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EIB5.DE vs. JE13.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIB5.DE vs. JE13.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Euro Government Bond 3-5 Year UCITS ETF Dist (EIB5.DE) and JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EIB5.DE achieves a -0.71% return, which is significantly lower than JE13.DE's 0.14% return.


EIB5.DE

1D
-0.06%
1M
-0.61%
6M
-0.87%
YTD
-0.71%
1Y
0.23%
3Y*
2.75%
5Y*
-0.40%
10Y*

JE13.DE

1D
-0.02%
1M
-0.16%
6M
0.01%
YTD
0.14%
1Y
0.67%
3Y*
2.67%
5Y*
0.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIB5.DE vs. JE13.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EIB5.DE
Invesco Euro Government Bond 3-5 Year UCITS ETF Dist
-0.71%2.92%2.22%5.31%-10.04%-1.25%1.21%-1.13%
JE13.DE
JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)
0.14%2.30%2.98%3.43%-4.96%-0.82%-0.05%-0.49%

Correlation

The correlation between EIB5.DE and JE13.DE is 0.61, 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

0.61

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

0.80

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

0.88

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2019

0.87

Over the past year, the correlation between EIB5.DE and JE13.DE has dropped to 0.61 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

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Return for Risk

EIB5.DE vs. JE13.DE — Risk / Return Rank

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

EIB5.DE
EIB5.DE Risk / Return Rank: 1111
Overall Rank
EIB5.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EIB5.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
EIB5.DE Omega Ratio Rank: 1010
Omega Ratio Rank
EIB5.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
EIB5.DE Martin Ratio Rank: 1111
Martin Ratio Rank

JE13.DE
JE13.DE Risk / Return Rank: 1818
Overall Rank
JE13.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
JE13.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
JE13.DE Omega Ratio Rank: 1818
Omega Ratio Rank
JE13.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
JE13.DE Martin Ratio Rank: 1919
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.

EIB5.DE vs. JE13.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Euro Government Bond 3-5 Year UCITS ETF Dist (EIB5.DE) and JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EIB5.DEJE13.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.01

1.10

-0.08

Calmar ratioReturn relative to maximum drawdown

0.09

0.52

-0.43

Martin ratioReturn relative to average drawdown

0.21

1.60

-1.39

EIB5.DE vs. JE13.DE - Sharpe Ratio Comparison

The current EIB5.DE Sharpe Ratio is 0.06, which is lower than the JE13.DE Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of EIB5.DE and JE13.DE, 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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Drawdowns

EIB5.DE vs. JE13.DE - Drawdown Comparison

The maximum EIB5.DE drawdown since its inception was -12.19%, which is greater than JE13.DE's maximum drawdown of -6.90%. Use the drawdown chart below to compare losses from any high point for EIB5.DE and JE13.DE.


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Drawdown Indicators


EIB5.DEJE13.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.19%

-6.90%

-5.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-1.29%

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-2.54%

-1.29%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-12.06%

-6.01%

-6.05%

Current Drawdown

Current decline from peak

-2.50%

-0.46%

-2.04%

Average Drawdown

Average peak-to-trough decline

-4.30%

-1.74%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

0.42%

+0.67%

Volatility

EIB5.DE vs. JE13.DE - Volatility Comparison

Invesco Euro Government Bond 3-5 Year UCITS ETF Dist (EIB5.DE) has a higher volatility of 1.39% compared to JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.DE) at 0.37%. This indicates that EIB5.DE's price experiences larger fluctuations and is considered to be riskier than JE13.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIB5.DEJE13.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

0.37%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

1.26%

+1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

1.38%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.84%

1.73%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.44%

1.52%

+1.92%

EIB5.DE vs. JE13.DE - Expense Ratio Comparison

Both EIB5.DE and JE13.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EIB5.DE vs. JE13.DE - Dividend Comparison

EIB5.DE's dividend yield for the trailing twelve months is around 2.49%, while JE13.DE has not paid dividends to shareholders.


Frequently Asked Questions


EIB5.DE and JE13.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EIB5.DE and JE13.DE have the same expense ratio: 0.10% per year.

EIB5.DE tracks Bloomberg Euro Government Select 3-5, while JE13.DE tracks JP Morgan EMU Government Bond 1-3. They also come from different issuers: Invesco and JPMorgan.

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