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

Performance

XDRE.DE vs. ASRM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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


XDRE.DE

1D
0.41%
1M
0.53%
YTD
7.27%
6M
6.71%
1Y
9.60%
3Y*
5Y*
10Y*

ASRM.DE

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

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


Correlation

The correlation between XDRE.DE and ASRM.DE is -0.02, 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

-0.02

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2024

-0.05

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Return for Risk

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

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

XDRE.DE
XDRE.DE Risk / Return Rank: 2626
Overall Rank
XDRE.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XDRE.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XDRE.DE Omega Ratio Rank: 2424
Omega Ratio Rank
XDRE.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XDRE.DE Martin Ratio Rank: 3030
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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.


XDRE.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

1.41

Martin ratioReturn relative to average drawdown

4.22

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


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Sharpe Ratios by Period


XDRE.DEASRM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

Drawdowns

XDRE.DE vs. ASRM.DE - Drawdown Comparison


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Drawdown Indicators


XDRE.DEASRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.91%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

Current Drawdown

Current decline from peak

-2.81%

Average Drawdown

Average peak-to-trough decline

-8.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

Volatility

XDRE.DE vs. ASRM.DE - Volatility Comparison


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Volatility by Period


XDRE.DEASRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

Volatility (6M)

Calculated over the trailing 6-month period

8.43%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.01%

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

XDRE.DE has a 0.18% expense ratio, which is lower than ASRM.DE's 0.40% expense ratio.


Dividends

XDRE.DE vs. ASRM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XDRE.DE and ASRM.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDRE.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for ASRM.DE.

XDRE.DE tracks Dow Jones Developed Green Real Estate Index, while ASRM.DE tracks FTSE EPRA Nareit Developed Green EU CTB. They also come from different issuers: Xtrackers and BNP Paribas. Their fees differ too: 0.18% for XDRE.DE and 0.40% for ASRM.DE.

Portfolio Optimizer

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