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EMEH.DE vs. ASRE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMEH.DE vs. ASRE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (EMEH.DE) and BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF (ASRE.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, EMEH.DE achieves a 21.33% return, which is significantly higher than ASRE.DE's -0.12% return.


EMEH.DE

1D
-0.55%
1M
-0.97%
YTD
21.33%
6M
24.96%
1Y
44.23%
3Y*
16.63%
5Y*
11.35%
10Y*

ASRE.DE

1D
0.06%
1M
0.36%
YTD
-0.12%
6M
-0.11%
1Y
0.35%
3Y*
2.70%
5Y*
-0.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMEH.DE vs. ASRE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMEH.DE
BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR
21.33%25.40%6.63%-12.26%11.15%16.42%
ASRE.DE
BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF
-0.12%2.42%2.13%5.11%-9.94%-0.79%

Correlation

The correlation between EMEH.DE and ASRE.DE is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.23

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

-0.10

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

-0.05

The correlation between EMEH.DE and ASRE.DE shifts across timeframes, from -0.23 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EMEH.DE vs. ASRE.DE — Risk / Return Rank

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

EMEH.DE
EMEH.DE Risk / Return Rank: 7777
Overall Rank
EMEH.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EMEH.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
EMEH.DE Omega Ratio Rank: 7878
Omega Ratio Rank
EMEH.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
EMEH.DE Martin Ratio Rank: 7676
Martin Ratio Rank

ASRE.DE
ASRE.DE Risk / Return Rank: 1010
Overall Rank
ASRE.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ASRE.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
ASRE.DE Omega Ratio Rank: 1010
Omega Ratio Rank
ASRE.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
ASRE.DE Martin Ratio Rank: 1111
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.

EMEH.DE vs. ASRE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (EMEH.DE) and BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF (ASRE.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.


EMEH.DEASRE.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.33

Sortino ratioReturn per unit of downside risk

+2.78

Omega ratioGain probability vs. loss probability

1.45

1.03

+0.43

Calmar ratioReturn relative to maximum drawdown

4.95

0.15

+4.81

Martin ratioReturn relative to average drawdown

14.34

0.41

+13.92

EMEH.DE vs. ASRE.DE - Sharpe Ratio Comparison

The current EMEH.DE Sharpe Ratio is 2.47, which is higher than the ASRE.DE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of EMEH.DE and ASRE.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


EMEH.DEASRE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

0.14

+2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

-0.10

+0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.48

-0.10

-0.38

Drawdowns

EMEH.DE vs. ASRE.DE - Drawdown Comparison

The maximum EMEH.DE drawdown since its inception was -92.42%, which is greater than ASRE.DE's maximum drawdown of -12.01%. Use the drawdown chart below to compare losses from any high point for EMEH.DE and ASRE.DE.


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Drawdown Indicators


EMEH.DEASRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-92.42%

-12.01%

-80.41%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-2.40%

-6.49%

Max Drawdown (3Y)

Largest decline over 3 years

-12.28%

-2.40%

-9.88%

Max Drawdown (5Y)

Largest decline over 5 years

-32.73%

-12.01%

-20.72%

Current Drawdown

Current decline from peak

-80.34%

-2.42%

-77.92%

Average Drawdown

Average peak-to-trough decline

-81.38%

-5.22%

-76.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

0.85%

+2.23%

Volatility

EMEH.DE vs. ASRE.DE - Volatility Comparison

BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (EMEH.DE) has a higher volatility of 4.15% compared to BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF (ASRE.DE) at 1.03%. This indicates that EMEH.DE's price experiences larger fluctuations and is considered to be riskier than ASRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMEH.DEASRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

1.03%

+3.12%

Volatility (6M)

Calculated over the trailing 6-month period

15.95%

2.28%

+13.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

2.57%

+15.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

3.60%

+13.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.16%

3.52%

+30.64%

EMEH.DE vs. ASRE.DE - Expense Ratio Comparison

EMEH.DE has a 0.39% expense ratio, which is higher than ASRE.DE's 0.15% expense ratio.


Dividends

EMEH.DE vs. ASRE.DE - Dividend Comparison

Neither EMEH.DE nor ASRE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EMEH.DE and ASRE.DE have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ASRE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASRE.DE is cheaper with a 0.15% expense ratio, compared with 0.39% for EMEH.DE.

EMEH.DE is categorized as Commodities, while ASRE.DE is European Government Bonds. EMEH.DE tracks BNP Paribas Energy & Metals Enhanced Roll (EUR Hedged), while ASRE.DE tracks J.P. Morgan ESG EMU Government Bond IG 3-5 Year. Their fees differ too: 0.39% for EMEH.DE and 0.15% for ASRE.DE.

Portfolio Optimizer

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