ETDD.DE vs. ASRE.DE
ETDD.DE (BNP Paribas Easy EURO STOXX 50 UCITS ETF) and ASRE.DE (BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF) are both exchange-traded funds - ETDD.DE is a Europe Equities fund tracking the EURO STOXX® 50, while ASRE.DE is a European Government Bonds fund tracking the J.P. Morgan ESG EMU Government Bond IG 3-5 Year. Both are passively managed. Over the past 5 years, ETDD.DE returned 11.54%/yr vs -0.36%/yr for ASRE.DE. At a 0.09 correlation, their price movements are largely independent. ETDD.DE charges 0.18%/yr vs 0.15%/yr for ASRE.DE.
Performance
ETDD.DE vs. ASRE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ETDD.DE achieves a 7.30% return, which is significantly higher than ASRE.DE's -0.12% return.
ETDD.DE
- 1D
- 0.77%
- 1M
- 2.03%
- YTD
- 7.30%
- 6M
- 8.63%
- 1Y
- 15.73%
- 3Y*
- 15.57%
- 5Y*
- 11.54%
- 10Y*
- 10.39%
ASRE.DE
- 1D
- 0.06%
- 1M
- -0.03%
- YTD
- -0.12%
- 6M
- -0.05%
- 1Y
- 0.64%
- 3Y*
- 2.70%
- 5Y*
- -0.36%
- 10Y*
- —
ETDD.DE vs. ASRE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ETDD.DE BNP Paribas Easy EURO STOXX 50 UCITS ETF | 7.30% | 22.10% | 10.81% | 22.48% | -8.67% | 19.47% |
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 ETDD.DE and ASRE.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2021 | 0.09 |
Over the past year, ETDD.DE and ASRE.DE have become more correlated (0.34) than their long-term average of 0.09, meaning their price movements have been converging.
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Return for Risk
ETDD.DE vs. ASRE.DE — Risk / Return Rank
ETDD.DE
ASRE.DE
ETDD.DE vs. ASRE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.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.
| ETDD.DE | ASRE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.03 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 0.15 | +1.29 |
| Martin ratioReturn relative to average drawdown | 4.89 | 0.41 | +4.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETDD.DE | ASRE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.14 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | -0.10 | +0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | -0.10 | +0.50 |
Drawdowns
ETDD.DE vs. ASRE.DE - Drawdown Comparison
The maximum ETDD.DE drawdown since its inception was -38.45%, 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 ETDD.DE and ASRE.DE.
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Drawdown Indicators
| ETDD.DE | ASRE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -12.01% | -26.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -2.40% | -8.55% |
Max Drawdown (3Y)Largest decline over 3 years | -16.49% | -2.40% | -14.09% |
Max Drawdown (5Y)Largest decline over 5 years | -23.26% | -12.01% | -11.25% |
Max Drawdown (10Y)Largest decline over 10 years | -38.45% | — | — |
Current DrawdownCurrent decline from peak | -0.45% | -2.42% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -5.22% | -1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 0.85% | +2.38% |
Volatility
ETDD.DE vs. ASRE.DE - Volatility Comparison
BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) has a higher volatility of 5.00% compared to BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF (ASRE.DE) at 1.03%. This indicates that ETDD.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
| ETDD.DE | ASRE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 1.03% | +3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 2.28% | +10.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 2.57% | +13.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 3.60% | +13.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 3.52% | +14.79% |
ETDD.DE vs. ASRE.DE - Expense Ratio Comparison
ETDD.DE has a 0.18% expense ratio, which is higher than ASRE.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ETDD.DE vs. ASRE.DE - Dividend Comparison
Neither ETDD.DE nor ASRE.DE has paid dividends to shareholders.
Frequently Asked Questions
ETDD.DE and ASRE.DE have a correlation of 0.34, 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 0.18% for ETDD.DE.
ETDD.DE is categorized as Europe Equities, while ASRE.DE is European Government Bonds. ETDD.DE tracks EURO STOXX® 50, while ASRE.DE tracks J.P. Morgan ESG EMU Government Bond IG 3-5 Year. Their fees differ too: 0.18% for ETDD.DE and 0.15% for ASRE.DE.
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