JSRI.DE vs. ASRE.DE
JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) and ASRE.DE (BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF) are both exchange-traded funds - JSRI.DE is a Japan Equities fund tracking the MSCI Japan SRI S-Series PAB 5% Capped, while ASRE.DE is a European Government Bonds fund tracking the J.P. Morgan ESG EMU Government Bond IG 3-5 Year. Both are passively managed. Over the past 5 years, JSRI.DE returned 2.34%/yr vs -0.36%/yr for ASRE.DE. At a 0.18 correlation, their price movements are largely independent. JSRI.DE charges 0.25%/yr vs 0.15%/yr for ASRE.DE.
Performance
JSRI.DE vs. ASRE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JSRI.DE achieves a 7.00% return, which is significantly higher than ASRE.DE's -0.12% return.
JSRI.DE
- 1D
- -0.56%
- 1M
- 3.33%
- YTD
- 7.00%
- 6M
- 6.81%
- 1Y
- 10.29%
- 3Y*
- 2.63%
- 5Y*
- 2.34%
- 10Y*
- —
ASRE.DE
- 1D
- 0.06%
- 1M
- 0.36%
- YTD
- -0.12%
- 6M
- -0.11%
- 1Y
- 0.35%
- 3Y*
- 2.70%
- 5Y*
- -0.36%
- 10Y*
- —
JSRI.DE vs. ASRE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 7.00% | 3.81% | 1.12% | 10.63% | -16.21% | 2.30% |
ASRE.DE BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF | -0.12% | 2.42% | 2.13% | 5.11% | -9.94% | -0.79% |
Correlation
The correlation between JSRI.DE and ASRE.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2021 | 0.18 |
The correlation between JSRI.DE and ASRE.DE shifts across timeframes, from 0.18 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JSRI.DE vs. ASRE.DE — Risk / Return Rank
JSRI.DE
ASRE.DE
JSRI.DE vs. ASRE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) and BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF (ASRE.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.
| JSRI.DE | ASRE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.03 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 0.15 | +0.84 |
| Martin ratioReturn relative to average drawdown | 2.86 | 0.41 | +2.45 |
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
| JSRI.DE | ASRE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.14 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | -0.10 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | -0.10 | +0.35 |
Drawdowns
JSRI.DE vs. ASRE.DE - Drawdown Comparison
The maximum JSRI.DE drawdown since its inception was -26.30%, which is greater than ASRE.DE's maximum drawdown of -12.01%. Use the drawdown chart below to compare losses from any high point for JSRI.DE and ASRE.DE.
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Drawdown Indicators
| JSRI.DE | ASRE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -12.01% | -14.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.41% | -2.40% | -8.01% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -2.40% | -13.93% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -12.01% | -10.36% |
Current DrawdownCurrent decline from peak | -2.61% | -2.42% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -5.22% | -4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 0.85% | +2.74% |
Volatility
JSRI.DE vs. ASRE.DE - Volatility Comparison
BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis (JSRI.DE) has a higher volatility of 3.40% compared to BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF (ASRE.DE) at 1.03%. This indicates that JSRI.DE's price experiences larger fluctuations and is considered to be riskier than ASRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSRI.DE | ASRE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 1.03% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 13.83% | 2.28% | +11.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 2.57% | +14.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 3.60% | +12.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 3.52% | +13.25% |
JSRI.DE vs. ASRE.DE - Expense Ratio Comparison
JSRI.DE has a 0.25% expense ratio, which is higher than ASRE.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JSRI.DE vs. ASRE.DE - Dividend Comparison
JSRI.DE's dividend yield for the trailing twelve months is around 2.44%, while ASRE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ASRE.DE BNP Paribas Easy JPM ESG EMU Government Bond IG 3-5Y UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JSRI.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis | 2.44% | 1.91% | 1.85% | 4.41% | 2.87% | 1.71% | 2.06% | 2.03% |
Frequently Asked Questions
JSRI.DE and ASRE.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ASRE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ASRE.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for JSRI.DE.
JSRI.DE is categorized as Japan Equities, while ASRE.DE is European Government Bonds. JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while ASRE.DE tracks J.P. Morgan ESG EMU Government Bond IG 3-5 Year. Their fees differ too: 0.25% for JSRI.DE and 0.15% for ASRE.DE.
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