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BJLM.DE vs. CBUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BJLM.DE vs. CBUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) and iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist (CBUS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BJLM.DE achieves a 1.15% return, which is significantly higher than CBUS.DE's -0.38% return.


BJLM.DE

1D
0.00%
1M
0.79%
YTD
1.15%
6M
1.28%
1Y
1.07%
3Y*
5Y*
10Y*

CBUS.DE

1D
-0.22%
1M
1.36%
YTD
-0.38%
6M
-0.17%
1Y
0.66%
3Y*
1.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BJLM.DE vs. CBUS.DE - Yearly Performance Comparison


Correlation

The correlation between BJLM.DE and CBUS.DE 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 Apr 15, 2024

0.69

The correlation between BJLM.DE and CBUS.DE has been stable across timeframes, ranging from 0.69 to 0.70 - a consistent structural relationship.

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Return for Risk

BJLM.DE vs. CBUS.DE — Risk / Return Rank

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

BJLM.DE
BJLM.DE Risk / Return Rank: 1111
Overall Rank
BJLM.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BJLM.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
BJLM.DE Omega Ratio Rank: 1010
Omega Ratio Rank
BJLM.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
BJLM.DE Martin Ratio Rank: 1212
Martin Ratio Rank

CBUS.DE
CBUS.DE Risk / Return Rank: 1010
Overall Rank
CBUS.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CBUS.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
CBUS.DE Omega Ratio Rank: 99
Omega Ratio Rank
CBUS.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
CBUS.DE Martin Ratio Rank: 1010
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.

BJLM.DE vs. CBUS.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 iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist (CBUS.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.

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.


BJLM.DECBUS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.05

1.02

+0.02

Calmar ratioReturn relative to maximum drawdown

0.32

0.12

+0.20

Martin ratioReturn relative to average drawdown

0.80

0.28

+0.52

BJLM.DE vs. CBUS.DE - Sharpe Ratio Comparison

The current BJLM.DE Sharpe Ratio is 0.23, which is higher than the CBUS.DE Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of BJLM.DE and CBUS.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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Drawdowns

BJLM.DE vs. CBUS.DE - Drawdown Comparison

The maximum BJLM.DE drawdown since its inception was -3.87%, smaller than the maximum CBUS.DE drawdown of -12.72%. Use the drawdown chart below to compare losses from any high point for BJLM.DE and CBUS.DE.


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Drawdown Indicators


BJLM.DECBUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.87%

-12.72%

+8.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-5.56%

+2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-7.48%

Current Drawdown

Current decline from peak

-0.92%

-6.49%

+5.57%

Average Drawdown

Average peak-to-trough decline

-1.28%

-7.19%

+5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

2.33%

-0.99%

Volatility

BJLM.DE vs. CBUS.DE - Volatility Comparison

The current volatility for BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) is 1.09%, while iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist (CBUS.DE) has a volatility of 1.80%. This indicates that BJLM.DE experiences smaller price fluctuations and is considered to be less risky than CBUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BJLM.DECBUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.80%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

4.14%

5.19%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.70%

6.34%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.63%

8.39%

-3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

8.39%

-3.76%

BJLM.DE vs. CBUS.DE - Expense Ratio Comparison

BJLM.DE has a 0.12% expense ratio, which is higher than CBUS.DE's 0.09% expense ratio. However, 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. CBUS.DE - Dividend Comparison

BJLM.DE has not paid dividends to shareholders, while CBUS.DE's dividend yield for the trailing twelve months is around 4.45%.


PositionTTM2025202420232022
BJLM.DE
BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation
0.00%0.00%0.00%0.00%0.00%
CBUS.DE
iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist
4.45%4.23%3.74%2.40%0.13%

Frequently Asked Questions


BJLM.DE and CBUS.DE 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.

On fees, CBUS.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUS.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for BJLM.DE.

They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.12% for BJLM.DE and 0.09% for CBUS.DE.

Portfolio Optimizer

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