BLUC vs. BLUI

Last updated Jun 24, 2026

BLUC (Bluemonte Large Cap Core ETF) and BLUI (Bluemonte Diversified Income ETF) are both exchange-traded funds - BLUC is a Large Cap Blend Equities fund managed by Bluemonte, while BLUI is a Multisector Bonds fund managed by Bluemonte. Over the past year, BLUC returned 21.74% vs 7.60% for BLUI. At a 0.43 correlation, their price movements are largely independent. BLUC charges 0.23%/yr vs 0.75%/yr for BLUI.

Performance

BLUC vs. BLUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bluemonte Large Cap Core ETF (BLUC) and Bluemonte Diversified Income ETF (BLUI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BLUC achieves a 6.76% return, which is significantly higher than BLUI's 3.65% return.

BLUC

• 1D: -1.56%
• 1M: -1.92%
• YTD: 6.76%
• 6M: 5.79%
• 1Y: 21.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BLUI

• 1D: 0.34%
• 1M: 0.03%
• YTD: 3.65%
• 6M: 3.78%
• 1Y: 7.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BLUC vs. BLUI - Yearly Performance Comparison

	2026 (YTD)	2025
BLUC Bluemonte Large Cap Core ETF	6.76%	14.69%
BLUI Bluemonte Diversified Income ETF	3.65%	3.60%

Correlation

The correlation between BLUC and BLUI is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.43

Return for Risk

BLUC vs. BLUI — Risk / Return Rank

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

BLUC

BLUC Risk / Return Rank: 49
BLUC Sharpe Ratio Rank: 51
BLUC Sortino Ratio Rank: 49
BLUC Omega Ratio Rank: 49
BLUC Calmar Ratio Rank: 45
BLUC Martin Ratio Rank: 53

BLUI

BLUI Risk / Return Rank: 71
BLUI Sharpe Ratio Rank: 66
BLUI Sortino Ratio Rank: 70
BLUI Omega Ratio Rank: 72
BLUI Calmar Ratio Rank: 69
BLUI Martin Ratio Rank: 78

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.

BLUC vs. BLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Large Cap Core ETF (BLUC) and Bluemonte Diversified Income ETF (BLUI). 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.

	BLUC	BLUI	Difference
Sharpe ratio: Return per unit of total volatility	1.61	1.96	-0.35
Sortino ratio: Return per unit of downside risk	2.21	2.88	-0.67
Omega ratio: Gain probability vs. loss probability	1.29	1.38	-0.10
Calmar ratio: Return relative to maximum drawdown	2.04	3.14	-1.10
Martin ratio: Return relative to average drawdown	8.39	13.68	-5.28

BLUC vs. BLUI - Sharpe Ratio Comparison

The current BLUC Sharpe Ratio is 1.61, which is comparable to the BLUI Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of BLUC and BLUI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BLUC vs. BLUI - Drawdown Comparison

The maximum BLUC drawdown since its inception was -10.69%, which is greater than BLUI's maximum drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for BLUC and BLUI.

Drawdown Indicators

	BLUC	BLUI	Difference
Max Drawdown Largest peak-to-trough decline	-10.69%	-2.43%	-8.26%
Max Drawdown (1Y) Largest decline over 1 year	-10.69%	-2.43%	-8.26%
Current Drawdown Current decline from peak	-4.56%	-0.13%	-4.43%
Average Drawdown Average peak-to-trough decline	-1.61%	-0.36%	-1.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	0.56%	+2.04%

Volatility

BLUC vs. BLUI - Volatility Comparison

Bluemonte Large Cap Core ETF (BLUC) has a higher volatility of 5.38% compared to Bluemonte Diversified Income ETF (BLUI) at 1.07%. This indicates that BLUC's price experiences larger fluctuations and is considered to be riskier than BLUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLUC	BLUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.38%	1.07%	+4.31%
Volatility (6M) Calculated over the trailing 6-month period	10.88%	3.08%	+7.80%
Volatility (1Y) Calculated over the trailing 1-year period	13.58%	3.91%	+9.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.58%	3.91%	+9.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.58%	3.91%	+9.67%

BLUC vs. BLUI - Expense Ratio Comparison

BLUC has a 0.23% expense ratio, which is lower than BLUI's 0.75% expense ratio.

Dividends

BLUC vs. BLUI - Dividend Comparison

BLUC's dividend yield for the trailing twelve months is around 0.52%, less than BLUI's 4.70% yield.

Position	TTM	2025
BLUC Bluemonte Large Cap Core ETF	0.52%	0.46%
BLUI Bluemonte Diversified Income ETF	4.70%	2.91%

Frequently Asked Questions

Can I hold both BLUC and BLUI in my portfolio?

BLUC and BLUI have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BLUC or BLUI?

BLUC has higher volatility (5.38%) compared to BLUI (1.07%). In terms of maximum drawdown, BLUC dropped -10.69% vs BLUI's -2.43%.

Which ETF is better, BLUC or BLUI?

On 1-year performance, BLUC leads with 21.74% vs 7.60% for BLUI. On fees, BLUC is cheaper at 0.23% per year. On volatility, BLUI has been the lower-risk option at 1.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLUC or BLUI?

Over the 1-year period, BLUC has performed better with a 21.74% return vs 7.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLUC or BLUI?

BLUC is cheaper with a 0.23% expense ratio, compared with 0.75% for BLUI.

Which ETF pays a higher dividend yield, BLUC or BLUI?

BLUI has the higher dividend yield at 4.70%, compared with 0.52% for BLUC.

What is the main difference between BLUC and BLUI?

BLUC is categorized as Large Cap Blend Equities, while BLUI is Multisector Bonds. Their fees differ too: 0.23% for BLUC and 0.75% for BLUI.

Which has better risk-adjusted returns?

BLUI currently has the higher Sharpe Ratio (1.96 vs 1.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.