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KX1G.DE vs. BJLM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KX1G.DE vs. BJLM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR (KX1G.DE) and BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.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, KX1G.DE achieves a 0.22% return, which is significantly higher than BJLM.DE's 0.09% return.


KX1G.DE

1D
0.13%
1M
0.66%
YTD
0.22%
6M
0.10%
1Y
0.45%
3Y*
3.02%
5Y*
-1.81%
10Y*
0.22%

BJLM.DE

1D
0.07%
1M
0.52%
YTD
0.09%
6M
-0.00%
1Y
-0.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KX1G.DE vs. BJLM.DE - Yearly Performance Comparison


Correlation

The correlation between KX1G.DE and BJLM.DE is 0.90, 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

0.90

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2024

0.93

The correlation between KX1G.DE and BJLM.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

KX1G.DE vs. BJLM.DE — Risk / Return Rank

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

KX1G.DE
KX1G.DE Risk / Return Rank: 1010
Overall Rank
KX1G.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
KX1G.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
KX1G.DE Omega Ratio Rank: 99
Omega Ratio Rank
KX1G.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
KX1G.DE Martin Ratio Rank: 1111
Martin Ratio Rank

BJLM.DE
BJLM.DE Risk / Return Rank: 88
Overall Rank
BJLM.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BJLM.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
BJLM.DE Omega Ratio Rank: 88
Omega Ratio Rank
BJLM.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
BJLM.DE Martin Ratio Rank: 88
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.

KX1G.DE vs. BJLM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR (KX1G.DE) and BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.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.


KX1G.DEBJLM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.02

1.00

+0.02

Calmar ratioReturn relative to maximum drawdown

0.13

-0.04

+0.17

Martin ratioReturn relative to average drawdown

0.34

-0.10

+0.44

KX1G.DE vs. BJLM.DE - Sharpe Ratio Comparison

The current KX1G.DE Sharpe Ratio is 0.10, which is higher than the BJLM.DE Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of KX1G.DE and BJLM.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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Sharpe Ratios by Period


KX1G.DEBJLM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

-0.03

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.24

+0.17

Drawdowns

KX1G.DE vs. BJLM.DE - Drawdown Comparison

The maximum KX1G.DE drawdown since its inception was -22.43%, which is greater than BJLM.DE's maximum drawdown of -3.87%. Use the drawdown chart below to compare losses from any high point for KX1G.DE and BJLM.DE.


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Drawdown Indicators


KX1G.DEBJLM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.43%

-3.87%

-18.56%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-3.33%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-4.22%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

Max Drawdown (10Y)

Largest decline over 10 years

-22.43%

Current Drawdown

Current decline from peak

-12.10%

-1.97%

-10.13%

Average Drawdown

Average peak-to-trough decline

-6.69%

-1.31%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

1.33%

+0.01%

Volatility

KX1G.DE vs. BJLM.DE - Volatility Comparison

Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR (KX1G.DE) and BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) have volatilities of 1.76% and 1.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KX1G.DEBJLM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

1.69%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.80%

4.12%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

4.57%

4.70%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.66%

4.84%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.94%

4.84%

+1.10%

KX1G.DE vs. BJLM.DE - Expense Ratio Comparison

KX1G.DE has a 0.14% expense ratio, which is higher than BJLM.DE's 0.12% 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

KX1G.DE vs. BJLM.DE - Dividend Comparison

Neither KX1G.DE nor BJLM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


KX1G.DE and BJLM.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BJLM.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BJLM.DE is cheaper with a 0.12% expense ratio, compared with 0.14% for KX1G.DE.

They also come from different issuers: Amundi and BNP Paribas. Their fees differ too: 0.14% for KX1G.DE and 0.12% for BJLM.DE.

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