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

Performance

EUHI.DE vs. ASRF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist (EUHI.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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EUHI.DE vs. ASRF.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EUHI.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist
-1.03%5.05%6.16%10.11%-8.21%1.37%
ASRF.DE
BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc
-1.03%4.66%6.57%11.42%-11.08%1.06%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with EUHI.DE at -1.03% and ASRF.DE at -1.03%.


EUHI.DE

1D
0.92%
1M
-1.59%
YTD
-1.03%
6M
-0.11%
1Y
3.07%
3Y*
5.86%
5Y*
2.49%
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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EUHI.DE vs. ASRF.DE - Expense Ratio Comparison

EUHI.DE has a 0.50% expense ratio, which is higher than ASRF.DE's 0.25% expense ratio.


Return for Risk

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

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

EUHI.DE
EUHI.DE Risk / Return Rank: 4444
Overall Rank
EUHI.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EUHI.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
EUHI.DE Omega Ratio Rank: 4646
Omega Ratio Rank
EUHI.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
EUHI.DE Martin Ratio Rank: 4646
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.

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

This table presents a comparison of risk-adjusted performance metrics for PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist (EUHI.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.


EUHI.DEASRF.DEDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.82

+0.07

Sortino ratio

Return per unit of downside risk

1.29

1.19

+0.10

Omega ratio

Gain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

1.11

1.03

+0.08

Martin ratio

Return relative to average drawdown

4.93

4.51

+0.42

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

The current EUHI.DE Sharpe Ratio is 0.89, which is comparable to the ASRF.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of EUHI.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


EUHI.DEASRF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.82

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.40

-0.03

Correlation

The correlation between EUHI.DE and ASRF.DE is 0.67, 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

EUHI.DE vs. ASRF.DE - Dividend Comparison

EUHI.DE's dividend yield for the trailing twelve months is around 4.48%, while ASRF.DE has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
EUHI.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist
4.48%4.47%4.75%4.15%3.10%2.54%2.61%2.59%2.03%0.17%
ASRF.DE
BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EUHI.DE vs. ASRF.DE - Drawdown Comparison

The maximum EUHI.DE drawdown since its inception was -21.68%, 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 EUHI.DE and ASRF.DE.


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Drawdown Indicators


EUHI.DEASRF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.68%

-16.76%

-4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-3.25%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

Current Drawdown

Current decline from peak

-1.83%

-1.85%

+0.02%

Average Drawdown

Average peak-to-trough decline

-2.45%

-4.37%

+1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.75%

-0.11%

Volatility

EUHI.DE vs. ASRF.DE - Volatility Comparison

The current volatility for PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist (EUHI.DE) is 1.57%, while BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) has a volatility of 2.05%. This indicates that EUHI.DE experiences smaller price fluctuations and is considered to be less risky 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


EUHI.DEASRF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

2.05%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

2.74%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

4.40%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.46%

5.85%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.25%

5.85%

+0.40%