BLUI vs. BLUX

Last updated Jun 25, 2026

BLUI (Bluemonte Diversified Income ETF) and BLUX (Bluemonte Dynamic Total Market ETF) are both exchange-traded funds - BLUI is a Multisector Bonds fund managed by Bluemonte, while BLUX is a Large Cap Blend Equities fund managed by Bluemonte. Over the past year, BLUI returned 7.12% vs 25.14% for BLUX. A 0.59 correlation means they provide meaningful diversification when combined. BLUI charges 0.75%/yr vs 0.25%/yr for BLUX.

Performance

BLUI vs. BLUX - Performance Comparison

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

Returns By Period

In the year-to-date period, BLUI achieves a 3.62% return, which is significantly lower than BLUX's 13.19% return.

BLUI

• 1D: -0.03%
• 1M: 0.00%
• YTD: 3.62%
• 6M: 3.51%
• 1Y: 7.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BLUX

• 1D: 0.06%
• 1M: 1.28%
• YTD: 13.19%
• 6M: 11.30%
• 1Y: 25.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BLUI vs. BLUX - Yearly Performance Comparison

	2026 (YTD)	2025
BLUI Bluemonte Diversified Income ETF	3.62%	3.60%
BLUX Bluemonte Dynamic Total Market ETF	13.19%	12.62%

Correlation

The correlation between BLUI and BLUX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.59

The correlation between BLUI and BLUX has been stable across timeframes, ranging from 0.59 to 0.59 - a consistent structural relationship.

Return for Risk

BLUI vs. BLUX — Risk / Return Rank

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

BLUI

BLUI Risk / Return Rank: 70
BLUI Sharpe Ratio Rank: 65
BLUI Sortino Ratio Rank: 68
BLUI Omega Ratio Rank: 70
BLUI Calmar Ratio Rank: 68
BLUI Martin Ratio Rank: 77

BLUX

BLUX Risk / Return Rank: 64
BLUX Sharpe Ratio Rank: 62
BLUX Sortino Ratio Rank: 61
BLUX Omega Ratio Rank: 59
BLUX Calmar Ratio Rank: 65
BLUX Martin Ratio Rank: 72

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. BLUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Diversified Income ETF (BLUI) and Bluemonte Dynamic Total Market ETF (BLUX). 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	BLUX	Difference
Sharpe ratio: Return per unit of total volatility	1.84	1.78	+0.06
Sortino ratio: Return per unit of downside risk	2.70	2.50	+0.20
Omega ratio: Gain probability vs. loss probability	1.36	1.32	+0.05
Calmar ratio: Return relative to maximum drawdown	2.94	2.80	+0.15
Martin ratio: Return relative to average drawdown	12.85	11.60	+1.25

BLUI vs. BLUX - Sharpe Ratio Comparison

The current BLUI Sharpe Ratio is 1.84, which is comparable to the BLUX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of BLUI and BLUX, 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. BLUX - Drawdown Comparison

The maximum BLUI drawdown since its inception was -2.43%, smaller than the maximum BLUX drawdown of -9.03%. Use the drawdown chart below to compare losses from any high point for BLUI and BLUX.

Drawdown Indicators

	BLUI	BLUX	Difference
Max Drawdown Largest peak-to-trough decline	-2.43%	-9.03%	+6.60%
Max Drawdown (1Y) Largest decline over 1 year	-2.43%	-9.03%	+6.60%
Current Drawdown Current decline from peak	-0.16%	-1.06%	+0.90%
Average Drawdown Average peak-to-trough decline	-0.36%	-1.31%	+0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.56%	2.17%	-1.61%

Volatility

BLUI vs. BLUX - Volatility Comparison

The current volatility for Bluemonte Diversified Income ETF (BLUI) is 1.06%, while Bluemonte Dynamic Total Market ETF (BLUX) has a volatility of 4.80%. This indicates that BLUI experiences smaller price fluctuations and is considered to be less risky than BLUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLUI	BLUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.06%	4.80%	-3.74%
Volatility (6M) Calculated over the trailing 6-month period	3.08%	10.92%	-7.84%
Volatility (1Y) Calculated over the trailing 1-year period	3.90%	14.23%	-10.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.90%	14.22%	-10.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.90%	14.22%	-10.32%

BLUI vs. BLUX - Expense Ratio Comparison

BLUI has a 0.75% expense ratio, which is higher than BLUX's 0.25% expense ratio.

Dividends

BLUI vs. BLUX - Dividend Comparison

BLUI's dividend yield for the trailing twelve months is around 4.70%, more than BLUX's 0.84% yield.

Position	TTM	2025
BLUI Bluemonte Diversified Income ETF	4.70%	2.91%
BLUX Bluemonte Dynamic Total Market ETF	0.84%	0.73%

Frequently Asked Questions

Can I hold both BLUI and BLUX in my portfolio?

BLUI and BLUX have a correlation of 0.59, 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 BLUX?

BLUX has higher volatility (4.80%) compared to BLUI (1.06%). In terms of maximum drawdown, BLUI dropped -2.43% vs BLUX's -9.03%.

Which ETF is better, BLUI or BLUX?

On 1-year performance, BLUX leads with 25.14% vs 7.12% for BLUI. On fees, BLUX is cheaper at 0.25% per year. On volatility, BLUI has been the lower-risk option at 1.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BLUI or BLUX?

Over the 1-year period, BLUX has performed better with a 25.14% return vs 7.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BLUI or BLUX?

BLUX is cheaper with a 0.25% expense ratio, compared with 0.75% for BLUI.

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

BLUI has the higher dividend yield at 4.70%, compared with 0.84% for BLUX.

What is the main difference between BLUI and BLUX?

BLUI is categorized as Multisector Bonds, while BLUX is Large Cap Blend Equities. Their fees differ too: 0.75% for BLUI and 0.25% for BLUX.

Which has better risk-adjusted returns?

BLUI currently has the higher Sharpe Ratio (1.84 vs 1.78), 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.