ASRF.DE vs. BJLM.DE
ASRF.DE (BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc) and BJLM.DE (BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation) are both exchange-traded funds - ASRF.DE is a European High Yield Bonds fund tracking the Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel, while BJLM.DE is a European Government Bonds fund actively managed by BNP Paribas. ASRF.DE is passively managed, while BJLM.DE is actively managed. Over the past year, ASRF.DE returned 3.56% vs -0.14% for BJLM.DE. At a 0.30 correlation, their price movements are largely independent. ASRF.DE charges 0.25%/yr vs 0.12%/yr for BJLM.DE.
Performance
ASRF.DE vs. BJLM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ASRF.DE achieves a 0.70% return, which is significantly higher than BJLM.DE's 0.09% return.
ASRF.DE
- 1D
- 0.10%
- 1M
- 1.10%
- YTD
- 0.70%
- 6M
- 1.24%
- 1Y
- 3.56%
- 3Y*
- 6.65%
- 5Y*
- 2.26%
- 10Y*
- —
BJLM.DE
- 1D
- 0.07%
- 1M
- 0.52%
- YTD
- 0.09%
- 6M
- -0.00%
- 1Y
- -0.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ASRF.DE vs. BJLM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ASRF.DE BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc | 0.70% | 4.66% | 6.60% |
BJLM.DE BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation | 0.09% | 0.55% | 2.01% |
Correlation
The correlation between ASRF.DE and BJLM.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2024 | 0.30 |
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Return for Risk
ASRF.DE vs. BJLM.DE — Risk / Return Rank
ASRF.DE
BJLM.DE
ASRF.DE vs. BJLM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) and BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.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.
| ASRF.DE | BJLM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.00 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | -0.04 | +1.13 |
| Martin ratioReturn relative to average drawdown | 4.34 | -0.10 | +4.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASRF.DE | BJLM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | -0.03 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.24 | +0.21 |
Drawdowns
ASRF.DE vs. BJLM.DE - Drawdown Comparison
The maximum ASRF.DE drawdown since its inception was -16.76%, which is greater than BJLM.DE's maximum drawdown of -3.87%. Use the drawdown chart below to compare losses from any high point for ASRF.DE and BJLM.DE.
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Drawdown Indicators
| ASRF.DE | BJLM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.76% | -3.87% | -12.89% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -3.33% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -3.86% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.76% | — | — |
Current DrawdownCurrent decline from peak | -0.34% | -1.97% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -1.31% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.82% | 1.33% | -0.51% |
Volatility
ASRF.DE vs. BJLM.DE - Volatility Comparison
The current volatility for BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) is 1.05%, while BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) has a volatility of 1.69%. This indicates that ASRF.DE experiences smaller price fluctuations and is considered to be less risky than BJLM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASRF.DE | BJLM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 1.69% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 3.20% | 4.12% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.80% | 4.70% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.85% | 4.84% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.83% | 4.84% | +0.99% |
ASRF.DE vs. BJLM.DE - Expense Ratio Comparison
ASRF.DE has a 0.25% expense ratio, which is higher than BJLM.DE's 0.12% 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
ASRF.DE vs. BJLM.DE - Dividend Comparison
Neither ASRF.DE nor BJLM.DE has paid dividends to shareholders.
Frequently Asked Questions
ASRF.DE and BJLM.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BJLM.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BJLM.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for ASRF.DE.
ASRF.DE is categorized as European High Yield Bonds, while BJLM.DE is European Government Bonds. Their fees differ too: 0.25% for ASRF.DE and 0.12% for BJLM.DE.
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