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

Performance

XDRE.DE vs. ASRY.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 MSCI World Min TE UCITS ETF EUR Acc (ASRY.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, XDRE.DE achieves a 13.27% return, which is significantly higher than ASRY.DE's 11.55% return.


XDRE.DE

1D
0.00%
1M
3.92%
YTD
13.27%
6M
14.77%
1Y
17.57%
3Y*
5Y*
10Y*

ASRY.DE

1D
0.00%
1M
1.51%
YTD
11.55%
6M
12.01%
1Y
25.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between XDRE.DE and ASRY.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2024

0.49

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Return for Risk

XDRE.DE vs. ASRY.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: 5151
Overall Rank
XDRE.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XDRE.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XDRE.DE Omega Ratio Rank: 4545
Omega Ratio Rank
XDRE.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
XDRE.DE Martin Ratio Rank: 5656
Martin Ratio Rank

ASRY.DE
ASRY.DE Risk / Return Rank: 8080
Overall Rank
ASRY.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ASRY.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
ASRY.DE Omega Ratio Rank: 7979
Omega Ratio Rank
ASRY.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
ASRY.DE Martin Ratio Rank: 8484
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.

XDRE.DE vs. ASRY.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 MSCI World Min TE UCITS ETF EUR Acc (ASRY.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.


XDRE.DEASRY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratioReturn relative to maximum drawdown

2.60

3.77

-1.17

Martin ratioReturn relative to average drawdown

8.91

15.04

-6.13

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

The current XDRE.DE Sharpe Ratio is 1.53, which is lower than the ASRY.DE Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of XDRE.DE and ASRY.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

XDRE.DE vs. ASRY.DE - Drawdown Comparison

The maximum XDRE.DE drawdown since its inception was -20.91%, roughly equal to the maximum ASRY.DE drawdown of -21.60%. Use the drawdown chart below to compare losses from any high point for XDRE.DE and ASRY.DE.


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Drawdown Indicators


XDRE.DEASRY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.91%

-21.60%

+0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-6.75%

-0.04%

Current Drawdown

Current decline from peak

0.00%

-0.19%

+0.19%

Average Drawdown

Average peak-to-trough decline

-7.93%

-2.59%

-5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.69%

+0.30%

Volatility

XDRE.DE vs. ASRY.DE - Volatility Comparison

Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) has a higher volatility of 3.67% compared to BNP Paribas Easy MSCI World Min TE UCITS ETF EUR Acc (ASRY.DE) at 2.95%. This indicates that XDRE.DE's price experiences larger fluctuations and is considered to be riskier than ASRY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDRE.DEASRY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

2.95%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

8.99%

8.25%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

11.63%

11.62%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

13.54%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.06%

13.54%

+0.52%

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

XDRE.DE has a 0.18% expense ratio, which is higher than ASRY.DE's 0.16% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XDRE.DE vs. ASRY.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XDRE.DE and ASRY.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ASRY.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASRY.DE is cheaper with a 0.16% expense ratio, compared with 0.18% for XDRE.DE.

XDRE.DE is categorized as REIT, while ASRY.DE is ESG. XDRE.DE tracks Dow Jones Developed Green Real Estate Index, while ASRY.DE tracks MSCI World Select Filtered Min TE Index. They also come from different issuers: Xtrackers and BNP Paribas. Their fees differ too: 0.18% for XDRE.DE and 0.16% for ASRY.DE.

Portfolio Optimizer

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