EEAU.DE vs. JBEM.DE

Last updated Jul 22, 2026

EEAU.DE (BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation) and JBEM.DE (BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF) are both exchange-traded funds - EEAU.DE is a Systematic Trend fund actively managed by BNP Paribas Easy, while JBEM.DE is a European Government Bonds fund tracking the J.P. Morgan ESG EMU Government Bond IG Index. EEAU.DE is actively managed, while JBEM.DE is passively managed. At a correlation of -0.35, they often move in opposite directions. EEAU.DE charges 0.60%/yr vs 0.15%/yr for JBEM.DE.

Performance

EEAU.DE vs. JBEM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation (EEAU.DE) and BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF (JBEM.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EEAU.DE

• 1D: 0.00%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

JBEM.DE

• 1D: 0.00%
• 1M: -0.95%
• 6M: -0.84%
• YTD: -0.42%
• 1Y: -0.63%
• 3Y*: 1.87%
• 5Y*: -2.86%
• 10Y*: —
• ALL TIME*: -0.73%

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

EEAU.DE vs. JBEM.DE - Yearly Performance Comparison

	2026 (YTD)
EEAU.DE BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation	4.13%
JBEM.DE BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF	-1.67%

Correlation

The correlation between EEAU.DE and JBEM.DE is -0.35, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 29, 2026	-0.35

Return for Risk

EEAU.DE vs. JBEM.DE — Risk / Return Rank

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

EEAU.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JBEM.DE

JBEM.DE Risk / Return Rank: 8
JBEM.DE Sharpe Ratio Rank: 9
JBEM.DE Sortino Ratio Rank: 8
JBEM.DE Omega Ratio Rank: 8
JBEM.DE Calmar Ratio Rank: 8
JBEM.DE Martin Ratio Rank: 8

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.

EEAU.DE vs. JBEM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation (EEAU.DE) and BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF (JBEM.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.

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.

	EEAU.DE	JBEM.DE	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.15	—
Sortino ratio: Return per unit of downside risk	—	-0.18	—
Omega ratio: Gain probability vs. loss probability	—	0.98	—
Calmar ratio: Return relative to maximum drawdown	—	-0.20	—
Martin ratio: Return relative to average drawdown	—	-0.45	—

Drawdowns

EEAU.DE vs. JBEM.DE - Drawdown Comparison

The maximum EEAU.DE drawdown since its inception was -1.79%, smaller than the maximum JBEM.DE drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for EEAU.DE and JBEM.DE.

Drawdown Indicators

	EEAU.DE	JBEM.DE	Difference
Max Drawdown Largest peak-to-trough decline	-1.79%	-22.48%	+20.69%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.21%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-3.95%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.49%	—
Current Drawdown Current decline from peak	-0.71%	-15.20%	+14.49%
Average Drawdown Average peak-to-trough decline	-0.31%	-10.63%	+10.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.40%	—

Volatility

Volatility by Period

	EEAU.DE	JBEM.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.97%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.52%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.07%	4.22%	+6.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.07%	6.18%	+4.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.07%	5.70%	+5.37%

EEAU.DE vs. JBEM.DE - Expense Ratio Comparison

EEAU.DE has a 0.60% expense ratio, which is higher than JBEM.DE's 0.15% expense ratio.

Dividends

EEAU.DE vs. JBEM.DE - Dividend Comparison

Neither EEAU.DE nor JBEM.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both EEAU.DE and JBEM.DE in my portfolio?

EEAU.DE and JBEM.DE have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EEAU.DE or JBEM.DE?

On fees, JBEM.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EEAU.DE or JBEM.DE?

JBEM.DE is cheaper with a 0.15% expense ratio, compared with 0.60% for EEAU.DE.

What is the main difference between EEAU.DE and JBEM.DE?

EEAU.DE is categorized as Systematic Trend, while JBEM.DE is European Government Bonds. Their fees differ too: 0.60% for EEAU.DE and 0.15% for JBEM.DE.