BJLC.DE vs. SUSW.L
BJLC.DE (BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF USD) and SUSW.L (iShares MSCI World SRI UCITS ETF EUR (Acc)) are both Global Equities funds - BJLC.DE tracks the ECPI Circular Economy Leaders Equity while SUSW.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 3 years, BJLC.DE returned 14.35%/yr vs 16.03%/yr for SUSW.L. Their correlation of 0.82 suggests significant overlap in exposure. BJLC.DE charges 0.30%/yr vs 0.20%/yr for SUSW.L.
Performance
BJLC.DE vs. SUSW.L - Performance Comparison
Loading charts...
Different Trading Currencies
BJLC.DE is traded in USD, while SUSW.L is traded in EUR. To make them comparable, the SUSW.L 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 SUSW.L slightly higher at 10.05%.
BJLC.DE
- 1D
- -0.04%
- 1M
- 4.48%
- YTD
- 9.66%
- 6M
- 10.24%
- 1Y
- 23.30%
- 3Y*
- 14.35%
- 5Y*
- —
- 10Y*
- —
SUSW.L
- 1D
- 0.34%
- 1M
- 5.14%
- YTD
- 10.05%
- 6M
- 11.41%
- 1Y
- 20.71%
- 3Y*
- 16.03%
- 5Y*
- 9.49%
- 10Y*
- —
BJLC.DE vs. SUSW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BJLC.DE BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF USD | 9.66% | 19.04% | 4.93% | 15.05% |
SUSW.L iShares MSCI World SRI UCITS ETF EUR (Acc) | 10.05% | 15.57% | 11.03% | 15.31% |
Correlation
The correlation between BJLC.DE and SUSW.L is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2023 | 0.82 |
The correlation between BJLC.DE and SUSW.L has been stable across timeframes, ranging from 0.82 to 0.82 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BJLC.DE vs. SUSW.L — Risk / Return Rank
BJLC.DE
SUSW.L
BJLC.DE vs. SUSW.L - 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 iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L). 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.DE | SUSW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.28 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.12 | +0.16 |
| Martin ratioReturn relative to average drawdown | 7.88 | 8.24 | -0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BJLC.DE | SUSW.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 1.56 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.71 | +0.35 |
Drawdowns
BJLC.DE vs. SUSW.L - Drawdown Comparison
The maximum BJLC.DE drawdown since its inception was -17.90%, smaller than the maximum SUSW.L drawdown of -32.58%. Use the drawdown chart below to compare losses from any high point for BJLC.DE and SUSW.L.
Loading charts...
Drawdown Indicators
| BJLC.DE | SUSW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.90% | -32.58% | +14.68% |
Max Drawdown (1Y)Largest decline over 1 year | -10.23% | -9.61% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -17.90% | -18.19% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.31% | — |
Current DrawdownCurrent decline from peak | -0.04% | 0.00% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -3.08% | -5.78% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.49% | +0.47% |
Volatility
BJLC.DE vs. SUSW.L - Volatility Comparison
BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF USD (BJLC.DE) and iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) have volatilities of 3.93% and 3.84%, 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.
Loading charts...
Volatility by Period
| BJLC.DE | SUSW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 3.84% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 10.17% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 13.02% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 16.12% | -2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.03% | 17.21% | -3.18% |
BJLC.DE vs. SUSW.L - Expense Ratio Comparison
BJLC.DE has a 0.30% expense ratio, which is higher than SUSW.L's 0.20% expense ratio.
Dividends
BJLC.DE vs. SUSW.L - Dividend Comparison
Neither BJLC.DE nor SUSW.L has paid dividends to shareholders.
Frequently Asked Questions
BJLC.DE and SUSW.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SUSW.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUSW.L is cheaper with a 0.20% expense ratio, compared with 0.30% for BJLC.DE.
BJLC.DE tracks ECPI Circular Economy Leaders Equity, while SUSW.L tracks MSCI ACWI NR USD. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.30% for BJLC.DE and 0.20% for SUSW.L.
Find the right allocation for BJLC.DE and SUSW.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer