QUEJ.DE vs. VLEU.DE
QUEJ.DE (BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc) and VLEU.DE (BNP Paribas Easy ESG Low Volatility Europe UCITS ETF) are both exchange-traded funds - QUEJ.DE is a Japan Equities fund tracking the MSCI Japan SRI S-Series PAB 5% Capped, while VLEU.DE is a Europe Equities fund tracking the BNP Paribas Low Vol Europe ESG. Both are passively managed. Over the past 3 years, QUEJ.DE returned 2.69%/yr vs 10.05%/yr for VLEU.DE. At a 0.40 correlation, their price movements are largely independent. QUEJ.DE charges 0.25%/yr vs 0.30%/yr for VLEU.DE.
Performance
QUEJ.DE vs. VLEU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QUEJ.DE achieves a 7.21% return, which is significantly higher than VLEU.DE's 4.90% return.
QUEJ.DE
- 1D
- -0.49%
- 1M
- 1.71%
- YTD
- 7.21%
- 6M
- 7.26%
- 1Y
- 11.63%
- 3Y*
- 2.69%
- 5Y*
- —
- 10Y*
- —
VLEU.DE
- 1D
- 0.81%
- 1M
- -0.77%
- YTD
- 4.90%
- 6M
- 6.98%
- 1Y
- 6.40%
- 3Y*
- 10.05%
- 5Y*
- 7.63%
- 10Y*
- —
QUEJ.DE vs. VLEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QUEJ.DE BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc | 7.21% | 3.79% | 1.15% | 8.13% | -12.67% |
VLEU.DE BNP Paribas Easy ESG Low Volatility Europe UCITS ETF | 4.90% | 12.78% | 10.91% | 11.65% | -8.11% |
Correlation
The correlation between QUEJ.DE and VLEU.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2022 | 0.40 |
The correlation between QUEJ.DE and VLEU.DE shifts across timeframes, from 0.40 (all time) to 0.53 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QUEJ.DE vs. VLEU.DE — Risk / Return Rank
QUEJ.DE
VLEU.DE
QUEJ.DE vs. VLEU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE) and BNP Paribas Easy ESG Low Volatility Europe UCITS ETF (VLEU.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.
| QUEJ.DE | VLEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.11 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 0.62 | +0.38 |
| Martin ratioReturn relative to average drawdown | 2.91 | 1.83 | +1.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QUEJ.DE | VLEU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.55 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.76 | -0.66 |
Drawdowns
QUEJ.DE vs. VLEU.DE - Drawdown Comparison
The maximum QUEJ.DE drawdown since its inception was -15.02%, smaller than the maximum VLEU.DE drawdown of -32.22%. Use the drawdown chart below to compare losses from any high point for QUEJ.DE and VLEU.DE.
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Drawdown Indicators
| QUEJ.DE | VLEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.02% | -32.22% | +17.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -10.14% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -12.56% | -1.38% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.89% | — |
Current DrawdownCurrent decline from peak | -2.50% | -4.49% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -6.33% | -5.37% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.46% | +0.14% |
Volatility
QUEJ.DE vs. VLEU.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Acc (QUEJ.DE) is 3.38%, while BNP Paribas Easy ESG Low Volatility Europe UCITS ETF (VLEU.DE) has a volatility of 3.76%. This indicates that QUEJ.DE experiences smaller price fluctuations and is considered to be less risky than VLEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUEJ.DE | VLEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 3.76% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 9.58% | +4.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.39% | 11.54% | +5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 14.47% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.36% | 16.57% | -1.21% |
QUEJ.DE vs. VLEU.DE - Expense Ratio Comparison
QUEJ.DE has a 0.25% expense ratio, which is lower than VLEU.DE's 0.30% expense ratio.
Dividends
QUEJ.DE vs. VLEU.DE - Dividend Comparison
Neither QUEJ.DE nor VLEU.DE has paid dividends to shareholders.
Frequently Asked Questions
QUEJ.DE and VLEU.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QUEJ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QUEJ.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for VLEU.DE.
QUEJ.DE is categorized as Japan Equities, while VLEU.DE is Europe Equities. QUEJ.DE tracks MSCI Japan SRI S-Series PAB 5% Capped, while VLEU.DE tracks BNP Paribas Low Vol Europe ESG. Their fees differ too: 0.25% for QUEJ.DE and 0.30% for VLEU.DE.
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