BJLM.DE vs. IBCM.DE
BJLM.DE (BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation) and IBCM.DE (iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)) are both European Government Bonds funds. BJLM.DE is actively managed, while IBCM.DE is passively managed. Over the past year, BJLM.DE returned -0.14% vs 0.13% for IBCM.DE. Their correlation of 0.94 suggests significant overlap in exposure. BJLM.DE charges 0.12%/yr vs 0.15%/yr for IBCM.DE.
Performance
BJLM.DE vs. IBCM.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 IBCM.DE's 0.27% return.
BJLM.DE
- 1D
- 0.07%
- 1M
- 0.52%
- YTD
- 0.09%
- 6M
- -0.00%
- 1Y
- -0.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBCM.DE
- 1D
- 0.06%
- 1M
- 0.50%
- YTD
- 0.27%
- 6M
- -0.09%
- 1Y
- 0.13%
- 3Y*
- 2.61%
- 5Y*
- -2.34%
- 10Y*
- -0.17%
BJLM.DE vs. IBCM.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% |
IBCM.DE iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) | 0.27% | 1.53% | 2.89% |
Correlation
The correlation between BJLM.DE and IBCM.DE is 0.89, 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 | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2024 | 0.94 |
The correlation between BJLM.DE and IBCM.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
BJLM.DE vs. IBCM.DE — Risk / Return Rank
BJLM.DE
IBCM.DE
BJLM.DE vs. IBCM.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 iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.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 | IBCM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.01 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 0.03 | -0.07 |
| Martin ratioReturn relative to average drawdown | -0.10 | 0.08 | -0.18 |
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 | IBCM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 0.03 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.31 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.59 | -0.35 |
Drawdowns
BJLM.DE vs. IBCM.DE - Drawdown Comparison
The maximum BJLM.DE drawdown since its inception was -3.87%, smaller than the maximum IBCM.DE drawdown of -23.25%. Use the drawdown chart below to compare losses from any high point for BJLM.DE and IBCM.DE.
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Drawdown Indicators
| BJLM.DE | IBCM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.87% | -23.25% | +19.38% |
Max Drawdown (1Y)Largest decline over 1 year | -3.33% | -4.08% | +0.75% |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.53% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.25% | — |
Current DrawdownCurrent decline from peak | -1.97% | -13.71% | +11.74% |
Average DrawdownAverage peak-to-trough decline | -1.31% | -5.23% | +3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 1.53% | -0.20% |
Volatility
BJLM.DE vs. IBCM.DE - Volatility Comparison
The current volatility for BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) is 1.69%, while iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE) has a volatility of 1.94%. This indicates that BJLM.DE experiences smaller price fluctuations and is considered to be less risky than IBCM.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 | IBCM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 1.94% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 4.12% | 4.20% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.70% | 5.00% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.84% | 7.39% | -2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.84% | 6.03% | -1.19% |
BJLM.DE vs. IBCM.DE - Expense Ratio Comparison
BJLM.DE has a 0.12% expense ratio, which is lower than IBCM.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. IBCM.DE - Dividend Comparison
BJLM.DE has not paid dividends to shareholders, while IBCM.DE's dividend yield for the trailing twelve months is around 2.92%.
| 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% |
IBCM.DE iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) | 2.92% | 2.82% | 2.73% | 1.97% | 0.13% | 0.00% | 0.09% | 0.63% | 0.75% | 0.76% | 0.80% | 1.09% |
Frequently Asked Questions
BJLM.DE and IBCM.DE have a correlation of 0.89, 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 IBCM.DE.
They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.12% for BJLM.DE and 0.15% for IBCM.DE.
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