JBEM.DE vs. XU61.DE
JBEM.DE (BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF) and XU61.DE (BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR) are both exchange-traded funds - JBEM.DE is a European Government Bonds fund tracking the J.P. Morgan ESG EMU Government Bond IG Index, while XU61.DE is a Global Equities fund tracking the ECPI Global ESG Infrastructure Equity Index. Both are passively managed. Over the past 5 years, JBEM.DE returned -2.17%/yr vs 8.97%/yr for XU61.DE. At a 0.17 correlation, their price movements are largely independent. JBEM.DE charges 0.15%/yr vs 0.31%/yr for XU61.DE.
Performance
JBEM.DE vs. XU61.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JBEM.DE achieves a 0.95% return, which is significantly lower than XU61.DE's 12.23% return.
JBEM.DE
- 1D
- -0.00%
- 1M
- 0.84%
- YTD
- 0.95%
- 6M
- 1.05%
- 1Y
- 0.52%
- 3Y*
- 2.22%
- 5Y*
- -2.17%
- 10Y*
- —
XU61.DE
- 1D
- 0.08%
- 1M
- -1.03%
- YTD
- 12.23%
- 6M
- 12.73%
- 1Y
- 26.53%
- 3Y*
- 15.13%
- 5Y*
- 8.97%
- 10Y*
- 7.65%
JBEM.DE vs. XU61.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JBEM.DE BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF | 0.95% | 0.42% | 1.18% | 6.64% | -18.24% | -3.43% | 4.73% | 6.12% |
XU61.DE BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR | 12.23% | 17.07% | 10.27% | 10.09% | -11.67% | 21.21% | -9.09% | 17.31% |
Correlation
The correlation between JBEM.DE and XU61.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2019 | 0.18 |
Over the past year, JBEM.DE and XU61.DE have become more correlated (0.39) than their long-term average of 0.17, meaning their price movements have been converging.
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Return for Risk
JBEM.DE vs. XU61.DE — Risk / Return Rank
JBEM.DE
XU61.DE
JBEM.DE vs. XU61.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 BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.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.DE | XU61.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.37 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.46 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | 4.48 | -4.25 |
| Martin ratioReturn relative to average drawdown | 0.55 | 17.20 | -16.65 |
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Drawdowns
JBEM.DE vs. XU61.DE - Drawdown Comparison
The maximum JBEM.DE drawdown since its inception was -22.48%, smaller than the maximum XU61.DE drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for JBEM.DE and XU61.DE.
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Drawdown Indicators
| JBEM.DE | XU61.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.48% | -41.19% | +18.71% |
Max Drawdown (1Y)Largest decline over 1 year | -3.21% | -5.90% | +2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -3.95% | -12.73% | +8.78% |
Max Drawdown (5Y)Largest decline over 5 years | -21.49% | -17.58% | -3.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.86% | — |
Current DrawdownCurrent decline from peak | -14.03% | -2.14% | -11.89% |
Average DrawdownAverage peak-to-trough decline | -10.59% | -8.87% | -1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 1.54% | -0.21% |
Volatility
JBEM.DE vs. XU61.DE - Volatility Comparison
The current volatility for BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF (JBEM.DE) is 1.09%, while BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE) has a volatility of 3.04%. This indicates that JBEM.DE experiences smaller price fluctuations and is considered to be less risky than XU61.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.DE | XU61.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 3.04% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 3.51% | 7.89% | -4.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.18% | 10.22% | -6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.18% | 11.65% | -5.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.72% | 14.26% | -8.54% |
JBEM.DE vs. XU61.DE - Expense Ratio Comparison
JBEM.DE has a 0.15% expense ratio, which is lower than XU61.DE's 0.31% expense ratio.
Dividends
JBEM.DE vs. XU61.DE - Dividend Comparison
Neither JBEM.DE nor XU61.DE has paid dividends to shareholders.
Frequently Asked Questions
JBEM.DE and XU61.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
JBEM.DE is cheaper with a 0.15% expense ratio, compared with 0.31% for XU61.DE.
JBEM.DE is categorized as European Government Bonds, while XU61.DE is Global Equities. JBEM.DE tracks J.P. Morgan ESG EMU Government Bond IG Index, while XU61.DE tracks ECPI Global ESG Infrastructure Equity Index. Their fees differ too: 0.15% for JBEM.DE and 0.31% for XU61.DE.
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