VIGB.DE vs. BJLM.DE
VIGB.DE (VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF) and BJLM.DE (BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation) are both European Government Bonds funds. VIGB.DE is passively managed, while BJLM.DE is actively managed. Over the past year, VIGB.DE returned -0.00% vs 0.48% for BJLM.DE. A 0.71 correlation means they provide meaningful diversification when combined. VIGB.DE charges 0.15%/yr vs 0.12%/yr for BJLM.DE.
Performance
VIGB.DE vs. BJLM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VIGB.DE achieves a -0.42% return, which is significantly lower than BJLM.DE's 0.02% return.
VIGB.DE
- 1D
- -0.05%
- 1M
- -0.42%
- 6M
- -0.68%
- YTD
- -0.42%
- 1Y
- -0.00%
- 3Y*
- 2.32%
- 5Y*
- -0.74%
- 10Y*
- —
BJLM.DE
- 1D
- 0.00%
- 1M
- -0.72%
- 6M
- -0.54%
- YTD
- 0.02%
- 1Y
- 0.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VIGB.DE vs. BJLM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
VIGB.DE VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF | -0.42% | 2.07% | 2.58% |
BJLM.DE BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation | 0.02% | 0.55% | 2.71% |
Correlation
The correlation between VIGB.DE and BJLM.DE is 0.51, 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 | 0.51 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2024 | 0.71 |
The correlation between VIGB.DE and BJLM.DE shifts across timeframes, from 0.51 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VIGB.DE vs. BJLM.DE — Risk / Return Rank
VIGB.DE
BJLM.DE
VIGB.DE vs. BJLM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF (VIGB.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.
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.
| VIGB.DE | BJLM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.02 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.00 | 0.15 | -0.15 |
| Martin ratioReturn relative to average drawdown | -0.00 | 0.35 | -0.35 |
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Drawdowns
VIGB.DE vs. BJLM.DE - Drawdown Comparison
The maximum VIGB.DE drawdown since its inception was -13.25%, 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 VIGB.DE and BJLM.DE.
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Drawdown Indicators
| VIGB.DE | BJLM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.25% | -3.87% | -9.38% |
Max Drawdown (1Y)Largest decline over 1 year | -2.73% | -3.33% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -2.73% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -11.80% | — | — |
Current DrawdownCurrent decline from peak | -5.58% | -2.03% | -3.55% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -1.29% | -4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 1.40% | -0.29% |
Volatility
VIGB.DE vs. BJLM.DE - Volatility Comparison
VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF (VIGB.DE) has a higher volatility of 2.02% compared to BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation (BJLM.DE) at 1.12%. This indicates that VIGB.DE's price experiences larger fluctuations and is considered to be riskier than BJLM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIGB.DE | BJLM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.02% | 1.12% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 4.03% | 4.18% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.55% | 4.75% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.69% | 4.61% | -0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.15% | 4.61% | -1.46% |
VIGB.DE vs. BJLM.DE - Expense Ratio Comparison
VIGB.DE has a 0.15% 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
VIGB.DE vs. BJLM.DE - Dividend Comparison
VIGB.DE's dividend yield for the trailing twelve months is around 1.06%, while BJLM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BJLM.DE BNP Paribas Easy Sustainable EUR Government Bond UCITS ETF EUR Capitalisation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIGB.DE VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF | 1.06% | 0.63% | 1.43% | 0.96% | 0.66% | 1.92% | 1.90% | 2.49% | 1.09% |
Frequently Asked Questions
VIGB.DE and BJLM.DE have a correlation of 0.51, 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 0.15% for VIGB.DE.
They also come from different issuers: VanEck and BNP Paribas. Their fees differ too: 0.15% for VIGB.DE and 0.12% for BJLM.DE.
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