BLUI vs. BLUC

Last updated Jul 14, 2026

BLUI (Bluemonte Diversified Income ETF) and BLUC (Bluemonte Large Cap Core ETF) are both exchange-traded funds - BLUI is a Multisector Bonds fund managed by Bluemonte, while BLUC is a Large Cap Blend Equities fund managed by Bluemonte. Over the past year, BLUI returned 7.48% vs 19.83% for BLUC. At a 0.40 correlation, their price movements are largely independent. BLUI charges 0.75%/yr vs 0.23%/yr for BLUC.

Performance

BLUI vs. BLUC - Performance Comparison

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

Returns By Period

In the year-to-date period, BLUI achieves a 3.90% return, which is significantly lower than BLUC's 9.05% return.

BLUI

• 1D: 0.00%
• 1M: 0.14%
• 6M: 3.04%
• YTD: 3.90%
• 1Y: 7.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BLUC

• 1D: -0.91%
• 1M: 1.25%
• 6M: 7.14%
• YTD: 9.05%
• 1Y: 19.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BLUI vs. BLUC - Yearly Performance Comparison

	2026 (YTD)	2025
BLUI Bluemonte Diversified Income ETF	3.90%	3.60%
BLUC Bluemonte Large Cap Core ETF	9.05%	14.69%

Correlation

The correlation between BLUI and BLUC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.40

Return for Risk

BLUI vs. BLUC — Risk / Return Rank

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

BLUI

BLUI Risk / Return Rank: 81
BLUI Sharpe Ratio Rank: 78
BLUI Sortino Ratio Rank: 82
BLUI Omega Ratio Rank: 83
BLUI Calmar Ratio Rank: 76
BLUI Martin Ratio Rank: 85

BLUC

BLUC Risk / Return Rank: 51
BLUC Sharpe Ratio Rank: 53
BLUC Sortino Ratio Rank: 52
BLUC Omega Ratio Rank: 51
BLUC Calmar Ratio Rank: 46
BLUC Martin Ratio Rank: 54

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.

BLUI vs. BLUC - Risk-Adjusted Trends Comparison

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

	BLUI	BLUC	Difference
Sharpe ratio: Return per unit of total volatility	1.97	1.46	+0.51
Sortino ratio: Return per unit of downside risk	2.91	2.03	+0.88
Omega ratio: Gain probability vs. loss probability	1.39	1.26	+0.13
Calmar ratio: Return relative to maximum drawdown	3.09	1.86	+1.23
Martin ratio: Return relative to average drawdown	13.58	7.35	+6.23

BLUI vs. BLUC - Sharpe Ratio Comparison

The current BLUI Sharpe Ratio is 1.97, which is higher than the BLUC Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of BLUI and BLUC, 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

BLUI vs. BLUC - Drawdown Comparison

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

Drawdown Indicators

	BLUI	BLUC	Difference
Max Drawdown Largest peak-to-trough decline	-2.43%	-10.69%	+8.26%
Max Drawdown (1Y) Largest decline over 1 year	-2.43%	-10.69%	+8.26%
Current Drawdown Current decline from peak	-0.21%	-2.51%	+2.30%
Average Drawdown Average peak-to-trough decline	-0.35%	-1.69%	+1.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.55%	2.70%	-2.15%

Volatility

BLUI vs. BLUC - Volatility Comparison

The current volatility for Bluemonte Diversified Income ETF (BLUI) is 0.98%, while Bluemonte Large Cap Core ETF (BLUC) has a volatility of 4.49%. This indicates that BLUI experiences smaller price fluctuations and is considered to be less risky than BLUC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLUI	BLUC	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.98%	4.49%	-3.51%
Volatility (6M) Calculated over the trailing 6-month period	3.11%	11.06%	-7.95%
Volatility (1Y) Calculated over the trailing 1-year period	3.83%	13.69%	-9.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.85%	13.47%	-9.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.85%	13.47%	-9.62%

BLUI vs. BLUC - Expense Ratio Comparison

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

Dividends

BLUI vs. BLUC - Dividend Comparison

BLUI's dividend yield for the trailing twelve months is around 5.05%, more than BLUC's 0.63% yield.

Position	TTM	2025
BLUC Bluemonte Large Cap Core ETF	0.63%	0.46%
BLUI Bluemonte Diversified Income ETF	5.05%	2.91%

Frequently Asked Questions

Can I hold both BLUI and BLUC in my portfolio?

BLUI and BLUC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BLUI or BLUC?

BLUC has higher volatility (4.49%) compared to BLUI (0.98%). In terms of maximum drawdown, BLUI dropped -2.43% vs BLUC's -10.69%.

Which ETF is better, BLUI or BLUC?

On 1-year performance, BLUC leads with 19.83% vs 7.48% for BLUI. On fees, BLUC is cheaper at 0.23% per year. On volatility, BLUI has been the lower-risk option at 0.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLUI or BLUC?

Over the 1-year period, BLUC has performed better with a 19.83% return vs 7.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLUI or BLUC?

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

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

BLUI has the higher dividend yield at 5.05%, compared with 0.63% for BLUC.

What is the main difference between BLUI and BLUC?

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

Which has better risk-adjusted returns?

BLUI currently has the higher Sharpe Ratio (1.97 vs 1.46), 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.