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EL48.DE vs. ASRI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL48.DE vs. ASRI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka iBoxx EUR Liquid Germany Covered Diversified UCITS ETF (EL48.DE) and BNP Paribas Easy EUR Corporate Bond SRI PAB UCITS ETF Acc (ASRI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EL48.DE achieves a -0.08% return, which is significantly lower than ASRI.DE's 0.38% return.


EL48.DE

1D
-0.13%
1M
-0.62%
6M
-0.43%
YTD
-0.08%
1Y
0.41%
3Y*
2.92%
5Y*
-1.42%
10Y*
-0.52%

ASRI.DE

1D
0.00%
1M
-0.65%
6M
-0.09%
YTD
0.38%
1Y
1.14%
3Y*
4.22%
5Y*
-0.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL48.DE vs. ASRI.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EL48.DE
Deka iBoxx EUR Liquid Germany Covered Diversified UCITS ETF
-0.08%2.29%2.96%5.22%-14.74%-2.30%1.63%2.44%
ASRI.DE
BNP Paribas Easy EUR Corporate Bond SRI PAB UCITS ETF Acc
0.38%2.91%4.04%7.84%-15.08%-1.28%2.53%6.80%

Correlation

The correlation between EL48.DE and ASRI.DE is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2019

0.62

The correlation between EL48.DE and ASRI.DE has been stable across timeframes, ranging from 0.62 to 0.72 - a consistent structural relationship.

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Return for Risk

EL48.DE vs. ASRI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EL48.DE
EL48.DE Risk / Return Rank: 1212
Overall Rank
EL48.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EL48.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EL48.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EL48.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EL48.DE Martin Ratio Rank: 1313
Martin Ratio Rank

ASRI.DE
ASRI.DE Risk / Return Rank: 1616
Overall Rank
ASRI.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ASRI.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
ASRI.DE Omega Ratio Rank: 1515
Omega Ratio Rank
ASRI.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
ASRI.DE Martin Ratio Rank: 1818
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.

EL48.DE vs. ASRI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Germany Covered Diversified UCITS ETF (EL48.DE) and BNP Paribas Easy EUR Corporate Bond SRI PAB UCITS ETF Acc (ASRI.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.


EL48.DEASRI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.03

1.06

-0.03

Calmar ratioReturn relative to maximum drawdown

0.19

0.39

-0.21

Martin ratioReturn relative to average drawdown

0.44

1.24

-0.80

EL48.DE vs. ASRI.DE - Sharpe Ratio Comparison

The current EL48.DE Sharpe Ratio is 0.16, which is lower than the ASRI.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of EL48.DE and ASRI.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

EL48.DE vs. ASRI.DE - Drawdown Comparison

The maximum EL48.DE drawdown since its inception was -18.24%, roughly equal to the maximum ASRI.DE drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for EL48.DE and ASRI.DE.


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Drawdown Indicators


EL48.DEASRI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.24%

-19.07%

+0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.22%

-2.88%

+0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-2.22%

-2.88%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-17.05%

-19.07%

+2.02%

Max Drawdown (10Y)

Largest decline over 10 years

-18.24%

Current Drawdown

Current decline from peak

-8.72%

-3.36%

-5.36%

Average Drawdown

Average peak-to-trough decline

-4.26%

-6.14%

+1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.92%

+0.02%

Volatility

EL48.DE vs. ASRI.DE - Volatility Comparison

The current volatility for Deka iBoxx EUR Liquid Germany Covered Diversified UCITS ETF (EL48.DE) is 0.76%, while BNP Paribas Easy EUR Corporate Bond SRI PAB UCITS ETF Acc (ASRI.DE) has a volatility of 0.88%. This indicates that EL48.DE experiences smaller price fluctuations and is considered to be less risky than ASRI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EL48.DEASRI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

0.88%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.16%

2.97%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

3.38%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.16%

5.14%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.23%

5.45%

-2.22%

EL48.DE vs. ASRI.DE - Expense Ratio Comparison

EL48.DE has a 0.09% expense ratio, which is lower than ASRI.DE's 0.20% 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

EL48.DE vs. ASRI.DE - Dividend Comparison

EL48.DE's dividend yield for the trailing twelve months is around 2.27%, while ASRI.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ASRI.DE
BNP Paribas Easy EUR Corporate Bond SRI PAB UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EL48.DE
Deka iBoxx EUR Liquid Germany Covered Diversified UCITS ETF
2.27%2.45%1.70%1.66%0.19%0.15%0.19%0.28%0.28%0.87%0.90%0.94%

Frequently Asked Questions


EL48.DE and ASRI.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EL48.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL48.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for ASRI.DE.

EL48.DE tracks iBoxx® EUR Liquid Germany Covered Diversified, while ASRI.DE tracks Bloomberg MSCI Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB. They also come from different issuers: Deka and BNP Paribas. Their fees differ too: 0.09% for EL48.DE and 0.20% for ASRI.DE.

Portfolio Optimizer

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