EGOV.L vs. 5ESG.L
EGOV.L (UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc) and 5ESG.L (UBS S&P 500 Scored & Screened UCITS ETF GBP Dist) are both exchange-traded funds - EGOV.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD, while 5ESG.L is a S&P 500 fund tracking the S&P 500 ESG Index. Both are passively managed. Over the past 5 years, EGOV.L returned -2.07%/yr vs 13.33%/yr for 5ESG.L. At a correlation of -0.17, they often move in opposite directions. EGOV.L charges 0.15%/yr vs 0.17%/yr for 5ESG.L.
Performance
EGOV.L vs. 5ESG.L - Performance Comparison
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Returns By Period
In the year-to-date period, EGOV.L achieves a -1.11% return, which is significantly lower than 5ESG.L's 9.48% return.
EGOV.L
- 1D
- 0.12%
- 1M
- 0.64%
- YTD
- -1.11%
- 6M
- -1.50%
- 1Y
- 0.45%
- 3Y*
- -0.82%
- 5Y*
- -2.07%
- 10Y*
- —
5ESG.L
- 1D
- 0.70%
- 1M
- 4.76%
- YTD
- 9.48%
- 6M
- 10.78%
- 1Y
- 30.17%
- 3Y*
- 21.08%
- 5Y*
- 13.33%
- 10Y*
- —
EGOV.L vs. 5ESG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EGOV.L UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc | -1.11% | 0.21% | -2.55% | -1.25% | -7.09% | -5.75% | 5.54% | -1.92% |
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist | 9.48% | 18.26% | 23.62% | 26.17% | -20.24% | 31.59% | 15.77% | 9.51% |
Correlation
The correlation between EGOV.L and 5ESG.L is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | -0.17 |
The correlation between EGOV.L and 5ESG.L shifts across timeframes, from -0.19 (5 years) to -0.08 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EGOV.L vs. 5ESG.L — Risk / Return Rank
EGOV.L
5ESG.L
EGOV.L vs. 5ESG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc (EGOV.L) and UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.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.
| EGOV.L | 5ESG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.67 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.48 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | 3.33 | -3.23 |
| Martin ratioReturn relative to average drawdown | 0.20 | 14.65 | -14.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EGOV.L | 5ESG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 2.62 | -2.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | 0.88 | -1.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.25 | 1.05 | -1.30 |
Drawdowns
EGOV.L vs. 5ESG.L - Drawdown Comparison
The maximum EGOV.L drawdown since its inception was -25.11%, smaller than the maximum 5ESG.L drawdown of -31.50%. Use the drawdown chart below to compare losses from any high point for EGOV.L and 5ESG.L.
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Drawdown Indicators
| EGOV.L | 5ESG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.11% | -31.50% | +6.39% |
Max Drawdown (1Y)Largest decline over 1 year | -4.49% | -9.01% | +4.52% |
Max Drawdown (3Y)Largest decline over 3 years | -5.55% | -19.53% | +13.98% |
Max Drawdown (5Y)Largest decline over 5 years | -16.45% | -25.41% | +8.96% |
Current DrawdownCurrent decline from peak | -22.96% | -0.07% | -22.89% |
Average DrawdownAverage peak-to-trough decline | -16.59% | -5.69% | -10.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 2.05% | +0.20% |
Volatility
EGOV.L vs. 5ESG.L - Volatility Comparison
The current volatility for UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc (EGOV.L) is 1.39%, while UBS S&P 500 Scored & Screened UCITS ETF GBP Dist (5ESG.L) has a volatility of 3.46%. This indicates that EGOV.L experiences smaller price fluctuations and is considered to be less risky than 5ESG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGOV.L | 5ESG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 3.46% | -2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 3.32% | 8.51% | -5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.51% | 11.46% | -6.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.13% | 16.54% | -8.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.77% | 19.13% | -10.36% |
EGOV.L vs. 5ESG.L - Expense Ratio Comparison
EGOV.L has a 0.15% expense ratio, which is lower than 5ESG.L's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EGOV.L vs. 5ESG.L - Dividend Comparison
EGOV.L has not paid dividends to shareholders, while 5ESG.L's dividend yield for the trailing twelve months is around 0.62%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5ESG.L UBS S&P 500 Scored & Screened UCITS ETF GBP Dist | 0.62% | 0.87% | 0.47% | 1.07% | 1.32% | 0.89% | 1.25% | 0.39% |
EGOV.L UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EGOV.L and 5ESG.L have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EGOV.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EGOV.L is cheaper with a 0.15% expense ratio, compared with 0.17% for 5ESG.L.
EGOV.L is categorized as Global Bonds, while 5ESG.L is S&P 500. EGOV.L tracks Bloomberg Global Aggregate TR USD, while 5ESG.L tracks S&P 500 ESG Index. Their fees differ too: 0.15% for EGOV.L and 0.17% for 5ESG.L.
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