JSRI.DE vs. ASRF.DE
JSRI.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis) and ASRF.DE (BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc) are both exchange-traded funds - JSRI.DE is a Japan Equities fund tracking the MSCI Japan SRI S-Series PAB 5% Capped, while ASRF.DE is a European High Yield Bonds fund tracking the Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel. Both are passively managed. Over the past 5 years, JSRI.DE returned 2.34%/yr vs 2.26%/yr for ASRF.DE. At a 0.35 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
JSRI.DE vs. ASRF.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 ASRF.DE's 0.70% 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*
- —
ASRF.DE
- 1D
- 0.10%
- 1M
- 1.10%
- YTD
- 0.70%
- 6M
- 1.24%
- 1Y
- 3.56%
- 3Y*
- 6.65%
- 5Y*
- 2.26%
- 10Y*
- —
JSRI.DE vs. ASRF.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% | 3.50% |
ASRF.DE BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc | 0.70% | 4.66% | 6.57% | 11.42% | -11.08% | 1.06% |
Correlation
The correlation between JSRI.DE and ASRF.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021 | 0.35 |
The correlation between JSRI.DE and ASRF.DE shifts across timeframes, from 0.35 (all time) to 0.48 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JSRI.DE vs. ASRF.DE — Risk / Return Rank
JSRI.DE
ASRF.DE
JSRI.DE vs. ASRF.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 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.
| JSRI.DE | ASRF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.18 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.09 | -0.10 |
| Martin ratioReturn relative to average drawdown | 2.86 | 4.34 | -1.47 |
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 | ASRF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.93 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.43 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.45 | -0.21 |
Drawdowns
JSRI.DE vs. ASRF.DE - Drawdown Comparison
The maximum JSRI.DE drawdown since its inception was -26.30%, 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 JSRI.DE and ASRF.DE.
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Drawdown Indicators
| JSRI.DE | ASRF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -16.76% | -9.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.41% | -3.25% | -7.16% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -3.86% | -12.47% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -16.76% | -5.61% |
Current DrawdownCurrent decline from peak | -2.61% | -0.34% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -4.24% | -5.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 0.82% | +2.77% |
Volatility
JSRI.DE vs. ASRF.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 EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) at 1.05%. This indicates that JSRI.DE's price experiences larger fluctuations and is considered to be riskier 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
| JSRI.DE | ASRF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 1.05% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 13.83% | 3.20% | +10.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 3.80% | +13.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 5.85% | +10.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 5.83% | +10.94% |
JSRI.DE vs. ASRF.DE - Expense Ratio Comparison
Both JSRI.DE and ASRF.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
JSRI.DE vs. ASRF.DE - Dividend Comparison
JSRI.DE's dividend yield for the trailing twelve months is around 2.44%, while ASRF.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
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 ASRF.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JSRI.DE and ASRF.DE have the same expense ratio: 0.25% per year.
JSRI.DE is categorized as Japan Equities, while ASRF.DE is European High Yield Bonds. JSRI.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while ASRF.DE tracks Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel.
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