BJLM.DE vs. DBXQ.DE
BJLM.DE (BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation) and DBXQ.DE (Xtrackers II Eurozone Government Bond 3-5 UCITS ETF) are both European Government Bonds funds. BJLM.DE is actively managed, while DBXQ.DE is passively managed. Over the past year, BJLM.DE returned 1.07% vs 1.05% for DBXQ.DE. Their correlation of 0.86 suggests significant overlap in exposure. BJLM.DE charges 0.12%/yr vs 0.15%/yr for DBXQ.DE.
Performance
BJLM.DE vs. DBXQ.DE - Performance Comparison
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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%
BJLM.DE vs. DBXQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BJLM.DE BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation | 1.15% | 0.55% | 2.71% |
DBXQ.DE Xtrackers II Eurozone Government Bond 3-5 UCITS ETF | 0.60% | 2.57% | 3.03% |
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
BJLM.DE
DBXQ.DE
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.DE | DBXQ.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | DBXQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.92% | -1.52% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -2.01% | +0.73% |
Ulcer IndexDepth 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.DE | DBXQ.DE | Difference | |
|---|---|---|---|
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.
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.
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