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ASRW.DE vs. XU61.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASRW.DE vs. XU61.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 BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.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 XU61.DE is traded in EUR. To make them comparable, the XU61.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with ASRW.DE at 9.92% and XU61.DE at 9.92%.


ASRW.DE

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

XU61.DE

1D
-0.35%
1M
-1.51%
6M
10.16%
YTD
9.92%
1Y
24.49%
3Y*
15.94%
5Y*
7.96%
10Y*
7.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASRW.DE vs. XU61.DE - Yearly Performance Comparison


Correlation

The correlation between ASRW.DE and XU61.DE is 0.65, 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

0.65

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

0.60

The correlation between ASRW.DE and XU61.DE has been stable across timeframes, ranging from 0.60 to 0.65 - a consistent structural relationship.

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Return for Risk

ASRW.DE vs. XU61.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

XU61.DE
XU61.DE Risk / Return Rank: 9090
Overall Rank
XU61.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XU61.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
XU61.DE Omega Ratio Rank: 8989
Omega Ratio Rank
XU61.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
XU61.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. XU61.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 BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.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.DEXU61.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.32

1.35

-0.03

Calmar ratioReturn relative to maximum drawdown

2.57

2.94

-0.38

Martin ratioReturn relative to average drawdown

10.55

10.10

+0.45

ASRW.DE vs. XU61.DE - Sharpe Ratio Comparison

The current ASRW.DE Sharpe Ratio is 1.76, which is comparable to the XU61.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of ASRW.DE and XU61.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. XU61.DE - Drawdown Comparison

The maximum ASRW.DE drawdown since its inception was -16.82%, smaller than the maximum XU61.DE drawdown of -51.52%. Use the drawdown chart below to compare losses from any high point for ASRW.DE and XU61.DE.


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Drawdown Indicators


ASRW.DEXU61.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.82%

-51.52%

+34.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

-8.28%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-12.56%

Max Drawdown (5Y)

Largest decline over 5 years

-28.95%

Max Drawdown (10Y)

Largest decline over 10 years

-39.29%

Current Drawdown

Current decline from peak

0.00%

-3.28%

+3.28%

Average Drawdown

Average peak-to-trough decline

-1.72%

-10.19%

+8.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.42%

-0.33%

Volatility

ASRW.DE vs. XU61.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 BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE) at 2.49%. This indicates that ASRW.DE's price experiences larger fluctuations and is considered to be riskier than XU61.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.DEXU61.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

2.49%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

9.18%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

11.91%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.34%

13.93%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.34%

15.41%

-1.07%

ASRW.DE vs. XU61.DE - Expense Ratio Comparison

ASRW.DE has a 0.16% expense ratio, which is lower than XU61.DE's 0.31% expense ratio.


Dividends

ASRW.DE vs. XU61.DE - Dividend Comparison

Neither ASRW.DE nor XU61.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ASRW.DE and XU61.DE have a correlation of 0.65, 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 0.31% for XU61.DE.

ASRW.DE is categorized as ESG, while XU61.DE is Global Equities. ASRW.DE tracks MSCI World Select Filtered Min TE Index, while XU61.DE tracks ECPI Global ESG Infrastructure Equity Index. They also come from different issuers: BNP Paribas and BNP Paribas Easy. Their fees differ too: 0.16% for ASRW.DE and 0.31% for XU61.DE.

Portfolio Optimizer

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