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

Performance

EGOV.L vs. GOVD.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 Lyxor Core Global Government Bond (DR) UCITS ETF - Dist (GOVD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EGOV.L is traded in GBp, while GOVD.L is traded in GBP. To make them comparable, the GOVD.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 -1.11% return, which is significantly higher than GOVD.L's -26.36% 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*

GOVD.L

1D
0.09%
1M
-25.74%
YTD
-26.36%
6M
-2.20%
1Y
0.47%
3Y*
0.21%
5Y*
-1.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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%-4.79%
GOVD.L
Lyxor Core Global Government Bond (DR) UCITS ETF - Dist
-26.36%33.30%1.30%-0.61%-8.32%-5.61%-4.31%

Correlation

The correlation between EGOV.L and GOVD.L is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.87

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

0.87

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2020

0.87

Over the past year, the correlation between EGOV.L and GOVD.L has dropped to 0.66 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

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Return for Risk

EGOV.L vs. GOVD.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: 1010
Overall Rank
EGOV.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EGOV.L Sortino Ratio Rank: 99
Sortino Ratio Rank
EGOV.L Omega Ratio Rank: 99
Omega Ratio Rank
EGOV.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
EGOV.L Martin Ratio Rank: 1010
Martin Ratio Rank

GOVD.L
GOVD.L Risk / Return Rank: 2222
Overall Rank
GOVD.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GOVD.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
GOVD.L Omega Ratio Rank: 5555
Omega Ratio Rank
GOVD.L Calmar Ratio Rank: 99
Calmar Ratio Rank
GOVD.L Martin Ratio Rank: 99
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. GOVD.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 Lyxor Core Global Government Bond (DR) UCITS ETF - Dist (GOVD.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.LGOVD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.02

1.33

-0.31

Calmar ratioReturn relative to maximum drawdown

0.10

0.02

+0.08

Martin ratioReturn relative to average drawdown

0.20

0.03

+0.17

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

The current EGOV.L Sharpe Ratio is 0.10, which is higher than the GOVD.L Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of EGOV.L and GOVD.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


EGOV.LGOVD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.00

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

-0.02

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

-0.04

-0.21

Drawdowns

EGOV.L vs. GOVD.L - Drawdown Comparison

The maximum EGOV.L drawdown since its inception was -25.11%, smaller than the maximum GOVD.L drawdown of -28.26%. Use the drawdown chart below to compare losses from any high point for EGOV.L and GOVD.L.


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Drawdown Indicators


EGOV.LGOVD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.11%

-28.26%

+3.15%

Max Drawdown (1Y)

Largest decline over 1 year

-4.49%

-28.26%

+23.77%

Max Drawdown (3Y)

Largest decline over 3 years

-5.55%

-28.26%

+22.71%

Max Drawdown (5Y)

Largest decline over 5 years

-16.45%

-28.26%

+11.81%

Current Drawdown

Current decline from peak

-22.96%

-27.56%

+4.60%

Average Drawdown

Average peak-to-trough decline

-16.59%

-14.81%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

14.71%

-12.46%

Volatility

EGOV.L vs. GOVD.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 Lyxor Core Global Government Bond (DR) UCITS ETF - Dist (GOVD.L) has a volatility of 79.65%. This indicates that EGOV.L experiences smaller price fluctuations and is considered to be less risky than GOVD.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.LGOVD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

79.65%

-78.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.32%

189.97%

-186.65%

Volatility (1Y)

Calculated over the trailing 1-year period

4.51%

193.34%

-188.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.13%

87.07%

-78.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.77%

80.35%

-71.58%

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

EGOV.L has a 0.15% expense ratio, which is higher than GOVD.L's 0.09% 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

EGOV.L vs. GOVD.L - Dividend Comparison

EGOV.L has not paid dividends to shareholders, while GOVD.L's dividend yield for the trailing twelve months is around 2.71%.


PositionTTM202520242023202220212020
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%
GOVD.L
Lyxor Core Global Government Bond (DR) UCITS ETF - Dist
2.71%1.99%5.59%2.06%1.54%1.67%0.65%

Frequently Asked Questions


EGOV.L and GOVD.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GOVD.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GOVD.L is cheaper with a 0.09% expense ratio, compared with 0.15% for EGOV.L.

Both ETFs track Bloomberg Global Aggregate TR USD. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.15% for EGOV.L and 0.09% for GOVD.L.

Portfolio Optimizer

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