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ESAD.DE vs. ASRF.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESAD.DE vs. ASRF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) and BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE). The values are adjusted to include any dividend payments, if applicable.

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ESAD.DE vs. ASRF.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ESAD.DE achieves a 1.84% return, which is significantly higher than ASRF.DE's -1.03% return.


ESAD.DE

1D
-0.55%
1M
-7.44%
YTD
1.84%
6M
1.21%
1Y
-0.76%
3Y*
3.83%
5Y*
10Y*

ASRF.DE

1D
1.13%
1M
-1.12%
YTD
-1.03%
6M
0.15%
1Y
3.63%
3Y*
6.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESAD.DE vs. ASRF.DE - Expense Ratio Comparison

ESAD.DE has a 0.41% expense ratio, which is higher than ASRF.DE's 0.25% expense ratio.


Return for Risk

ESAD.DE vs. ASRF.DE — Risk / Return Rank

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

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

ASRF.DE
ASRF.DE Risk / Return Rank: 4040
Overall Rank
ASRF.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ASRF.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
ASRF.DE Omega Ratio Rank: 4040
Omega Ratio Rank
ASRF.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
ASRF.DE Martin Ratio Rank: 4343
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.

ESAD.DE vs. ASRF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.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.


ESAD.DEASRF.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.05

0.82

-0.88

Sortino ratio

Return per unit of downside risk

0.02

1.19

-1.17

Omega ratio

Gain probability vs. loss probability

1.00

1.17

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.09

1.03

-1.12

Martin ratio

Return relative to average drawdown

-0.28

4.51

-4.79

ESAD.DE vs. ASRF.DE - Sharpe Ratio Comparison

The current ESAD.DE Sharpe Ratio is -0.05, which is lower than the ASRF.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of ESAD.DE and ASRF.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ESAD.DEASRF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

0.82

-0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.40

-0.62

Correlation

The correlation between ESAD.DE and ASRF.DE is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ESAD.DE vs. ASRF.DE - Dividend Comparison

Neither ESAD.DE nor ASRF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESAD.DE vs. ASRF.DE - Drawdown Comparison

The maximum ESAD.DE drawdown since its inception was -30.37%, which is greater than ASRF.DE's maximum drawdown of -16.76%. Use the drawdown chart below to compare losses from any high point for ESAD.DE and ASRF.DE.


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Drawdown Indicators


ESAD.DEASRF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.37%

-16.76%

-13.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-3.25%

-8.50%

Current Drawdown

Current decline from peak

-16.30%

-1.85%

-14.45%

Average Drawdown

Average peak-to-trough decline

-17.84%

-4.37%

-13.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

0.75%

+2.73%

Volatility

ESAD.DE vs. ASRF.DE - Volatility Comparison

BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) has a higher volatility of 4.48% compared to BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) at 2.05%. This indicates that ESAD.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


ESAD.DEASRF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

2.05%

+2.43%

Volatility (6M)

Calculated over the trailing 6-month period

8.64%

2.74%

+5.90%

Volatility (1Y)

Calculated over the trailing 1-year period

14.11%

4.40%

+9.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

5.85%

+9.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.90%

5.85%

+9.05%