XU61.DE vs. JBEM.DE
XU61.DE (BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR) and JBEM.DE (BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF) are both exchange-traded funds - XU61.DE is a Global Equities fund tracking the ECPI Global ESG Infrastructure Equity Index, while JBEM.DE is a European Government Bonds fund tracking the J.P. Morgan ESG EMU Government Bond IG Index. Both are passively managed. Over the past 5 years, XU61.DE returned 9.04%/yr vs -2.11%/yr for JBEM.DE. At a 0.18 correlation, their price movements are largely independent. XU61.DE charges 0.31%/yr vs 0.15%/yr for JBEM.DE.
Performance
XU61.DE vs. JBEM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XU61.DE achieves a 12.76% return, which is significantly higher than JBEM.DE's 1.27% return.
XU61.DE
- 1D
- -0.37%
- 1M
- -0.99%
- YTD
- 12.76%
- 6M
- 13.26%
- 1Y
- 27.35%
- 3Y*
- 15.32%
- 5Y*
- 9.04%
- 10Y*
- 7.83%
JBEM.DE
- 1D
- 0.10%
- 1M
- 0.84%
- YTD
- 1.27%
- 6M
- 1.37%
- 1Y
- 1.05%
- 3Y*
- 2.25%
- 5Y*
- -2.11%
- 10Y*
- —
XU61.DE vs. JBEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XU61.DE BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR | 12.76% | 17.07% | 10.27% | 10.09% | -11.67% | 21.21% | -9.09% | 17.31% |
JBEM.DE BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF | 1.27% | 0.42% | 1.18% | 6.64% | -18.24% | -3.43% | 4.73% | 6.12% |
Correlation
The correlation between XU61.DE and JBEM.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, XU61.DE and JBEM.DE have become more correlated (0.39) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
XU61.DE vs. JBEM.DE — Risk / Return Rank
XU61.DE
JBEM.DE
XU61.DE vs. JBEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE) and BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF (JBEM.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.
| XU61.DE | JBEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.42 | ||
| Sortino ratioReturn per unit of downside risk | +3.39 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.05 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 4.61 | 0.33 | +4.29 |
| Martin ratioReturn relative to average drawdown | 17.68 | 0.79 | +16.90 |
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Drawdowns
XU61.DE vs. JBEM.DE - Drawdown Comparison
The maximum XU61.DE drawdown since its inception was -41.19%, which is greater than JBEM.DE's maximum drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for XU61.DE and JBEM.DE.
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Drawdown Indicators
| XU61.DE | JBEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.19% | -22.48% | -18.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.90% | -3.21% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -12.73% | -3.95% | -8.78% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -21.49% | +3.91% |
Max Drawdown (10Y)Largest decline over 10 years | -38.86% | — | — |
Current DrawdownCurrent decline from peak | -1.68% | -13.76% | +12.08% |
Average DrawdownAverage peak-to-trough decline | -8.86% | -10.59% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.33% | +0.21% |
Volatility
XU61.DE vs. JBEM.DE - Volatility Comparison
BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE) has a higher volatility of 3.07% compared to BNP Paribas Easy JPM ESG EMU Government Bond IG UCITS ETF (JBEM.DE) at 1.10%. This indicates that XU61.DE's price experiences larger fluctuations and is considered to be riskier than JBEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XU61.DE | JBEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 1.10% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | 3.51% | +4.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.24% | 4.18% | +6.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.65% | 6.18% | +5.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.26% | 5.72% | +8.54% |
XU61.DE vs. JBEM.DE - Expense Ratio Comparison
XU61.DE has a 0.31% expense ratio, which is higher than JBEM.DE's 0.15% expense ratio.
Dividends
XU61.DE vs. JBEM.DE - Dividend Comparison
Neither XU61.DE nor JBEM.DE has paid dividends to shareholders.
Frequently Asked Questions
XU61.DE and JBEM.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.
XU61.DE is categorized as Global Equities, while JBEM.DE is European Government Bonds. XU61.DE tracks ECPI Global ESG Infrastructure Equity Index, while JBEM.DE tracks J.P. Morgan ESG EMU Government Bond IG Index. Their fees differ too: 0.31% for XU61.DE and 0.15% for JBEM.DE.
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