BJLM.DE vs. ETDD.DE
BJLM.DE (BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation) and ETDD.DE (BNP Paribas Easy EURO STOXX 50 UCITS ETF) are both exchange-traded funds - BJLM.DE is a European Government Bonds fund actively managed by BNP Paribas, while ETDD.DE is a Europe Equities fund tracking the EURO STOXX® 50. BJLM.DE is actively managed, while ETDD.DE is passively managed. Over the past year, BJLM.DE returned -0.14% vs 15.81% for ETDD.DE. At a 0.16 correlation, their price movements are largely independent. BJLM.DE charges 0.12%/yr vs 0.18%/yr for ETDD.DE.
Performance
BJLM.DE vs. ETDD.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 ETDD.DE's 7.30% return.
BJLM.DE
- 1D
- 0.07%
- 1M
- 0.52%
- YTD
- 0.09%
- 6M
- -0.00%
- 1Y
- -0.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ETDD.DE
- 1D
- 0.77%
- 1M
- 4.76%
- YTD
- 7.30%
- 6M
- 8.68%
- 1Y
- 15.81%
- 3Y*
- 15.57%
- 5Y*
- 11.54%
- 10Y*
- 10.39%
BJLM.DE vs. ETDD.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% |
ETDD.DE BNP Paribas Easy EURO STOXX 50 UCITS ETF | 7.30% | 22.10% | 5.20% |
Correlation
The correlation between BJLM.DE and ETDD.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2024 | 0.16 |
The correlation between BJLM.DE and ETDD.DE shifts across timeframes, from 0.16 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BJLM.DE vs. ETDD.DE — Risk / Return Rank
BJLM.DE
ETDD.DE
BJLM.DE vs. ETDD.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 EURO STOXX 50 UCITS ETF (ETDD.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 | ETDD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.18 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.44 | -1.48 |
| Martin ratioReturn relative to average drawdown | -0.10 | 4.89 | -4.99 |
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 | ETDD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 0.99 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.40 | -0.16 |
Drawdowns
BJLM.DE vs. ETDD.DE - Drawdown Comparison
The maximum BJLM.DE drawdown since its inception was -3.87%, smaller than the maximum ETDD.DE drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for BJLM.DE and ETDD.DE.
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Drawdown Indicators
| BJLM.DE | ETDD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.87% | -38.45% | +34.58% |
Max Drawdown (1Y)Largest decline over 1 year | -3.33% | -10.95% | +7.62% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.49% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.45% | — |
Current DrawdownCurrent decline from peak | -1.97% | -0.45% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -1.31% | -7.18% | +5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 3.23% | -1.90% |
Volatility
BJLM.DE vs. ETDD.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 EURO STOXX 50 UCITS ETF (ETDD.DE) has a volatility of 5.00%. This indicates that BJLM.DE experiences smaller price fluctuations and is considered to be less risky than ETDD.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 | ETDD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 5.00% | -3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 4.12% | 12.97% | -8.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.70% | 15.93% | -11.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.84% | 17.55% | -12.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.84% | 18.31% | -13.47% |
BJLM.DE vs. ETDD.DE - Expense Ratio Comparison
BJLM.DE has a 0.12% expense ratio, which is lower than ETDD.DE's 0.18% 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. ETDD.DE - Dividend Comparison
Neither BJLM.DE nor ETDD.DE has paid dividends to shareholders.
Frequently Asked Questions
BJLM.DE and ETDD.DE have a correlation of 0.35, 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 0.18% for ETDD.DE.
BJLM.DE is categorized as European Government Bonds, while ETDD.DE is Europe Equities. Their fees differ too: 0.12% for BJLM.DE and 0.18% for ETDD.DE.
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