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XQUE.DE vs. ASRD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XQUE.DE vs. ASRD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged (XQUE.DE) and BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged (ASRD.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, XQUE.DE achieves a -0.31% return, which is significantly lower than ASRD.DE's 0.59% return.


XQUE.DE

1D
0.16%
1M
-0.09%
YTD
-0.31%
6M
-0.44%
1Y
4.92%
3Y*
2.56%
5Y*
-2.64%
10Y*

ASRD.DE

1D
0.37%
1M
0.28%
YTD
0.59%
6M
1.09%
1Y
8.78%
3Y*
6.91%
5Y*
-0.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XQUE.DE vs. ASRD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XQUE.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged
-0.31%8.00%-2.63%4.56%-20.08%-0.15%
ASRD.DE
BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged
0.59%11.16%3.52%6.69%-19.97%0.96%

Correlation

The correlation between XQUE.DE and ASRD.DE is 0.77, 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

0.77

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

0.81

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

0.79

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.79

The correlation between XQUE.DE and ASRD.DE has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

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Return for Risk

XQUE.DE vs. ASRD.DE — Risk / Return Rank

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

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

ASRD.DE
ASRD.DE Risk / Return Rank: 4242
Overall Rank
ASRD.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ASRD.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
ASRD.DE Omega Ratio Rank: 4141
Omega Ratio Rank
ASRD.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
ASRD.DE Martin Ratio Rank: 4242
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.

XQUE.DE vs. ASRD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged (XQUE.DE) and BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged (ASRD.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.


XQUE.DEASRD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.17

1.26

-0.09

Calmar ratioReturn relative to maximum drawdown

1.10

1.78

-0.68

Martin ratioReturn relative to average drawdown

3.42

6.57

-3.15

XQUE.DE vs. ASRD.DE - Sharpe Ratio Comparison

The current XQUE.DE Sharpe Ratio is 0.96, which is lower than the ASRD.DE Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of XQUE.DE and ASRD.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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Sharpe Ratios by Period


XQUE.DEASRD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.43

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

-0.05

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

-0.00

-0.11

Drawdowns

XQUE.DE vs. ASRD.DE - Drawdown Comparison

The maximum XQUE.DE drawdown since its inception was -29.15%, roughly equal to the maximum ASRD.DE drawdown of -29.54%. Use the drawdown chart below to compare losses from any high point for XQUE.DE and ASRD.DE.


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Drawdown Indicators


XQUE.DEASRD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.15%

-29.54%

+0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-4.41%

-4.77%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-8.94%

-8.03%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-28.28%

-29.54%

+1.26%

Current Drawdown

Current decline from peak

-15.48%

-4.16%

-11.32%

Average Drawdown

Average peak-to-trough decline

-11.68%

-13.13%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.30%

+0.13%

Volatility

XQUE.DE vs. ASRD.DE - Volatility Comparison

The current volatility for Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged (XQUE.DE) is 1.67%, while BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged (ASRD.DE) has a volatility of 1.86%. This indicates that XQUE.DE experiences smaller price fluctuations and is considered to be less risky than ASRD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XQUE.DEASRD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.86%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

4.08%

4.97%

-0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

5.07%

5.97%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.36%

9.06%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.00%

8.96%

+0.04%

XQUE.DE vs. ASRD.DE - Expense Ratio Comparison

XQUE.DE has a 0.50% expense ratio, which is higher than ASRD.DE's 0.25% expense ratio.


Dividends

XQUE.DE vs. ASRD.DE - Dividend Comparison

XQUE.DE's dividend yield for the trailing twelve months is around 3.79%, while ASRD.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
ASRD.DE
BNP Paribas Easy JPM ESG EMBI Global Diversified Composite UCITS ETF EUR Hedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XQUE.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged
3.79%4.16%4.20%3.82%7.06%3.21%9.32%3.88%1.02%

Frequently Asked Questions


XQUE.DE and ASRD.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ASRD.DE is cheaper with a 0.25% expense ratio, compared with 0.50% for XQUE.DE.

XQUE.DE tracks iBoxx® MSCI ESG USD Emerging Markets Sovereigns Quality Weighted (EUR Hedged), while ASRD.DE tracks JP Morgan ESG EMBI Global Diversified (EUR Hedged). They also come from different issuers: Xtrackers and BNP Paribas. Their fees differ too: 0.50% for XQUE.DE and 0.25% for ASRD.DE.

Portfolio Optimizer

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