EEUX.DE vs. ASRF.DE
EEUX.DE (BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF) and ASRF.DE (BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc) are both exchange-traded funds - EEUX.DE is a Europe Equities fund tracking the MSCI Europe ESG Filtered Min TE, while ASRF.DE is a European High Yield Bonds fund tracking the Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel. Both are passively managed. Over the past 5 years, EEUX.DE returned 9.50%/yr vs 2.21%/yr for ASRF.DE. A 0.59 correlation means they provide meaningful diversification when combined. EEUX.DE charges 0.15%/yr vs 0.25%/yr for ASRF.DE.
Performance
EEUX.DE vs. ASRF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EEUX.DE achieves a 10.26% return, which is significantly higher than ASRF.DE's 0.84% return.
EEUX.DE
- 1D
- 0.79%
- 1M
- 2.72%
- YTD
- 10.26%
- 6M
- 10.98%
- 1Y
- 21.84%
- 3Y*
- 15.05%
- 5Y*
- 9.50%
- 10Y*
- 10.13%
ASRF.DE
- 1D
- 0.00%
- 1M
- 0.62%
- YTD
- 0.84%
- 6M
- 1.21%
- 1Y
- 3.71%
- 3Y*
- 6.85%
- 5Y*
- 2.21%
- 10Y*
- —
EEUX.DE vs. ASRF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EEUX.DE BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF | 10.26% | 19.25% | 8.83% | 15.73% | -11.68% | 20.97% |
ASRF.DE BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc | 0.84% | 4.66% | 6.57% | 11.42% | -11.12% | 1.41% |
Correlation
The correlation between EEUX.DE and ASRF.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2021 | 0.59 |
The correlation between EEUX.DE and ASRF.DE shifts across timeframes, from 0.51 (3 years) to 0.61 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EEUX.DE vs. ASRF.DE — Risk / Return Rank
EEUX.DE
ASRF.DE
EEUX.DE vs. ASRF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) and BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.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.
| EEUX.DE | ASRF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.19 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 1.14 | +1.10 |
| Martin ratioReturn relative to average drawdown | 8.51 | 4.50 | +4.01 |
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Drawdowns
EEUX.DE vs. ASRF.DE - Drawdown Comparison
The maximum EEUX.DE drawdown since its inception was -95.71%, which is greater than ASRF.DE's maximum drawdown of -16.77%. Use the drawdown chart below to compare losses from any high point for EEUX.DE and ASRF.DE.
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Drawdown Indicators
| EEUX.DE | ASRF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.71% | -16.77% | -78.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -3.25% | -6.49% |
Max Drawdown (3Y)Largest decline over 3 years | -16.45% | -3.86% | -12.59% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -16.77% | -4.44% |
Max Drawdown (10Y)Largest decline over 10 years | -95.71% | — | — |
Current DrawdownCurrent decline from peak | -88.58% | -0.28% | -88.30% |
Average DrawdownAverage peak-to-trough decline | -55.21% | -3.91% | -51.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 0.82% | +1.74% |
Volatility
EEUX.DE vs. ASRF.DE - Volatility Comparison
BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) has a higher volatility of 2.98% compared to BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) at 1.26%. This indicates that EEUX.DE's price experiences larger fluctuations and is considered to be riskier than ASRF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEUX.DE | ASRF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 1.26% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 3.35% | +7.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 3.87% | +9.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 5.68% | +8.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 714.84% | 5.52% | +709.32% |
EEUX.DE vs. ASRF.DE - Expense Ratio Comparison
EEUX.DE has a 0.15% expense ratio, which is lower than ASRF.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
EEUX.DE vs. ASRF.DE - Dividend Comparison
Neither EEUX.DE nor ASRF.DE has paid dividends to shareholders.
Frequently Asked Questions
EEUX.DE and ASRF.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEUX.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEUX.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for ASRF.DE.
EEUX.DE is categorized as Europe Equities, while ASRF.DE is European High Yield Bonds. EEUX.DE tracks MSCI Europe ESG Filtered Min TE, while ASRF.DE tracks Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel. Their fees differ too: 0.15% for EEUX.DE and 0.25% for ASRF.DE.
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