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JBEM.DE vs. EIBX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JBEM.DE vs. EIBX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF (JBEM.DE) and Invesco Euro Government Bond 7-10 Year UCITS ETF Dist (EIBX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JBEM.DE achieves a -0.11% return, which is significantly higher than EIBX.DE's -0.37% return.


JBEM.DE

1D
0.00%
1M
-0.73%
6M
-0.73%
YTD
-0.11%
1Y
0.42%
3Y*
2.17%
5Y*
-2.70%
10Y*

EIBX.DE

1D
-0.22%
1M
-1.00%
6M
-0.77%
YTD
-0.37%
1Y
0.77%
3Y*
2.77%
5Y*
-2.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
JBEM.DE
BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF
-0.11%0.42%1.18%6.64%-18.24%-3.43%4.73%-3.12%
EIBX.DE
Invesco Euro Government Bond 7-10 Year UCITS ETF Dist
-0.37%1.88%0.91%8.83%-19.82%-2.95%4.27%-3.35%

Correlation

The correlation between JBEM.DE and EIBX.DE is 0.86, 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

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2019

0.91

The correlation between JBEM.DE and EIBX.DE shifts across timeframes, from 0.86 (1 year) to 0.97 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

JBEM.DE
JBEM.DE Risk / Return Rank: 1010
Overall Rank
JBEM.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
JBEM.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
JBEM.DE Omega Ratio Rank: 99
Omega Ratio Rank
JBEM.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
JBEM.DE Martin Ratio Rank: 1111
Martin Ratio Rank

EIBX.DE
EIBX.DE Risk / Return Rank: 1111
Overall Rank
EIBX.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EIBX.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
EIBX.DE Omega Ratio Rank: 1010
Omega Ratio Rank
EIBX.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
EIBX.DE Martin Ratio Rank: 1212
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.

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

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF (JBEM.DE) and Invesco Euro Government Bond 7-10 Year UCITS ETF Dist (EIBX.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.


JBEM.DEEIBX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.02

1.03

-0.01

Calmar ratioReturn relative to maximum drawdown

0.13

0.19

-0.06

Martin ratioReturn relative to average drawdown

0.31

0.48

-0.17

JBEM.DE vs. EIBX.DE - Sharpe Ratio Comparison

The current JBEM.DE Sharpe Ratio is 0.10, which is lower than the EIBX.DE Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of JBEM.DE and EIBX.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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Drawdowns

JBEM.DE vs. EIBX.DE - Drawdown Comparison

The maximum JBEM.DE drawdown since its inception was -22.48%, roughly equal to the maximum EIBX.DE drawdown of -23.08%. Use the drawdown chart below to compare losses from any high point for JBEM.DE and EIBX.DE.


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Drawdown Indicators


JBEM.DEEIBX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.48%

-23.08%

+0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-4.07%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-3.95%

-4.43%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-21.49%

-22.78%

+1.29%

Current Drawdown

Current decline from peak

-14.93%

-13.63%

-1.30%

Average Drawdown

Average peak-to-trough decline

-10.62%

-11.08%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.61%

-0.23%

Volatility

JBEM.DE vs. EIBX.DE - Volatility Comparison

The current volatility for BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF (JBEM.DE) is 1.07%, while Invesco Euro Government Bond 7-10 Year UCITS ETF Dist (EIBX.DE) has a volatility of 1.56%. This indicates that JBEM.DE experiences smaller price fluctuations and is considered to be less risky than EIBX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JBEM.DEEIBX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

1.56%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

3.53%

4.25%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

5.14%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.18%

7.43%

-1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.71%

6.56%

-0.85%

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

JBEM.DE has a 0.15% expense ratio, which is higher than EIBX.DE's 0.10% 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

JBEM.DE vs. EIBX.DE - Dividend Comparison

JBEM.DE has not paid dividends to shareholders, while EIBX.DE's dividend yield for the trailing twelve months is around 3.00%.


PositionTTM2025202420232022
EIBX.DE
Invesco Euro Government Bond 7-10 Year UCITS ETF Dist
3.00%2.89%2.87%2.43%0.12%
JBEM.DE
BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JBEM.DE and EIBX.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EIBX.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EIBX.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for JBEM.DE.

JBEM.DE tracks J.P. Morgan ESG EMU Government Bond IG Index, while EIBX.DE tracks Bloomberg Euro Government Select 7-10. They also come from different issuers: BNP Paribas Easy and Invesco. Their fees differ too: 0.15% for JBEM.DE and 0.10% for EIBX.DE.

Portfolio Optimizer

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