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CE31.L vs. J13E.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CE31.L vs. J13E.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (J13E.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CE31.L is traded in GBp, while J13E.L is traded in GBP. To make them comparable, the J13E.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CE31.L achieves a -0.69% return, which is significantly higher than J13E.L's -0.90% return.


CE31.L

1D
0.18%
1M
0.53%
YTD
-0.69%
6M
-0.65%
1Y
3.69%
3Y*
2.80%
5Y*
0.96%
10Y*
1.34%

J13E.L

1D
0.20%
1M
0.55%
YTD
-0.90%
6M
-0.76%
1Y
3.55%
3Y*
2.73%
5Y*
0.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CE31.L vs. J13E.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
-0.69%7.55%-1.61%1.46%1.17%-7.40%5.40%-4.80%1.03%
J13E.L
JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)
-0.90%7.65%-1.69%1.45%0.25%-7.21%5.47%-4.60%1.22%

Correlation

The correlation between CE31.L and J13E.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2018

0.99

The correlation between CE31.L and J13E.L has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

CE31.L vs. J13E.L — Risk / Return Rank

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

CE31.L
CE31.L Risk / Return Rank: 2626
Overall Rank
CE31.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CE31.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CE31.L Omega Ratio Rank: 2424
Omega Ratio Rank
CE31.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
CE31.L Martin Ratio Rank: 2424
Martin Ratio Rank

J13E.L
J13E.L Risk / Return Rank: 2424
Overall Rank
J13E.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
J13E.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
J13E.L Omega Ratio Rank: 2222
Omega Ratio Rank
J13E.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
J13E.L Martin Ratio Rank: 2323
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.

CE31.L vs. J13E.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (J13E.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.


CE31.LJ13E.LDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.15

1.15

+0.01

Calmar ratioReturn relative to maximum drawdown

1.40

1.28

+0.12

Martin ratioReturn relative to average drawdown

3.13

2.88

+0.25

CE31.L vs. J13E.L - Sharpe Ratio Comparison

The current CE31.L Sharpe Ratio is 0.88, which is comparable to the J13E.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of CE31.L and J13E.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


CE31.LJ13E.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.84

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.14

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.02

+0.06

Drawdowns

CE31.L vs. J13E.L - Drawdown Comparison

The maximum CE31.L drawdown since its inception was -18.33%, which is greater than J13E.L's maximum drawdown of -13.59%. Use the drawdown chart below to compare losses from any high point for CE31.L and J13E.L.


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Drawdown Indicators


CE31.LJ13E.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.33%

-13.59%

-4.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-2.76%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-3.05%

-3.14%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-5.98%

-6.48%

+0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-13.14%

Current Drawdown

Current decline from peak

-3.78%

-4.67%

+0.89%

Average Drawdown

Average peak-to-trough decline

-7.24%

-7.27%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.23%

-0.06%

Volatility

CE31.L vs. J13E.L - Volatility Comparison

iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (J13E.L) have volatilities of 1.27% and 1.24%, 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


CE31.LJ13E.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.24%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

2.87%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

4.18%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

5.31%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.07%

6.28%

+0.79%

CE31.L vs. J13E.L - Expense Ratio Comparison

CE31.L has a 0.15% expense ratio, which is higher than J13E.L's 0.10% 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

CE31.L vs. J13E.L - Dividend Comparison

Neither CE31.L nor J13E.L has paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
J13E.L
JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.12%

Frequently Asked Questions


With a correlation of 0.99, CE31.L and J13E.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, J13E.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

J13E.L is cheaper with a 0.10% expense ratio, compared with 0.15% for CE31.L.

Both ETFs track Bloomberg Euro Agg Govt 1-3 Yr TR EUR. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.15% for CE31.L and 0.10% for J13E.L.

Portfolio Optimizer

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