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

Performance

EUHI.DE vs. ASRG.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 Dis (ASRG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUHI.DE achieves a 1.24% return, which is significantly higher than ASRG.DE's 0.92% return.


EUHI.DE

1D
-0.00%
1M
0.41%
YTD
1.24%
6M
1.47%
1Y
3.53%
3Y*
6.36%
5Y*
2.83%
10Y*

ASRG.DE

1D
0.16%
1M
0.58%
YTD
0.92%
6M
1.45%
1Y
3.89%
3Y*
6.79%
5Y*
2.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUHI.DE vs. ASRG.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EUHI.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist
1.24%5.05%6.16%10.11%-8.21%1.95%
ASRG.DE
BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Dis
0.92%5.01%6.41%11.23%-11.07%1.62%

Correlation

The correlation between EUHI.DE and ASRG.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.73

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

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2021

0.78

Over the past year, the correlation between EUHI.DE and ASRG.DE has dropped to 0.58 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

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Return for Risk

EUHI.DE vs. ASRG.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: 3636
Overall Rank
EUHI.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EUHI.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
EUHI.DE Omega Ratio Rank: 4040
Omega Ratio Rank
EUHI.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
EUHI.DE Martin Ratio Rank: 3636
Martin Ratio Rank

ASRG.DE
ASRG.DE Risk / Return Rank: 2626
Overall Rank
ASRG.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ASRG.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ASRG.DE Omega Ratio Rank: 2323
Omega Ratio Rank
ASRG.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
ASRG.DE Martin Ratio Rank: 3030
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. ASRG.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 Dis (ASRG.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.DEASRG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.26

1.15

+0.10

Calmar ratioReturn relative to maximum drawdown

1.24

1.08

+0.16

Martin ratioReturn relative to average drawdown

5.48

4.36

+1.12

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

The current EUHI.DE Sharpe Ratio is 1.24, which is higher than the ASRG.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of EUHI.DE and ASRG.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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Sharpe Ratios by Period


EUHI.DEASRG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.86

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.41

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.45

-0.04

Drawdowns

EUHI.DE vs. ASRG.DE - Drawdown Comparison

The maximum EUHI.DE drawdown since its inception was -21.68%, which is greater than ASRG.DE's maximum drawdown of -16.66%. Use the drawdown chart below to compare losses from any high point for EUHI.DE and ASRG.DE.


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Drawdown Indicators


EUHI.DEASRG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.68%

-16.66%

-5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-3.30%

+0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-3.28%

-3.91%

+0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

-16.66%

+4.02%

Current Drawdown

Current decline from peak

-0.12%

-0.05%

-0.07%

Average Drawdown

Average peak-to-trough decline

-2.41%

-3.97%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.82%

-0.18%

Volatility

EUHI.DE vs. ASRG.DE - Volatility Comparison

The current volatility for PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist (EUHI.DE) is 0.67%, while BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Dis (ASRG.DE) has a volatility of 1.02%. This indicates that EUHI.DE experiences smaller price fluctuations and is considered to be less risky than ASRG.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.DEASRG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

1.02%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

3.35%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

2.83%

4.15%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.50%

5.52%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.21%

5.44%

+0.77%

EUHI.DE vs. ASRG.DE - Expense Ratio Comparison

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


Dividends

EUHI.DE vs. ASRG.DE - Dividend Comparison

EUHI.DE's dividend yield for the trailing twelve months is around 4.40%, more than ASRG.DE's 3.95% yield.


PositionTTM202520242023202220212020201920182017
ASRG.DE
BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Dis
3.95%4.69%5.97%2.99%3.91%0.00%0.00%0.00%0.00%0.00%
EUHI.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Dist
4.40%4.47%4.75%4.15%3.10%2.54%2.61%2.59%2.03%0.17%

Frequently Asked Questions


EUHI.DE and ASRG.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ASRG.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASRG.DE is cheaper with a 0.25% expense ratio, compared with 0.50% for EUHI.DE.

EUHI.DE tracks BofA Merrill Lynch 0-5 Year Euro Developed Markets High Yield 2% Constrained, while ASRG.DE tracks Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel. They also come from different issuers: PIMCO and BNP Paribas. Their fees differ too: 0.50% for EUHI.DE and 0.25% for ASRG.DE.

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