BJLC.DE vs. XDEV.DE
BJLC.DE (BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF USD) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - BJLC.DE tracks the ECPI Circular Economy Leaders Equity while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 3 years, BJLC.DE returned 14.35%/yr vs 30.22%/yr for XDEV.DE. A 0.79 correlation means they provide meaningful diversification when combined. BJLC.DE charges 0.30%/yr vs 0.25%/yr for XDEV.DE.
Performance
BJLC.DE vs. XDEV.DE - Performance Comparison
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Different Trading Currencies
BJLC.DE is traded in USD, while XDEV.DE is traded in EUR. To make them comparable, the XDEV.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BJLC.DE achieves a 9.66% return, which is significantly lower than XDEV.DE's 33.52% return.
BJLC.DE
- 1D
- -0.04%
- 1M
- 4.48%
- YTD
- 9.66%
- 6M
- 10.24%
- 1Y
- 23.30%
- 3Y*
- 14.35%
- 5Y*
- —
- 10Y*
- —
XDEV.DE
- 1D
- -0.77%
- 1M
- 11.91%
- YTD
- 33.52%
- 6M
- 38.09%
- 1Y
- 65.89%
- 3Y*
- 30.22%
- 5Y*
- 16.27%
- 10Y*
- 12.60%
BJLC.DE vs. XDEV.DE - 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% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 33.52% | 40.84% | 5.24% | 11.24% |
Correlation
The correlation between BJLC.DE and XDEV.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2023 | 0.79 |
The correlation between BJLC.DE and XDEV.DE has been stable across timeframes, ranging from 0.79 to 0.79 - a consistent structural relationship.
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Return for Risk
BJLC.DE vs. XDEV.DE — Risk / Return Rank
BJLC.DE
XDEV.DE
BJLC.DE vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.63 | ||
| Sortino ratioReturn per unit of downside risk | -3.30 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.77 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 7.71 | -5.43 |
| Martin ratioReturn relative to average drawdown | 7.88 | 28.49 | -20.61 |
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
| BJLC.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 4.38 | -2.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.01 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.63 | +0.43 |
Drawdowns
BJLC.DE vs. XDEV.DE - Drawdown Comparison
The maximum BJLC.DE drawdown since its inception was -17.90%, smaller than the maximum XDEV.DE drawdown of -39.48%. Use the drawdown chart below to compare losses from any high point for BJLC.DE and XDEV.DE.
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Drawdown Indicators
| BJLC.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.90% | -39.48% | +21.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.23% | -8.51% | -1.72% |
Max Drawdown (3Y)Largest decline over 3 years | -17.90% | -15.97% | -1.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.48% | — |
Current DrawdownCurrent decline from peak | -0.04% | -1.22% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -3.08% | -7.25% | +4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.31% | +0.65% |
Volatility
BJLC.DE vs. XDEV.DE - Volatility Comparison
The current volatility for BNP Paribas Easy ECPI Circular Economy Leaders UCITS ETF USD (BJLC.DE) is 3.93%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 6.21%. This indicates that BJLC.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BJLC.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 6.21% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 12.08% | -1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 14.96% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 15.93% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.03% | 17.02% | -2.99% |
BJLC.DE vs. XDEV.DE - Expense Ratio Comparison
BJLC.DE has a 0.30% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
BJLC.DE vs. XDEV.DE - Dividend Comparison
Neither BJLC.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
BJLC.DE and XDEV.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for BJLC.DE.
BJLC.DE tracks ECPI Circular Economy Leaders Equity, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: BNP Paribas and DWS. Their fees differ too: 0.30% for BJLC.DE and 0.25% for XDEV.DE.
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