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LMWE.DE vs. ASRM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LMWE.DE vs. ASRM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF (ASRM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LMWE.DE

1D
-0.04%
1M
-2.48%
YTD
7.51%
6M
7.23%
1Y
9.11%
3Y*
4.39%
5Y*
0.78%
10Y*
2.38%

ASRM.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LMWE.DE vs. ASRM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LMWE.DE
Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)
7.51%-2.27%4.83%3.20%-20.69%36.10%-17.30%22.98%-1.37%-2.23%
ASRM.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF
0.00%0.00%-78.40%-3.99%-3.83%0.89%-16.42%-14.47%3.07%-15.24%

Correlation

The correlation between LMWE.DE and ASRM.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

-0.02

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

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2010

0.01

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Return for Risk

LMWE.DE vs. ASRM.DE — Risk / Return Rank

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

LMWE.DE
LMWE.DE Risk / Return Rank: 2626
Overall Rank
LMWE.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LMWE.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
LMWE.DE Omega Ratio Rank: 2424
Omega Ratio Rank
LMWE.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
LMWE.DE Martin Ratio Rank: 2828
Martin Ratio Rank

ASRM.DE
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.

LMWE.DE vs. ASRM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF (ASRM.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.


LMWE.DEASRM.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.24

Martin ratioReturn relative to average drawdown

3.96

LMWE.DE vs. ASRM.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LMWE.DEASRM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

Drawdowns

LMWE.DE vs. ASRM.DE - Drawdown Comparison


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Drawdown Indicators


LMWE.DEASRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.37%

Max Drawdown (1Y)

Largest decline over 1 year

-7.88%

Max Drawdown (3Y)

Largest decline over 3 years

-20.47%

Max Drawdown (5Y)

Largest decline over 5 years

-30.69%

Max Drawdown (10Y)

Largest decline over 10 years

-42.37%

Current Drawdown

Current decline from peak

-11.34%

Average Drawdown

Average peak-to-trough decline

-10.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

Volatility

LMWE.DE vs. ASRM.DE - Volatility Comparison


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Volatility by Period


LMWE.DEASRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

Volatility (1Y)

Calculated over the trailing 1-year period

11.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

LMWE.DE vs. ASRM.DE - Expense Ratio Comparison

LMWE.DE has a 0.45% expense ratio, which is higher than ASRM.DE's 0.40% expense ratio.


Dividends

LMWE.DE vs. ASRM.DE - Dividend Comparison

LMWE.DE's dividend yield for the trailing twelve months is around 2.42%, while ASRM.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ASRM.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LMWE.DE
Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)
2.42%2.61%3.75%0.00%4.18%2.22%3.76%3.37%3.76%3.44%3.65%4.01%

Frequently Asked Questions


LMWE.DE and ASRM.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ASRM.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASRM.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for LMWE.DE.

LMWE.DE tracks FTSE EPRA/NAREIT Developed, while ASRM.DE tracks FTSE EPRA Nareit Developed Green EU CTB. They also come from different issuers: Amundi and BNP Paribas. Their fees differ too: 0.45% for LMWE.DE and 0.40% for ASRM.DE.

Portfolio Optimizer

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