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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
BJLM.DE is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.
Returns By Period
BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) has returned -0.59% so far this year and 1.10% over the past 12 months.
BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation
- 1D
- 0.28%
- 1M
- -2.63%
- YTD
- -0.59%
- 6M
- -0.38%
- 1Y
- 1.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.02%
- 1M
- -2.96%
- YTD
- -3.12%
- 6M
- -0.95%
- 1Y
- 8.84%
- 3Y*
- 14.21%
- 5Y*
- 10.59%
- 10Y*
- 11.99%
Monthly Returns
Based on dividend-adjusted daily data since Feb 20, 2024, BJLM.DE's average daily return is 0.00%, while the average monthly return is +0.08%. At this rate, your investment would double in approximately 72.2 years.
Historically, 50% of months were positive and 50% were negative. The best month was Nov 2024 with a return of +2.4%, while the worst month was Mar 2026 at -2.6%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.
On a daily basis, BJLM.DE closed higher 53% of trading days. The best single day was May 15, 2024 with a return of +0.9%, while the worst single day was Feb 21, 2024 at -1.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.67% | 1.41% | -2.63% | -0.59% | |||||||||
| 2025 | -0.13% | 0.71% | -1.70% | 1.94% | 0.09% | -0.36% | -0.18% | -0.46% | 0.47% | 0.93% | -0.06% | -0.66% | 0.55% |
| 2024 | -1.19% | 0.93% | -1.28% | -0.23% | 0.31% | 2.14% | 0.22% | 1.33% | -0.95% | 2.39% | -1.57% | 2.01% |
Benchmark Metrics
BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation has an annualized alpha of 1.25%, beta of 0.01, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since February 21, 2024.
- This ETF participated in 18.91% of S&P 500 Index downside but only 12.30% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.01 may look defensive, but with R² of 0.00 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.00 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.25%
- Beta
- 0.01
- R²
- 0.00
- Upside Capture
- 12.30%
- Downside Capture
- 18.91%
Expense Ratio
BJLM.DE has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
BJLM.DE ranks 17 for risk / return — in the bottom 17% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) and compare them to a chosen benchmark (S&P 500 Index).
| BJLM.DE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.28 | 0.43 | -0.15 |
Sortino ratioReturn per unit of downside risk | 0.39 | 0.73 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.11 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.23 | 0.67 | -0.44 |
Martin ratioReturn relative to average drawdown | 0.81 | 2.80 | -2.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore BJLM.DE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation was 3.87%, occurring on Mar 11, 2025. Recovery took 237 trading sessions.
The current BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation drawdown is 2.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -3.87% | Dec 9, 2024 | 62 | Mar 11, 2025 | 237 | Feb 17, 2026 | 299 |
| -3.31% | Mar 2, 2026 | 20 | Mar 27, 2026 | — | — | — |
| -2.21% | Mar 11, 2024 | 63 | Jun 10, 2024 | 35 | Jul 29, 2024 | 98 |
| -2.04% | Oct 2, 2024 | 27 | Nov 7, 2024 | 14 | Nov 27, 2024 | 41 |
| -1.64% | Feb 21, 2024 | 1 | Feb 21, 2024 | 12 | Mar 8, 2024 | 13 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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