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EGOV.L vs. GLAD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EGOV.L vs. GLAD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc (EGOV.L) and SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L). The values are adjusted to include any dividend payments, if applicable.

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EGOV.L vs. GLAD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EGOV.L
UBS ETF (LU) J.P. Morgan Global Government ESG Liquid Bond UCITS ETF (USD) A-acc
0.01%0.21%-2.55%-1.25%-7.09%-5.75%5.54%-1.92%
GLAD.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc)
1.55%-2.74%5.03%1.40%-0.92%-0.43%2.12%-2.86%
Different Trading Currencies

EGOV.L is traded in GBp, while GLAD.L is traded in USD. To make them comparable, the GLAD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EGOV.L achieves a 0.01% return, which is significantly lower than GLAD.L's 1.55% return.


EGOV.L

1D
0.33%
1M
-1.52%
YTD
0.01%
6M
-0.27%
1Y
0.50%
3Y*
-1.21%
5Y*
-1.98%
10Y*

GLAD.L

1D
0.05%
1M
-0.22%
YTD
1.55%
6M
2.45%
1Y
0.82%
3Y*
1.49%
5Y*
1.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EGOV.L vs. GLAD.L - Expense Ratio Comparison

EGOV.L has a 0.15% expense ratio, which is higher than GLAD.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%.


Return for Risk

EGOV.L vs. GLAD.L — Risk / Return Rank

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

EGOV.L
EGOV.L Risk / Return Rank: 1414
Overall Rank
EGOV.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EGOV.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
EGOV.L Omega Ratio Rank: 1313
Omega Ratio Rank
EGOV.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
EGOV.L Martin Ratio Rank: 1313
Martin Ratio Rank

GLAD.L
GLAD.L Risk / Return Rank: 4848
Overall Rank
GLAD.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
GLAD.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
GLAD.L Omega Ratio Rank: 4545
Omega Ratio Rank
GLAD.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
GLAD.L Martin Ratio Rank: 4747
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.

EGOV.L vs. GLAD.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 SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.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.LGLAD.LDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.11

+0.04

Sortino ratio

Return per unit of downside risk

0.28

0.21

+0.07

Omega ratio

Gain probability vs. loss probability

1.03

1.03

+0.01

Calmar ratio

Return relative to maximum drawdown

0.12

0.24

-0.12

Martin ratio

Return relative to average drawdown

0.20

0.41

-0.21

EGOV.L vs. GLAD.L - Sharpe Ratio Comparison

The current EGOV.L Sharpe Ratio is 0.16, which is higher than the GLAD.L Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of EGOV.L and GLAD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EGOV.LGLAD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.11

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.17

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.02

-0.25

Correlation

The correlation between EGOV.L and GLAD.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EGOV.L vs. GLAD.L - Dividend Comparison

Neither EGOV.L nor GLAD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EGOV.L vs. GLAD.L - Drawdown Comparison

The maximum EGOV.L drawdown since its inception was -25.11%, which is greater than GLAD.L's maximum drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for EGOV.L and GLAD.L.


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Drawdown Indicators


EGOV.LGLAD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.11%

-15.20%

-9.91%

Max Drawdown (1Y)

Largest decline over 1 year

-4.28%

-2.31%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-16.45%

-15.05%

-1.40%

Current Drawdown

Current decline from peak

-22.09%

-1.63%

-20.46%

Average Drawdown

Average peak-to-trough decline

-16.42%

-4.63%

-11.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

0.69%

+1.84%

Volatility

EGOV.L vs. GLAD.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 1.61%, while SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) has a volatility of 2.46%. This indicates that EGOV.L experiences smaller price fluctuations and is considered to be less risky than GLAD.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.LGLAD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

2.46%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

3.36%

4.85%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

5.06%

7.21%

-2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.20%

8.58%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.86%

8.89%

-0.03%