BJLM.DE vs. ASRF.DE
BJLM.DE (BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation) and ASRF.DE (BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc) are both exchange-traded funds - BJLM.DE is a European Government Bonds fund actively managed by BNP Paribas, while ASRF.DE is a European High Yield Bonds fund tracking the Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel. BJLM.DE is actively managed, while ASRF.DE is passively managed. Over the past year, BJLM.DE returned -0.14% vs 3.56% for ASRF.DE. At a 0.30 correlation, their price movements are largely independent. BJLM.DE charges 0.12%/yr vs 0.25%/yr for ASRF.DE.
Performance
BJLM.DE vs. ASRF.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BJLM.DE achieves a 0.09% return, which is significantly lower than ASRF.DE's 0.70% return.
BJLM.DE
- 1D
- 0.07%
- 1M
- 0.52%
- YTD
- 0.09%
- 6M
- -0.00%
- 1Y
- -0.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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 vs. ASRF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BJLM.DE BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation | 0.09% | 0.55% | 2.01% |
ASRF.DE BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc | 0.70% | 4.66% | 6.60% |
Correlation
The correlation between BJLM.DE and ASRF.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 |
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
BJLM.DE vs. ASRF.DE — Risk / Return Rank
BJLM.DE
ASRF.DE
BJLM.DE vs. ASRF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) and BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.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.
| BJLM.DE | ASRF.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 | 1.00 | 1.18 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.09 | -1.13 |
| Martin ratioReturn relative to average drawdown | -0.10 | 4.34 | -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. | |||
Loading charts...
Sharpe Ratios by Period
| BJLM.DE | ASRF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 0.93 | -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 | 0.24 | 0.45 | -0.21 |
Drawdowns
BJLM.DE vs. ASRF.DE - Drawdown Comparison
The maximum BJLM.DE drawdown since its inception was -3.87%, smaller than the maximum ASRF.DE drawdown of -16.76%. Use the drawdown chart below to compare losses from any high point for BJLM.DE and ASRF.DE.
Loading charts...
Drawdown Indicators
| BJLM.DE | ASRF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.87% | -16.76% | +12.89% |
Max Drawdown (1Y)Largest decline over 1 year | -3.33% | -3.25% | -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 | -1.97% | -0.34% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -1.31% | -4.24% | +2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 0.82% | +0.51% |
Volatility
BJLM.DE vs. ASRF.DE - Volatility Comparison
BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) has a higher volatility of 1.69% compared to BNP Paribas Easy EUR High Yield SRI Fossil Free UCITS ETF Acc (ASRF.DE) at 1.05%. This indicates that BJLM.DE's price experiences larger fluctuations and is considered to be riskier than ASRF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BJLM.DE | ASRF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 1.05% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 4.12% | 3.20% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.70% | 3.80% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.84% | 5.85% | -1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.84% | 5.83% | -0.99% |
BJLM.DE vs. ASRF.DE - Expense Ratio Comparison
BJLM.DE has a 0.12% expense ratio, which is lower than ASRF.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BJLM.DE vs. ASRF.DE - Dividend Comparison
Neither BJLM.DE nor ASRF.DE has paid dividends to shareholders.
Frequently Asked Questions
BJLM.DE and ASRF.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.
BJLM.DE is categorized as European Government Bonds, while ASRF.DE is European High Yield Bonds. Their fees differ too: 0.12% for BJLM.DE and 0.25% for ASRF.DE.
Find the right allocation for BJLM.DE and ASRF.DE
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