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BJLC.DE vs. EMEC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BJLC.DE vs. EMEC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF USD (BJLC.DE) and BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR (EMEC.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BJLC.DE is traded in USD, while EMEC.DE is traded in EUR. To make them comparable, the EMEC.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with BJLC.DE having a 9.66% return and EMEC.DE slightly higher at 9.67%.


BJLC.DE

1D
-0.04%
1M
4.48%
YTD
9.66%
6M
10.24%
1Y
23.30%
3Y*
14.35%
5Y*
10Y*

EMEC.DE

1D
-0.12%
1M
4.47%
YTD
9.67%
6M
10.24%
1Y
23.17%
3Y*
14.33%
5Y*
8.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BJLC.DE vs. EMEC.DE - Yearly Performance Comparison


2026 (YTD)202520242023
BJLC.DE
BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF USD
9.66%19.04%4.93%15.05%
EMEC.DE
BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR
9.67%19.57%4.52%14.95%

Correlation

The correlation between BJLC.DE and EMEC.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

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

0.95

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2023

0.94

The correlation between BJLC.DE and EMEC.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

BJLC.DE vs. EMEC.DE — Risk / Return Rank

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

BJLC.DE
BJLC.DE Risk / Return Rank: 5050
Overall Rank
BJLC.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BJLC.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
BJLC.DE Omega Ratio Rank: 5050
Omega Ratio Rank
BJLC.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
BJLC.DE Martin Ratio Rank: 4848
Martin Ratio Rank

EMEC.DE
EMEC.DE Risk / Return Rank: 5252
Overall Rank
EMEC.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EMEC.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EMEC.DE Omega Ratio Rank: 4949
Omega Ratio Rank
EMEC.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
EMEC.DE Martin Ratio Rank: 5353
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.

BJLC.DE vs. EMEC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF USD (BJLC.DE) and BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR (EMEC.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.


BJLC.DEEMEC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.31

1.31

0.00

Calmar ratioReturn relative to maximum drawdown

2.28

2.20

+0.08

Martin ratioReturn relative to average drawdown

7.88

7.63

+0.25

BJLC.DE vs. EMEC.DE - Sharpe Ratio Comparison

The current BJLC.DE Sharpe Ratio is 1.75, which is comparable to the EMEC.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of BJLC.DE and EMEC.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


BJLC.DEEMEC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.78

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.78

+0.28

Drawdowns

BJLC.DE vs. EMEC.DE - Drawdown Comparison

The maximum BJLC.DE drawdown since its inception was -17.90%, smaller than the maximum EMEC.DE drawdown of -30.88%. Use the drawdown chart below to compare losses from any high point for BJLC.DE and EMEC.DE.


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Drawdown Indicators


BJLC.DEEMEC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-30.88%

+12.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-10.50%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-17.90%

-18.68%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-29.94%

Current Drawdown

Current decline from peak

-0.04%

-0.12%

+0.08%

Average Drawdown

Average peak-to-trough decline

-3.08%

-6.00%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.03%

-0.07%

Volatility

BJLC.DE vs. EMEC.DE - Volatility Comparison

BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF USD (BJLC.DE) and BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF EUR (EMEC.DE) have volatilities of 3.93% and 3.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BJLC.DEEMEC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

3.76%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

9.61%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

12.99%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

15.88%

-1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.03%

17.42%

-3.39%

BJLC.DE vs. EMEC.DE - Expense Ratio Comparison

Both BJLC.DE and EMEC.DE have an expense ratio of 0.30%.


Dividends

BJLC.DE vs. EMEC.DE - Dividend Comparison

Neither BJLC.DE nor EMEC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, BJLC.DE and EMEC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BJLC.DE and EMEC.DE have the same expense ratio: 0.30% per year.

Both ETFs track ECPI Circular Economy Leaders Equity.

Portfolio Optimizer

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