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UBS ETF (LU) J.P. Morgan Global Government ESG Liq...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1974693662
WKNA2PGQR
IssuerUBS
Inception DateOct 1, 2019
CategoryGlobal Bonds
Index TrackedBloomberg Global Aggregate TR USD
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

The UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc features an expense ratio of 0.15%, falling within the medium range.


0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
1.29%
13.32%
EGOV.L (UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc had a return of -3.43% year-to-date (YTD) and -4.20% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-3.43%5.90%
1 month-0.50%-1.28%
6 months1.30%15.51%
1 year-4.20%21.68%
5 years (annualized)N/A11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.69%-0.96%0.57%
20230.24%-0.36%0.90%3.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EGOV.L is 6, indicating that it is in the bottom 6% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of EGOV.L is 66
UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc(EGOV.L)
The Sharpe Ratio Rank of EGOV.L is 55Sharpe Ratio Rank
The Sortino Ratio Rank of EGOV.L is 55Sortino Ratio Rank
The Omega Ratio Rank of EGOV.L is 55Omega Ratio Rank
The Calmar Ratio Rank of EGOV.L is 99Calmar Ratio Rank
The Martin Ratio Rank of EGOV.L is 66Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc (EGOV.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EGOV.L
Sharpe ratio
The chart of Sharpe ratio for EGOV.L, currently valued at -0.66, compared to the broader market0.002.004.00-0.66
Sortino ratio
The chart of Sortino ratio for EGOV.L, currently valued at -0.93, compared to the broader market-2.000.002.004.006.008.0010.00-0.93
Omega ratio
The chart of Omega ratio for EGOV.L, currently valued at 0.90, compared to the broader market1.001.502.002.500.90
Calmar ratio
The chart of Calmar ratio for EGOV.L, currently valued at -0.17, compared to the broader market0.002.004.006.008.0010.0012.00-0.17
Martin ratio
The chart of Martin ratio for EGOV.L, currently valued at -0.95, compared to the broader market0.0020.0040.0060.0080.00-0.95
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc Sharpe ratio is -0.66. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2024FebruaryMarchApril
-0.66
1.73
EGOV.L (UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc)
Benchmark (^GSPC)

Dividends

Dividend History


UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-22.97%
-2.55%
EGOV.L (UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc was 25.11%, occurring on Aug 17, 2023. The portfolio has not yet recovered.

The current UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc drawdown is 22.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.11%Mar 27, 2020842Aug 17, 2023
-3.94%Oct 28, 201936Dec 16, 201932Feb 3, 202068
-1.55%Feb 4, 20208Feb 13, 20207Feb 24, 202015
-0.57%Mar 5, 20201Mar 5, 20201Mar 6, 20202
-0.48%Feb 25, 20201Feb 25, 20201Feb 26, 20202

Volatility

Volatility Chart

The current UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc volatility is 1.88%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.88%
4.15%
EGOV.L (UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc)
Benchmark (^GSPC)