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

Performance

ASRW.DE vs. XDNE.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 Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.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 XDNE.DE is traded in EUR. To make them comparable, the XDNE.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 XDNE.DE's 17.41% return.


ASRW.DE

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

XDNE.DE

1D
-0.51%
1M
-0.26%
6M
11.04%
YTD
17.41%
1Y
46.57%
3Y*
26.66%
5Y*
18.42%
10Y*
14.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between ASRW.DE and XDNE.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 (All Time)
Calculated using the full available price history since May 30, 2024

0.69

The correlation between ASRW.DE and XDNE.DE has been stable across timeframes, ranging from 0.69 to 0.72 - a consistent structural relationship.

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Return for Risk

ASRW.DE vs. XDNE.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

XDNE.DE
XDNE.DE Risk / Return Rank: 8888
Overall Rank
XDNE.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XDNE.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
XDNE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
XDNE.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
XDNE.DE Martin Ratio Rank: 9090
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. XDNE.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 Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.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.DEXDNE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.57

3.90

-1.33

Martin ratioReturn relative to average drawdown

10.55

12.80

-2.25

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

The current ASRW.DE Sharpe Ratio is 1.76, which is comparable to the XDNE.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of ASRW.DE and XDNE.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. XDNE.DE - Drawdown Comparison

The maximum ASRW.DE drawdown since its inception was -16.82%, smaller than the maximum XDNE.DE drawdown of -41.07%. Use the drawdown chart below to compare losses from any high point for ASRW.DE and XDNE.DE.


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Drawdown Indicators


ASRW.DEXDNE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.82%

-41.07%

+24.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

-11.90%

+3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-20.84%

Max Drawdown (5Y)

Largest decline over 5 years

-28.67%

Max Drawdown (10Y)

Largest decline over 10 years

-41.07%

Current Drawdown

Current decline from peak

0.00%

-2.82%

+2.82%

Average Drawdown

Average peak-to-trough decline

-1.72%

-11.16%

+9.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

3.63%

-1.54%

Volatility

ASRW.DE vs. XDNE.DE - Volatility Comparison

The current volatility for BNP Paribas Easy MSCI World Min TE UCITS ETF USD Acc (ASRW.DE) is 2.73%, while Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) has a volatility of 7.07%. This indicates that ASRW.DE experiences smaller price fluctuations and is considered to be less risky than XDNE.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.DEXDNE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

7.07%

-4.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

17.85%

-7.89%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

22.34%

-9.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.34%

20.79%

-6.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.34%

19.94%

-5.60%

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

ASRW.DE has a 0.16% expense ratio, which is lower than XDNE.DE's 0.25% expense ratio. Despite the difference, 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. XDNE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ASRW.DE and XDNE.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, ASRW.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASRW.DE is cheaper with a 0.16% expense ratio, compared with 0.25% for XDNE.DE.

ASRW.DE is categorized as ESG, while XDNE.DE is Japan Equities. ASRW.DE tracks MSCI World Select Filtered Min TE Index, while XDNE.DE tracks MSCI Japan Select Screened Index (EUR Hedged). They also come from different issuers: BNP Paribas and Xtrackers. Their fees differ too: 0.16% for ASRW.DE and 0.25% for XDNE.DE.

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