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BJLM.DE vs. PR1R.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BJLM.DE vs. PR1R.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) and Amundi Prime Euro Govies UCITS ETF DR (D) (PR1R.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with BJLM.DE at 0.09% and PR1R.DE at 0.09%.


BJLM.DE

1D
0.07%
1M
0.52%
YTD
0.09%
6M
-0.00%
1Y
-0.14%
3Y*
5Y*
10Y*

PR1R.DE

1D
0.06%
1M
0.58%
YTD
0.09%
6M
0.01%
1Y
-0.11%
3Y*
2.33%
5Y*
-2.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BJLM.DE vs. PR1R.DE - Yearly Performance Comparison


Correlation

The correlation between BJLM.DE and PR1R.DE is 0.92, 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

0.92

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2024

0.96

The correlation between BJLM.DE and PR1R.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

BJLM.DE vs. PR1R.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BJLM.DE
BJLM.DE Risk / Return Rank: 88
Overall Rank
BJLM.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BJLM.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
BJLM.DE Omega Ratio Rank: 88
Omega Ratio Rank
BJLM.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
BJLM.DE Martin Ratio Rank: 88
Martin Ratio Rank

PR1R.DE
PR1R.DE Risk / Return Rank: 88
Overall Rank
PR1R.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PR1R.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
PR1R.DE Omega Ratio Rank: 88
Omega Ratio Rank
PR1R.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
PR1R.DE Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BJLM.DE vs. PR1R.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 Amundi Prime Euro Govies UCITS ETF DR (D) (PR1R.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.DEPR1R.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.00

1.00

0.00

Calmar ratioReturn relative to maximum drawdown

-0.04

-0.03

-0.01

Martin ratioReturn relative to average drawdown

-0.10

-0.08

-0.02

BJLM.DE vs. PR1R.DE - Sharpe Ratio Comparison

The current BJLM.DE Sharpe Ratio is -0.03, which is comparable to the PR1R.DE Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of BJLM.DE and PR1R.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BJLM.DEPR1R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

-0.02

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.09

+0.33

Drawdowns

BJLM.DE vs. PR1R.DE - Drawdown Comparison

The maximum BJLM.DE drawdown since its inception was -3.87%, smaller than the maximum PR1R.DE drawdown of -22.33%. Use the drawdown chart below to compare losses from any high point for BJLM.DE and PR1R.DE.


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Drawdown Indicators


BJLM.DEPR1R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.87%

-22.33%

+18.46%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-3.38%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

Current Drawdown

Current decline from peak

-1.97%

-13.94%

+11.97%

Average Drawdown

Average peak-to-trough decline

-1.31%

-10.28%

+8.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

1.35%

-0.02%

Volatility

BJLM.DE vs. PR1R.DE - Volatility Comparison

The current volatility for BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) is 1.69%, while Amundi Prime Euro Govies UCITS ETF DR (D) (PR1R.DE) has a volatility of 1.78%. This indicates that BJLM.DE experiences smaller price fluctuations and is considered to be less risky than PR1R.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.DEPR1R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.78%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.12%

3.64%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

4.70%

4.38%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

6.34%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.84%

5.92%

-1.08%

BJLM.DE vs. PR1R.DE - Expense Ratio Comparison

BJLM.DE has a 0.12% expense ratio, which is higher than PR1R.DE's 0.05% expense ratio. However, 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. PR1R.DE - Dividend Comparison

BJLM.DE has not paid dividends to shareholders, while PR1R.DE's dividend yield for the trailing twelve months is around 2.72%.


PositionTTM2025202420232022202120202019
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%
PR1R.DE
Amundi Prime Euro Govies UCITS ETF DR (D)
2.72%2.72%2.08%1.90%1.87%1.55%1.66%1.05%

Frequently Asked Questions


With a correlation of 0.92, BJLM.DE and PR1R.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PR1R.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1R.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for BJLM.DE.

They also come from different issuers: BNP Paribas and Amundi. Their fees differ too: 0.12% for BJLM.DE and 0.05% for PR1R.DE.

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