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XDEV.DE vs. ASRS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEV.DE vs. ASRS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) and BNP Paribas Easy ECPI Global ESG Hydrogen Economy UCITS ETF EUR Capitalisation (ASRS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDEV.DE achieves a 34.69% return, which is significantly higher than ASRS.DE's 26.24% return.


XDEV.DE

1D
2.90%
1M
7.03%
YTD
34.69%
6M
37.13%
1Y
62.50%
3Y*
25.51%
5Y*
17.23%
10Y*
12.69%

ASRS.DE

1D
-0.77%
1M
-0.16%
YTD
26.24%
6M
26.99%
1Y
57.71%
3Y*
14.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEV.DE vs. ASRS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XDEV.DE
Xtrackers MSCI World Value Factor UCITS ETF 1C
34.69%24.74%11.64%15.69%-3.67%
ASRS.DE
BNP Paribas Easy ECPI Global ESG Hydrogen Economy UCITS ETF EUR Capitalisation
26.24%32.28%-6.37%-3.66%-7.70%

Correlation

The correlation between XDEV.DE and ASRS.DE is 0.69, 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

0.69

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

0.71

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

0.73

The correlation between XDEV.DE and ASRS.DE has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.

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Return for Risk

XDEV.DE vs. ASRS.DE — Risk / Return Rank

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

XDEV.DE
XDEV.DE Risk / Return Rank: 9797
Overall Rank
XDEV.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XDEV.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
XDEV.DE Omega Ratio Rank: 9696
Omega Ratio Rank
XDEV.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
XDEV.DE Martin Ratio Rank: 9797
Martin Ratio Rank

ASRS.DE
ASRS.DE Risk / Return Rank: 9292
Overall Rank
ASRS.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ASRS.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
ASRS.DE Omega Ratio Rank: 8888
Omega Ratio Rank
ASRS.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ASRS.DE Martin Ratio Rank: 9494
Martin Ratio Rank
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.

XDEV.DE vs. ASRS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) and BNP Paribas Easy ECPI Global ESG Hydrogen Economy UCITS ETF EUR Capitalisation (ASRS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XDEV.DEASRS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.51

Omega ratioGain probability vs. loss probability

1.76

1.54

+0.23

Calmar ratioReturn relative to maximum drawdown

10.28

7.74

+2.54

Martin ratioReturn relative to average drawdown

37.44

25.47

+11.97

XDEV.DE vs. ASRS.DE - Sharpe Ratio Comparison

The current XDEV.DE Sharpe Ratio is 4.32, which is comparable to the ASRS.DE Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of XDEV.DE and ASRS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XDEV.DE vs. ASRS.DE - Drawdown Comparison

The maximum XDEV.DE drawdown since its inception was -35.27%, roughly equal to the maximum ASRS.DE drawdown of -36.11%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and ASRS.DE.


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Drawdown Indicators


XDEV.DEASRS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.27%

-36.11%

+0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-6.05%

-7.68%

+1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-25.09%

+7.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.02%

Max Drawdown (10Y)

Largest decline over 10 years

-35.27%

Current Drawdown

Current decline from peak

-1.34%

-2.31%

+0.97%

Average Drawdown

Average peak-to-trough decline

-6.92%

-15.71%

+8.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

2.34%

-0.68%

Volatility

XDEV.DE vs. ASRS.DE - Volatility Comparison

Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) and BNP Paribas Easy ECPI Global ESG Hydrogen Economy UCITS ETF EUR Capitalisation (ASRS.DE) have volatilities of 5.99% and 6.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEV.DEASRS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

6.05%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

12.94%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

17.79%

-3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

18.04%

-3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.69%

18.04%

-1.35%

XDEV.DE vs. ASRS.DE - Expense Ratio Comparison

XDEV.DE has a 0.25% expense ratio, which is lower than ASRS.DE's 0.30% expense ratio.


Dividends

XDEV.DE vs. ASRS.DE - Dividend Comparison

Neither XDEV.DE nor ASRS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDEV.DE and ASRS.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ASRS.DE.

XDEV.DE is categorized as Global Equities, while ASRS.DE is Alternative Energy Equities. XDEV.DE tracks MSCI ACWI Value NR USD, while ASRS.DE tracks ECPI Global ESG Hydrogen Economy (NR) Index. They also come from different issuers: DWS and BNP Paribas Easy. Their fees differ too: 0.25% for XDEV.DE and 0.30% for ASRS.DE.

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