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ETDD.DE vs. ASRM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETDD.DE vs. ASRM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF (ASRM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

ASRM.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETDD.DE vs. ASRM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETDD.DE
BNP Paribas Easy EURO STOXX 50 UCITS ETF
7.30%22.10%10.81%22.48%-8.67%23.67%-2.97%29.87%-12.20%9.80%
ASRM.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF
0.00%0.00%-78.40%-3.99%-3.83%0.89%-16.42%-14.47%3.07%-15.24%

Correlation

The correlation between ETDD.DE and ASRM.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.04

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

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2010

0.02

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Return for Risk

ETDD.DE vs. ASRM.DE — Risk / Return Rank

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

ETDD.DE
ETDD.DE Risk / Return Rank: 3030
Overall Rank
ETDD.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ETDD.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
ETDD.DE Omega Ratio Rank: 2828
Omega Ratio Rank
ETDD.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
ETDD.DE Martin Ratio Rank: 3333
Martin Ratio Rank

ASRM.DE
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.

ETDD.DE vs. ASRM.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 FTSE EPRA Nareit Global Developed Green CTB UCITS ETF (ASRM.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.DEASRM.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.44

Martin ratioReturn relative to average drawdown

4.89

ETDD.DE vs. ASRM.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ETDD.DEASRM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

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

Drawdowns

ETDD.DE vs. ASRM.DE - Drawdown Comparison


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Drawdown Indicators


ETDD.DEASRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

Max Drawdown (10Y)

Largest decline over 10 years

-38.45%

Current Drawdown

Current decline from peak

-0.45%

Average Drawdown

Average peak-to-trough decline

-7.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

Volatility

ETDD.DE vs. ASRM.DE - Volatility Comparison


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Volatility by Period


ETDD.DEASRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

ETDD.DE vs. ASRM.DE - Expense Ratio Comparison

ETDD.DE has a 0.18% expense ratio, which is lower than ASRM.DE's 0.40% expense ratio.


Dividends

ETDD.DE vs. ASRM.DE - Dividend Comparison

Neither ETDD.DE nor ASRM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ETDD.DE and ASRM.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETDD.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETDD.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for ASRM.DE.

ETDD.DE is categorized as Europe Equities, while ASRM.DE is REIT. ETDD.DE tracks EURO STOXX® 50, while ASRM.DE tracks FTSE EPRA Nareit Developed Green EU CTB. Their fees differ too: 0.18% for ETDD.DE and 0.40% for ASRM.DE.

Portfolio Optimizer

Find the right allocation for ETDD.DE and ASRM.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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