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ZSRL.DE vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ZSRL.DE and BNDX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ZSRL.DE vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNP Paribas Easy FTSE EPRA/NAREIT Developed Europe UCITS ETF QD EUR Hedged (ZSRL.DE) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-15.71%
1.33%
ZSRL.DE
BNDX

Key characteristics

Returns By Period


ZSRL.DE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BNDX

YTD

0.05%

1M

0.21%

6M

1.33%

1Y

5.35%

5Y*

-0.35%

10Y*

1.80%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ZSRL.DE vs. BNDX - Expense Ratio Comparison

ZSRL.DE has a 0.42% expense ratio, which is higher than BNDX's 0.07% expense ratio.


ZSRL.DE
BNP Paribas Easy FTSE EPRA/NAREIT Developed Europe UCITS ETF QD EUR Hedged
Expense ratio chart for ZSRL.DE: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

ZSRL.DE vs. BNDX — Risk-Adjusted Performance Rank

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

ZSRL.DE
The Risk-Adjusted Performance Rank of ZSRL.DE is 66
Overall Rank
The Sharpe Ratio Rank of ZSRL.DE is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ZSRL.DE is 66
Sortino Ratio Rank
The Omega Ratio Rank of ZSRL.DE is 66
Omega Ratio Rank
The Calmar Ratio Rank of ZSRL.DE is 66
Calmar Ratio Rank
The Martin Ratio Rank of ZSRL.DE is 77
Martin Ratio Rank

BNDX
The Risk-Adjusted Performance Rank of BNDX is 5050
Overall Rank
The Sharpe Ratio Rank of BNDX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ZSRL.DE vs. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy FTSE EPRA/NAREIT Developed Europe UCITS ETF QD EUR Hedged (ZSRL.DE) and Vanguard Total International Bond ETF (BNDX). 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.


Sharpe ratio
The chart of Sharpe ratio for ZSRL.DE, currently valued at -0.11, compared to the broader market0.002.004.00-0.111.41
The chart of Sortino ratio for ZSRL.DE, currently valued at -0.03, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.032.08
The chart of Omega ratio for ZSRL.DE, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.001.25
The chart of Calmar ratio for ZSRL.DE, currently valued at -0.05, compared to the broader market0.005.0010.0015.00-0.050.57
The chart of Martin ratio for ZSRL.DE, currently valued at -0.19, compared to the broader market0.0020.0040.0060.0080.00100.00-0.196.48
ZSRL.DE
BNDX


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.11
1.41
ZSRL.DE
BNDX

Dividends

ZSRL.DE vs. BNDX - Dividend Comparison

ZSRL.DE has not paid dividends to shareholders, while BNDX's dividend yield for the trailing twelve months is around 4.22%.


TTM20242023202220212020201920182017201620152014
ZSRL.DE
BNP Paribas Easy FTSE EPRA/NAREIT Developed Europe UCITS ETF QD EUR Hedged
3.17%3.17%3.42%2.71%2.92%2.23%0.00%0.00%0.00%0.00%0.00%0.00%
BNDX
Vanguard Total International Bond ETF
4.22%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%

Drawdowns

ZSRL.DE vs. BNDX - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-41.88%
-4.02%
ZSRL.DE
BNDX

Volatility

ZSRL.DE vs. BNDX - Volatility Comparison

The current volatility for BNP Paribas Easy FTSE EPRA/NAREIT Developed Europe UCITS ETF QD EUR Hedged (ZSRL.DE) is 0.00%, while Vanguard Total International Bond ETF (BNDX) has a volatility of 0.94%. This indicates that ZSRL.DE experiences smaller price fluctuations and is considered to be less risky than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February0
0.94%
ZSRL.DE
BNDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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