.

Portfolio Optimizer

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