BJLM.DE vs. EL4K.DE
BJLM.DE (BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation) and EL4K.DE (Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF) are both European Government Bonds funds. BJLM.DE is actively managed, while EL4K.DE is passively managed. Over the past year, BJLM.DE returned 1.07% vs 1.52% for EL4K.DE. Their correlation of 0.91 suggests significant overlap in exposure. BJLM.DE charges 0.12%/yr vs 0.15%/yr for EL4K.DE.
Performance
BJLM.DE vs. EL4K.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BJLM.DE having a 1.15% return and EL4K.DE slightly lower at 1.10%.
BJLM.DE
- 1D
- 0.00%
- 1M
- 0.79%
- YTD
- 1.15%
- 6M
- 1.28%
- 1Y
- 1.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EL4K.DE
- 1D
- 0.10%
- 1M
- 0.81%
- YTD
- 1.10%
- 6M
- 1.24%
- 1Y
- 1.52%
- 3Y*
- 2.82%
- 5Y*
- -1.75%
- 10Y*
- -0.21%
BJLM.DE vs. EL4K.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% |
EL4K.DE Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF | 1.10% | 1.88% | 2.62% |
Correlation
The correlation between BJLM.DE and EL4K.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2024 | 0.91 |
The correlation between BJLM.DE and EL4K.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
BJLM.DE vs. EL4K.DE — Risk / Return Rank
BJLM.DE
EL4K.DE
BJLM.DE vs. EL4K.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 Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF (EL4K.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 | EL4K.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.07 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.32 | 0.45 | -0.12 |
| Martin ratioReturn relative to average drawdown | 0.80 | 1.18 | -0.38 |
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Drawdowns
BJLM.DE vs. EL4K.DE - Drawdown Comparison
The maximum BJLM.DE drawdown since its inception was -3.87%, smaller than the maximum EL4K.DE drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for BJLM.DE and EL4K.DE.
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Drawdown Indicators
| BJLM.DE | EL4K.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.87% | -21.22% | +17.35% |
Max Drawdown (1Y)Largest decline over 1 year | -3.33% | -3.38% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | — | -3.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.22% | — |
Current DrawdownCurrent decline from peak | -0.92% | -10.83% | +9.91% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -4.81% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 1.28% | +0.06% |
Volatility
BJLM.DE vs. EL4K.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 Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF (EL4K.DE) at 0.96%. This indicates that BJLM.DE's price experiences larger fluctuations and is considered to be riskier than EL4K.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 | EL4K.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 0.96% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 4.14% | 3.38% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.70% | 3.88% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.63% | 6.39% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.63% | 5.12% | -0.49% |
BJLM.DE vs. EL4K.DE - Expense Ratio Comparison
BJLM.DE has a 0.12% expense ratio, which is lower than EL4K.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. EL4K.DE - Dividend Comparison
BJLM.DE has not paid dividends to shareholders, while EL4K.DE's dividend yield for the trailing twelve months is around 2.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BJLM.DE BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EL4K.DE Deka iBoxx EUR Liquid Sovereign Diversified 1-10 UCITS ETF | 2.49% | 1.58% | 1.25% | 1.24% | 0.56% | 0.60% | 0.67% | 0.89% | 0.81% | 1.90% | 1.92% | 2.45% |
Frequently Asked Questions
BJLM.DE and EL4K.DE have a correlation of 0.87, 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 EL4K.DE.
They also come from different issuers: BNP Paribas and Deka. Their fees differ too: 0.12% for BJLM.DE and 0.15% for EL4K.DE.
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