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

Performance

BJLM.DE vs. DBXQ.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 Xtrackers II Eurozone Government Bond 3-5 UCITS ETF (DBXQ.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 DBXQ.DE's 0.60% return.


BJLM.DE

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

DBXQ.DE

1D
0.05%
1M
0.50%
YTD
0.60%
6M
0.58%
1Y
1.05%
3Y*
3.10%
5Y*
-0.10%
10Y*
0.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between BJLM.DE and DBXQ.DE is 0.78, 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

0.78

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2024

0.86

The correlation between BJLM.DE and DBXQ.DE has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.

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Return for Risk

BJLM.DE vs. DBXQ.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

DBXQ.DE
DBXQ.DE Risk / Return Rank: 1313
Overall Rank
DBXQ.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
DBXQ.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
DBXQ.DE Omega Ratio Rank: 1313
Omega Ratio Rank
DBXQ.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
DBXQ.DE Martin Ratio Rank: 1414
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. DBXQ.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 Xtrackers II Eurozone Government Bond 3-5 UCITS ETF (DBXQ.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.DEDBXQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.05

1.08

-0.03

Calmar ratioReturn relative to maximum drawdown

0.32

0.43

-0.11

Martin ratioReturn relative to average drawdown

0.80

1.16

-0.36

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

The current BJLM.DE Sharpe Ratio is 0.23, which is lower than the DBXQ.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of BJLM.DE and DBXQ.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. DBXQ.DE - Drawdown Comparison

The maximum BJLM.DE drawdown since its inception was -3.87%, smaller than the maximum DBXQ.DE drawdown of -12.25%. Use the drawdown chart below to compare losses from any high point for BJLM.DE and DBXQ.DE.


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Drawdown Indicators


BJLM.DEDBXQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.87%

-12.25%

+8.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-2.41%

-0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-12.13%

Max Drawdown (10Y)

Largest decline over 10 years

-12.25%

Current Drawdown

Current decline from peak

-0.92%

-1.52%

+0.60%

Average Drawdown

Average peak-to-trough decline

-1.28%

-2.01%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

0.90%

+0.44%

Volatility

BJLM.DE vs. DBXQ.DE - Volatility Comparison

BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) has a higher volatility of 1.09% compared to Xtrackers II Eurozone Government Bond 3-5 UCITS ETF (DBXQ.DE) at 0.63%. This indicates that BJLM.DE's price experiences larger fluctuations and is considered to be riskier than DBXQ.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.DEDBXQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.63%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

4.14%

2.31%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

4.70%

2.60%

+2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.63%

3.70%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

3.31%

+1.32%

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

BJLM.DE has a 0.12% expense ratio, which is lower than DBXQ.DE's 0.15% 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. DBXQ.DE - Dividend Comparison

Neither BJLM.DE nor DBXQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BJLM.DE and DBXQ.DE have a correlation of 0.78, 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 0.15% for DBXQ.DE.

They also come from different issuers: BNP Paribas and Xtrackers. Their fees differ too: 0.12% for BJLM.DE and 0.15% for DBXQ.DE.

Portfolio Optimizer

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