IS02.DE vs. ASRC.DE
IS02.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)) and ASRC.DE (BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF) are both Emerging Markets Bonds funds - IS02.DE tracks the JP Morgan EMBI Global Core while ASRC.DE tracks the JP Morgan ESG EMBI Global Diversified. Both are passively managed. Over the past 5 years, IS02.DE returned 2.88%/yr vs 2.65%/yr for ASRC.DE. A 0.78 correlation means they provide meaningful diversification when combined. IS02.DE charges 0.45%/yr vs 0.25%/yr for ASRC.DE.
Performance
IS02.DE vs. ASRC.DE - Performance Comparison
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Different Trading Currencies
IS02.DE is traded in EUR, while ASRC.DE is traded in USD. To make them comparable, the ASRC.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with IS02.DE having a 2.97% return and ASRC.DE slightly lower at 2.84%.
IS02.DE
- 1D
- 0.11%
- 1M
- 1.71%
- YTD
- 2.97%
- 6M
- 2.72%
- 1Y
- 9.38%
- 3Y*
- 6.78%
- 5Y*
- 2.88%
- 10Y*
- —
ASRC.DE
- 1D
- 0.23%
- 1M
- 1.68%
- YTD
- 2.84%
- 6M
- 2.72%
- 1Y
- 8.98%
- 3Y*
- 6.23%
- 5Y*
- 2.65%
- 10Y*
- —
IS02.DE vs. ASRC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IS02.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) | 2.97% | 1.10% | 11.83% | 6.71% | -13.12% | 8.54% |
ASRC.DE BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF | 2.84% | 0.49% | 11.52% | 6.43% | -12.67% | 8.65% |
Correlation
The correlation between IS02.DE and ASRC.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2021 | 0.78 |
The correlation between IS02.DE and ASRC.DE has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.
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Return for Risk
IS02.DE vs. ASRC.DE — Risk / Return Rank
IS02.DE
ASRC.DE
IS02.DE vs. ASRC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) and BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.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.
| IS02.DE | ASRC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 3.01 | +0.10 |
| Martin ratioReturn relative to average drawdown | 8.98 | 8.61 | +0.38 |
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
| IS02.DE | ASRC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.32 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.28 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.32 | -0.04 |
Drawdowns
IS02.DE vs. ASRC.DE - Drawdown Comparison
The maximum IS02.DE drawdown since its inception was -16.21%, roughly equal to the maximum ASRC.DE drawdown of -15.59%. Use the drawdown chart below to compare losses from any high point for IS02.DE and ASRC.DE.
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Drawdown Indicators
| IS02.DE | ASRC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -15.59% | -0.62% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -2.97% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -12.85% | -12.90% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -16.21% | -15.59% | -0.62% |
Current DrawdownCurrent decline from peak | 0.00% | -0.23% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -6.23% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 1.04% | 0.00% |
Volatility
IS02.DE vs. ASRC.DE - Volatility Comparison
The current volatility for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) is 1.19%, while BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF (ASRC.DE) has a volatility of 1.62%. This indicates that IS02.DE experiences smaller price fluctuations and is considered to be less risky than ASRC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS02.DE | ASRC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 1.62% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 3.97% | 5.09% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.94% | 6.79% | -0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.53% | 9.24% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.34% | 9.15% | -0.81% |
IS02.DE vs. ASRC.DE - Expense Ratio Comparison
IS02.DE has a 0.45% expense ratio, which is higher than ASRC.DE's 0.25% expense ratio.
Dividends
IS02.DE vs. ASRC.DE - Dividend Comparison
Neither IS02.DE nor ASRC.DE has paid dividends to shareholders.
Frequently Asked Questions
IS02.DE and ASRC.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ASRC.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ASRC.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for IS02.DE.
IS02.DE tracks JP Morgan EMBI Global Core, while ASRC.DE tracks JP Morgan ESG EMBI Global Diversified. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.45% for IS02.DE and 0.25% for ASRC.DE.
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