BDBT vs. BLUI

Last updated Jun 24, 2026

BDBT (Bluemonte Core Bond ETF) and BLUI (Bluemonte Diversified Income ETF) are both exchange-traded funds - BDBT is a Intermediate Core Bond fund managed by Bluemonte, while BLUI is a Multisector Bonds fund managed by Bluemonte. Over the past year, BDBT returned 3.98% vs 7.60% for BLUI. A 0.70 correlation means they provide meaningful diversification when combined. BDBT charges 0.23%/yr vs 0.75%/yr for BLUI.

Performance

BDBT vs. BLUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bluemonte Core Bond ETF (BDBT) and Bluemonte Diversified Income ETF (BLUI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BDBT achieves a 0.29% return, which is significantly lower than BLUI's 3.65% return.

BDBT

• 1D: 0.08%
• 1M: 0.60%
• YTD: 0.29%
• 6M: 0.44%
• 1Y: 3.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BLUI

• 1D: 0.34%
• 1M: 0.03%
• YTD: 3.65%
• 6M: 3.78%
• 1Y: 7.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BDBT vs. BLUI - Yearly Performance Comparison

	2026 (YTD)	2025
BDBT Bluemonte Core Bond ETF	0.29%	3.70%
BLUI Bluemonte Diversified Income ETF	3.65%	3.60%

Correlation

The correlation between BDBT and BLUI is 0.70, 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	0.70
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.70

The correlation between BDBT and BLUI has been stable across timeframes, ranging from 0.70 to 0.70 - a consistent structural relationship.

Return for Risk

BDBT vs. BLUI — Risk / Return Rank

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

BDBT

BDBT Risk / Return Rank: 30
BDBT Sharpe Ratio Rank: 31
BDBT Sortino Ratio Rank: 31
BDBT Omega Ratio Rank: 28
BDBT Calmar Ratio Rank: 30
BDBT Martin Ratio Rank: 30

BLUI

BLUI Risk / Return Rank: 71
BLUI Sharpe Ratio Rank: 66
BLUI Sortino Ratio Rank: 70
BLUI Omega Ratio Rank: 72
BLUI Calmar Ratio Rank: 69
BLUI Martin Ratio Rank: 78

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.

BDBT vs. BLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Core Bond ETF (BDBT) and Bluemonte Diversified Income ETF (BLUI). 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.

	BDBT	BLUI	Difference
Sharpe ratio: Return per unit of total volatility	1.03	1.96	-0.92
Sortino ratio: Return per unit of downside risk	1.54	2.88	-1.33
Omega ratio: Gain probability vs. loss probability	1.18	1.38	-0.21
Calmar ratio: Return relative to maximum drawdown	1.39	3.14	-1.75
Martin ratio: Return relative to average drawdown	3.94	13.68	-9.74

BDBT vs. BLUI - Sharpe Ratio Comparison

The current BDBT Sharpe Ratio is 1.03, which is lower than the BLUI Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of BDBT and BLUI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BDBT vs. BLUI - Drawdown Comparison

The maximum BDBT drawdown since its inception was -2.88%, which is greater than BLUI's maximum drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for BDBT and BLUI.

Drawdown Indicators

	BDBT	BLUI	Difference
Max Drawdown Largest peak-to-trough decline	-2.88%	-2.43%	-0.45%
Max Drawdown (1Y) Largest decline over 1 year	-2.88%	-2.43%	-0.45%
Current Drawdown Current decline from peak	-1.51%	-0.13%	-1.38%
Average Drawdown Average peak-to-trough decline	-0.75%	-0.36%	-0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.01%	0.56%	+0.45%

Volatility

BDBT vs. BLUI - Volatility Comparison

Bluemonte Core Bond ETF (BDBT) has a higher volatility of 1.13% compared to Bluemonte Diversified Income ETF (BLUI) at 1.07%. This indicates that BDBT's price experiences larger fluctuations and is considered to be riskier than BLUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BDBT	BLUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.13%	1.07%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	2.89%	3.08%	-0.19%
Volatility (1Y) Calculated over the trailing 1-year period	3.86%	3.91%	-0.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.86%	3.91%	-0.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.86%	3.91%	-0.05%

BDBT vs. BLUI - Expense Ratio Comparison

BDBT has a 0.23% expense ratio, which is lower than BLUI's 0.75% expense ratio.

Dividends

BDBT vs. BLUI - Dividend Comparison

BDBT's dividend yield for the trailing twelve months is around 3.52%, less than BLUI's 4.70% yield.

Position	TTM	2025
BDBT Bluemonte Core Bond ETF	3.52%	2.21%
BLUI Bluemonte Diversified Income ETF	4.70%	2.91%

Frequently Asked Questions

Can I hold both BDBT and BLUI in my portfolio?

BDBT and BLUI have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BDBT or BLUI?

BDBT has higher volatility (1.13%) compared to BLUI (1.07%). In terms of maximum drawdown, BDBT dropped -2.88% vs BLUI's -2.43%.

Which ETF is better, BDBT or BLUI?

On 1-year performance, BLUI leads with 7.60% vs 3.98% for BDBT. On fees, BDBT is cheaper at 0.23% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BDBT or BLUI?

Over the 1-year period, BLUI has performed better with a 7.60% return vs 3.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BDBT or BLUI?

BDBT is cheaper with a 0.23% expense ratio, compared with 0.75% for BLUI.

Which ETF pays a higher dividend yield, BDBT or BLUI?

BLUI has the higher dividend yield at 4.70%, compared with 3.52% for BDBT.

What is the main difference between BDBT and BLUI?

BDBT is categorized as Intermediate Core Bond, while BLUI is Multisector Bonds. Their fees differ too: 0.23% for BDBT and 0.75% for BLUI.

Which has better risk-adjusted returns?

BLUI currently has the higher Sharpe Ratio (1.96 vs 1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.