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

Performance

ESAP.DE vs. ASRF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.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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ESAP.DE vs. ASRF.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESAP.DE
BNP Paribas Easy S&P 500 UCITS ETF USD
-4.32%17.48%24.85%26.98%-19.18%18.61%
ASRF.DE
BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc
-2.32%18.15%0.47%14.94%-15.86%-3.76%
Different Trading Currencies

ESAP.DE is traded in USD, while ASRF.DE is traded in EUR. To make them comparable, the ASRF.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESAP.DE achieves a -4.32% return, which is significantly lower than ASRF.DE's -2.32% return.


ESAP.DE

1D
2.50%
1M
-3.69%
YTD
-4.32%
6M
-1.08%
1Y
18.10%
3Y*
18.47%
5Y*
11.73%
10Y*

ASRF.DE

1D
1.50%
1M
-1.92%
YTD
-2.32%
6M
-1.01%
1Y
11.34%
3Y*
8.81%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ESAP.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%.


Return for Risk

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

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

ESAP.DE
ESAP.DE Risk / Return Rank: 6565
Overall Rank
ESAP.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ESAP.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
ESAP.DE Omega Ratio Rank: 6161
Omega Ratio Rank
ESAP.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
ESAP.DE Martin Ratio Rank: 7373
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.

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

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.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.


ESAP.DEASRF.DEDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.22

-0.11

Sortino ratio

Return per unit of downside risk

1.63

1.86

-0.23

Omega ratio

Gain probability vs. loss probability

1.23

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

2.05

1.40

+0.65

Martin ratio

Return relative to average drawdown

8.47

5.16

+3.31

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

The current ESAP.DE Sharpe Ratio is 1.12, which is comparable to the ASRF.DE Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of ESAP.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


ESAP.DEASRF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.22

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.16

+0.61

Correlation

The correlation between ESAP.DE and ASRF.DE is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ESAP.DE vs. ASRF.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ESAP.DE vs. ASRF.DE - Drawdown Comparison

The maximum ESAP.DE drawdown since its inception was -34.23%, roughly equal to the maximum ASRF.DE drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for ESAP.DE and ASRF.DE.


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Drawdown Indicators


ESAP.DEASRF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.23%

-16.76%

-17.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-3.25%

-8.66%

Max Drawdown (5Y)

Largest decline over 5 years

-24.33%

Current Drawdown

Current decline from peak

-5.45%

-1.85%

-3.60%

Average Drawdown

Average peak-to-trough decline

-5.49%

-4.37%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

0.75%

+1.32%

Volatility

ESAP.DE vs. ASRF.DE - Volatility Comparison

BNP Paribas Easy S&P 500 UCITS ETF USD (ESAP.DE) has a higher volatility of 4.82% compared to BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) at 3.49%. This indicates that ESAP.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


ESAP.DEASRF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

3.49%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

5.46%

+3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

9.22%

+6.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

11.36%

+4.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

11.36%

+6.74%