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

Performance

PAC.DE vs. ASRM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF (PAC.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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PAC.DE vs. ASRM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAC.DE
BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF
5.95%6.73%12.07%2.38%0.50%12.85%-2.66%21.45%-6.04%10.46%
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%

Returns By Period


PAC.DE

1D
-0.10%
1M
-1.34%
YTD
5.95%
6M
5.98%
1Y
15.79%
3Y*
8.52%
5Y*
6.18%
10Y*

ASRM.DE

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

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

PAC.DE has a 0.16% expense ratio, which is lower than ASRM.DE's 0.40% expense ratio.


Return for Risk

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

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

PAC.DE
PAC.DE Risk / Return Rank: 6161
Overall Rank
PAC.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PAC.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
PAC.DE Omega Ratio Rank: 5252
Omega Ratio Rank
PAC.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
PAC.DE Martin Ratio Rank: 7272
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.

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

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF (PAC.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.


PAC.DEASRM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.98

Sortino ratio

Return per unit of downside risk

1.35

Omega ratio

Gain probability vs. loss probability

1.21

Calmar ratio

Return relative to maximum drawdown

3.10

Martin ratio

Return relative to average drawdown

9.24

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


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Sharpe Ratios by Period


PAC.DEASRM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

Correlation

The correlation between PAC.DE and ASRM.DE is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PAC.DE vs. ASRM.DE - Dividend Comparison

Neither PAC.DE nor ASRM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PAC.DE vs. ASRM.DE - Drawdown Comparison


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Drawdown Indicators


PAC.DEASRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.86%

Max Drawdown (5Y)

Largest decline over 5 years

-20.21%

Current Drawdown

Current decline from peak

-3.93%

Average Drawdown

Average peak-to-trough decline

-5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

Volatility

PAC.DE vs. ASRM.DE - Volatility Comparison


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Volatility by Period


PAC.DEASRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.56%