BJLM.DE vs. EMWE.DE
BJLM.DE (BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation) and EMWE.DE (BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) are both exchange-traded funds - BJLM.DE is a European Government Bonds fund actively managed by BNP Paribas, while EMWE.DE is a Global Equities fund tracking the MSCI World SRI S-Series PAB 5% Capped. BJLM.DE is actively managed, while EMWE.DE is passively managed. Over the past year, BJLM.DE returned -0.14% vs 14.00% for EMWE.DE. At a 0.20 correlation, their price movements are largely independent. BJLM.DE charges 0.12%/yr vs 0.25%/yr for EMWE.DE.
Performance
BJLM.DE vs. EMWE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BJLM.DE achieves a 0.09% return, which is significantly lower than EMWE.DE's 9.24% return.
BJLM.DE
- 1D
- 0.07%
- 1M
- 0.52%
- YTD
- 0.09%
- 6M
- -0.00%
- 1Y
- -0.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EMWE.DE
- 1D
- 0.48%
- 1M
- 5.73%
- YTD
- 9.24%
- 6M
- 10.02%
- 1Y
- 14.00%
- 3Y*
- 10.15%
- 5Y*
- 8.57%
- 10Y*
- —
BJLM.DE vs. EMWE.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% |
EMWE.DE BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 9.24% | 0.19% | 11.80% |
Correlation
The correlation between BJLM.DE and EMWE.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2024 | 0.20 |
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Return for Risk
BJLM.DE vs. EMWE.DE — Risk / Return Rank
BJLM.DE
EMWE.DE
BJLM.DE vs. EMWE.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 MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.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 | EMWE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.22 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.69 | -1.73 |
| Martin ratioReturn relative to average drawdown | -0.10 | 6.10 | -6.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BJLM.DE | EMWE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 1.19 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.70 | -0.46 |
Drawdowns
BJLM.DE vs. EMWE.DE - Drawdown Comparison
The maximum BJLM.DE drawdown since its inception was -3.87%, smaller than the maximum EMWE.DE drawdown of -31.05%. Use the drawdown chart below to compare losses from any high point for BJLM.DE and EMWE.DE.
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Drawdown Indicators
| BJLM.DE | EMWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.87% | -31.05% | +27.18% |
Max Drawdown (1Y)Largest decline over 1 year | -3.33% | -8.26% | +4.93% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.00% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.79% | — |
Current DrawdownCurrent decline from peak | -1.97% | 0.00% | -1.97% |
Average DrawdownAverage peak-to-trough decline | -1.31% | -5.28% | +3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 2.29% | -0.96% |
Volatility
BJLM.DE vs. EMWE.DE - Volatility Comparison
The current volatility for BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) is 1.69%, while BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (EMWE.DE) has a volatility of 2.93%. This indicates that BJLM.DE experiences smaller price fluctuations and is considered to be less risky than EMWE.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 | EMWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 2.93% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 4.12% | 8.57% | -4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.70% | 11.74% | -7.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.84% | 14.46% | -9.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.84% | 15.52% | -10.68% |
BJLM.DE vs. EMWE.DE - Expense Ratio Comparison
BJLM.DE has a 0.12% expense ratio, which is lower than EMWE.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. EMWE.DE - Dividend Comparison
Neither BJLM.DE nor EMWE.DE has paid dividends to shareholders.
Frequently Asked Questions
BJLM.DE and EMWE.DE have a correlation of 0.29, 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 EMWE.DE.
BJLM.DE is categorized as European Government Bonds, while EMWE.DE is Global Equities. Their fees differ too: 0.12% for BJLM.DE and 0.25% for EMWE.DE.
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