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EL49.DE vs. ASR3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL49.DE vs. ASR3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) and BNP Paribas Easy EUR Corporate Bond SRI PAB 1-3Y UCITS ETF (ASR3.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, EL49.DE achieves a 0.49% return, which is significantly lower than ASR3.DE's 0.52% return.


EL49.DE

1D
0.02%
1M
0.35%
YTD
0.49%
6M
0.22%
1Y
1.76%
3Y*
4.31%
5Y*
-0.16%
10Y*
0.63%

ASR3.DE

1D
0.21%
1M
0.26%
YTD
0.52%
6M
0.64%
1Y
1.93%
3Y*
3.90%
5Y*
1.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL49.DE vs. ASR3.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EL49.DE
Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF
0.49%2.66%4.06%7.13%-13.01%-1.51%1.80%0.01%
ASR3.DE
BNP Paribas Easy EUR Corporate Bond SRI PAB 1-3Y UCITS ETF
0.52%2.90%4.41%4.76%-5.36%-0.22%0.46%0.11%

Correlation

The correlation between EL49.DE and ASR3.DE is 0.60, 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

0.60

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

0.59

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

0.68

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

0.67

The correlation between EL49.DE and ASR3.DE has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.

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Return for Risk

EL49.DE vs. ASR3.DE — Risk / Return Rank

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

EL49.DE
EL49.DE Risk / Return Rank: 1515
Overall Rank
EL49.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EL49.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EL49.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EL49.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EL49.DE Martin Ratio Rank: 1616
Martin Ratio Rank

ASR3.DE
ASR3.DE Risk / Return Rank: 3030
Overall Rank
ASR3.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ASR3.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
ASR3.DE Omega Ratio Rank: 3131
Omega Ratio Rank
ASR3.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
ASR3.DE Martin Ratio Rank: 3333
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.

EL49.DE vs. ASR3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) and BNP Paribas Easy EUR Corporate Bond SRI PAB 1-3Y UCITS ETF (ASR3.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.


EL49.DEASR3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratioReturn relative to maximum drawdown

0.46

1.29

-0.84

Martin ratioReturn relative to average drawdown

1.52

4.87

-3.35

EL49.DE vs. ASR3.DE - Sharpe Ratio Comparison

The current EL49.DE Sharpe Ratio is 0.36, which is lower than the ASR3.DE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of EL49.DE and ASR3.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


EL49.DEASR3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

1.00

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.62

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.48

-0.01

Drawdowns

EL49.DE vs. ASR3.DE - Drawdown Comparison

The maximum EL49.DE drawdown since its inception was -16.77%, which is greater than ASR3.DE's maximum drawdown of -6.86%. Use the drawdown chart below to compare losses from any high point for EL49.DE and ASR3.DE.


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Drawdown Indicators


EL49.DEASR3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.77%

-6.86%

-9.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-1.38%

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-3.05%

-1.38%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-16.77%

-6.86%

-9.91%

Max Drawdown (10Y)

Largest decline over 10 years

-16.77%

Current Drawdown

Current decline from peak

-1.87%

-0.08%

-1.79%

Average Drawdown

Average peak-to-trough decline

-3.21%

-1.54%

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.37%

+0.55%

Volatility

EL49.DE vs. ASR3.DE - Volatility Comparison

Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) has a higher volatility of 1.28% compared to BNP Paribas Easy EUR Corporate Bond SRI PAB 1-3Y UCITS ETF (ASR3.DE) at 0.56%. This indicates that EL49.DE's price experiences larger fluctuations and is considered to be riskier than ASR3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EL49.DEASR3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

0.56%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

1.55%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

1.78%

+2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.88%

2.09%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.25%

2.26%

+2.99%

EL49.DE vs. ASR3.DE - Expense Ratio Comparison

Both EL49.DE and ASR3.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EL49.DE vs. ASR3.DE - Dividend Comparison

EL49.DE's dividend yield for the trailing twelve months is around 3.49%, more than ASR3.DE's 1.98% yield.


PositionTTM20252024202320222021202020192018201720162015
ASR3.DE
BNP Paribas Easy EUR Corporate Bond SRI PAB 1-3Y UCITS ETF
1.98%2.97%3.58%0.93%1.02%0.50%0.00%0.00%0.00%0.00%0.00%0.00%
EL49.DE
Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF
3.49%3.50%3.24%3.04%0.75%0.69%0.69%0.88%0.75%1.15%1.52%1.82%

Frequently Asked Questions


EL49.DE and ASR3.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EL49.DE and ASR3.DE have the same expense ratio: 0.20% per year.

EL49.DE tracks iBoxx® EUR Liquid Corporates Diversified, while ASR3.DE tracks Bloomberg MSCI 1-3Y Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB. They also come from different issuers: Deka and BNP Paribas.

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