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BBGE.L vs. PRIR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBGE.L vs. PRIR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) (BBGE.L) and Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BBGE.L is traded in GBP, while PRIR.L is traded in GBp. To make them comparable, the PRIR.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, BBGE.L achieves a -0.88% return, which is significantly lower than PRIR.L's -0.78% return.


BBGE.L

1D
0.24%
1M
0.09%
YTD
-0.88%
6M
-0.79%
1Y
2.98%
3Y*
2.42%
5Y*
-2.18%
10Y*

PRIR.L

1D
0.24%
1M
0.06%
YTD
-0.78%
6M
-0.79%
1Y
3.07%
3Y*
2.43%
5Y*
-2.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBGE.L vs. PRIR.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BBGE.L
JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc)
-0.88%5.79%-3.07%4.85%-13.84%-9.87%10.91%3.18%
PRIR.L
Amundi Prime Euro Govies UCITS ETF DR (D)
-0.78%5.74%-3.03%4.65%-13.31%-10.41%10.86%3.75%

Correlation

The correlation between BBGE.L and PRIR.L is 0.93, 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

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.62

Over the past year, BBGE.L and PRIR.L have become more correlated (0.93) than their long-term average of 0.62, meaning their price movements have been converging.

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Return for Risk

BBGE.L vs. PRIR.L — Risk / Return Rank

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

BBGE.L
BBGE.L Risk / Return Rank: 1616
Overall Rank
BBGE.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BBGE.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
BBGE.L Omega Ratio Rank: 1515
Omega Ratio Rank
BBGE.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
BBGE.L Martin Ratio Rank: 1515
Martin Ratio Rank

PRIR.L
PRIR.L Risk / Return Rank: 1616
Overall Rank
PRIR.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PRIR.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
PRIR.L Omega Ratio Rank: 1515
Omega Ratio Rank
PRIR.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
PRIR.L Martin Ratio Rank: 1515
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.

BBGE.L vs. PRIR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) (BBGE.L) and Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L). 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.


BBGE.LPRIR.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.08

1.08

0.00

Calmar ratioReturn relative to maximum drawdown

0.56

0.59

-0.03

Martin ratioReturn relative to average drawdown

1.25

1.36

-0.10

BBGE.L vs. PRIR.L - Sharpe Ratio Comparison

The current BBGE.L Sharpe Ratio is 0.48, which is comparable to the PRIR.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of BBGE.L and PRIR.L, 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


BBGE.LPRIR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.49

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

-0.31

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

-0.12

+0.02

Drawdowns

BBGE.L vs. PRIR.L - Drawdown Comparison

The maximum BBGE.L drawdown since its inception was -26.98%, roughly equal to the maximum PRIR.L drawdown of -25.98%. Use the drawdown chart below to compare losses from any high point for BBGE.L and PRIR.L.


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Drawdown Indicators


BBGE.LPRIR.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.98%

-25.98%

-1.00%

Max Drawdown (1Y)

Largest decline over 1 year

-4.67%

-4.70%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-6.35%

-6.17%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-21.06%

-20.58%

-0.48%

Current Drawdown

Current decline from peak

-19.17%

-18.21%

-0.96%

Average Drawdown

Average peak-to-trough decline

-15.68%

-18.53%

+2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.01%

+0.08%

Volatility

BBGE.L vs. PRIR.L - Volatility Comparison

JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) (BBGE.L) and Amundi Prime Euro Govies UCITS ETF DR (D) (PRIR.L) have volatilities of 1.84% and 1.81%, 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


BBGE.LPRIR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

1.81%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.25%

4.31%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.48%

5.71%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.55%

8.66%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.02%

10.68%

-2.66%

BBGE.L vs. PRIR.L - Expense Ratio Comparison

BBGE.L has a 0.10% expense ratio, which is higher than PRIR.L's 0.05% 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

BBGE.L vs. PRIR.L - Dividend Comparison

BBGE.L has not paid dividends to shareholders, while PRIR.L's dividend yield for the trailing twelve months is around 2.75%.


PositionTTM2025202420232022202120202019
BBGE.L
JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIR.L
Amundi Prime Euro Govies UCITS ETF DR (D)
2.75%2.72%2.07%1.88%1.83%1.57%1.64%1.05%

Frequently Asked Questions


With a correlation of 0.93, BBGE.L and PRIR.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PRIR.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIR.L is cheaper with a 0.05% expense ratio, compared with 0.10% for BBGE.L.

Both ETFs track Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.10% for BBGE.L and 0.05% for PRIR.L.

Portfolio Optimizer

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