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EUED.DE vs. ASRW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUED.DE vs. ASRW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE) and BNP Paribas Easy MSCI World Min TE UCITS ETF USD Acc (ASRW.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, EUED.DE achieves a 1.35% return, which is significantly lower than ASRW.DE's 12.55% return.


EUED.DE

1D
0.20%
1M
0.37%
6M
1.15%
YTD
1.35%
1Y
2.39%
3Y*
3.35%
5Y*
2.15%
10Y*

ASRW.DE

1D
-0.32%
1M
1.36%
6M
10.93%
YTD
12.55%
1Y
23.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUED.DE vs. ASRW.DE - Yearly Performance Comparison


Correlation

The correlation between EUED.DE and ASRW.DE is 0.04, 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

0.04

Correlation (All Time)
Calculated using the full available price history since May 30, 2024

-0.01

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Return for Risk

EUED.DE vs. ASRW.DE — Risk / Return Rank

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

EUED.DE
EUED.DE Risk / Return Rank: 8080
Overall Rank
EUED.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EUED.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
EUED.DE Omega Ratio Rank: 9191
Omega Ratio Rank
EUED.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
EUED.DE Martin Ratio Rank: 9696
Martin Ratio Rank

ASRW.DE
ASRW.DE Risk / Return Rank: 6868
Overall Rank
ASRW.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ASRW.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
ASRW.DE Omega Ratio Rank: 6565
Omega Ratio Rank
ASRW.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
ASRW.DE Martin Ratio Rank: 7272
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.

EUED.DE vs. ASRW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE) and BNP Paribas Easy MSCI World Min TE UCITS ETF USD Acc (ASRW.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EUED.DEASRW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.47

1.34

+0.13

Calmar ratioReturn relative to maximum drawdown

11.93

3.50

+8.44

Martin ratioReturn relative to average drawdown

26.53

13.12

+13.41

EUED.DE vs. ASRW.DE - Sharpe Ratio Comparison

The current EUED.DE Sharpe Ratio is 1.53, which is comparable to the ASRW.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of EUED.DE and ASRW.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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Drawdowns

EUED.DE vs. ASRW.DE - Drawdown Comparison

The maximum EUED.DE drawdown since its inception was -3.54%, smaller than the maximum ASRW.DE drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for EUED.DE and ASRW.DE.


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Drawdown Indicators


EUED.DEASRW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.54%

-20.77%

+17.23%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-6.67%

+6.47%

Max Drawdown (3Y)

Largest decline over 3 years

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-1.20%

Current Drawdown

Current decline from peak

0.00%

-0.43%

+0.43%

Average Drawdown

Average peak-to-trough decline

-0.73%

-3.08%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

1.78%

-1.69%

Volatility

EUED.DE vs. ASRW.DE - Volatility Comparison

The current volatility for iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE) is 0.28%, while BNP Paribas Easy MSCI World Min TE UCITS ETF USD Acc (ASRW.DE) has a volatility of 2.75%. This indicates that EUED.DE experiences smaller price fluctuations and is considered to be less risky than ASRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUED.DEASRW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.28%

2.75%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.03%

9.51%

-8.48%

Volatility (1Y)

Calculated over the trailing 1-year period

1.55%

12.56%

-11.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.65%

14.94%

-13.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.51%

14.94%

-12.43%

EUED.DE vs. ASRW.DE - Expense Ratio Comparison

EUED.DE has a 0.09% expense ratio, which is lower than ASRW.DE's 0.16% 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%.


Dividends

EUED.DE vs. ASRW.DE - Dividend Comparison

EUED.DE's dividend yield for the trailing twelve months is around 2.36%, while ASRW.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
ASRW.DE
BNP Paribas Easy MSCI World Min TE UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUED.DE
iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist)
2.36%2.74%3.86%2.75%0.00%0.00%0.11%

Frequently Asked Questions


EUED.DE and ASRW.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUED.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUED.DE is cheaper with a 0.09% expense ratio, compared with 0.16% for ASRW.DE.

EUED.DE is categorized as Ultrashort Bond, while ASRW.DE is ESG. EUED.DE tracks iBoxx MSCI ESG SRI EUR Liquid Investment Grade Ultrashort Index, while ASRW.DE tracks MSCI World Select Filtered Min TE Index. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.09% for EUED.DE and 0.16% for ASRW.DE.

Portfolio Optimizer

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