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FGOV.L vs. JPMB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGOV.L vs. JPMB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist (FGOV.L) and JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) (JPMB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, FGOV.L achieves a 1.63% return, which is significantly higher than JPMB.L's 1.21% return.


FGOV.L

1D
-0.10%
1M
0.04%
6M
1.26%
YTD
1.63%
1Y
3.76%
3Y*
4.66%
5Y*
1.03%
10Y*

JPMB.L

1D
0.00%
1M
-1.56%
6M
1.28%
YTD
1.21%
1Y
8.34%
3Y*
6.11%
5Y*
1.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGOV.L vs. JPMB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FGOV.L
First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist
1.63%5.31%3.51%6.01%-7.49%-6.11%1.12%
JPMB.L
JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist)
1.21%5.22%3.75%4.03%-6.18%-1.48%2.40%

Correlation

The correlation between FGOV.L and JPMB.L is 0.05, 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

0.05

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

0.18

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

0.19

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

0.19

The correlation between FGOV.L and JPMB.L shifts across timeframes, from 0.05 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FGOV.L vs. JPMB.L — Risk / Return Rank

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

FGOV.L
FGOV.L Risk / Return Rank: 7171
Overall Rank
FGOV.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FGOV.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
FGOV.L Omega Ratio Rank: 8686
Omega Ratio Rank
FGOV.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
FGOV.L Martin Ratio Rank: 5353
Martin Ratio Rank

JPMB.L
JPMB.L Risk / Return Rank: 6969
Overall Rank
JPMB.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JPMB.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
JPMB.L Omega Ratio Rank: 7575
Omega Ratio Rank
JPMB.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
JPMB.L Martin Ratio Rank: 6666
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.

FGOV.L vs. JPMB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist (FGOV.L) and JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) (JPMB.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.

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.


FGOV.LJPMB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.42

1.22

+0.20

Calmar ratioReturn relative to maximum drawdown

2.15

1.83

+0.32

Martin ratioReturn relative to average drawdown

7.38

4.99

+2.39

FGOV.L vs. JPMB.L - Sharpe Ratio Comparison

The current FGOV.L Sharpe Ratio is 2.02, which is higher than the JPMB.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FGOV.L and JPMB.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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Drawdowns

FGOV.L vs. JPMB.L - Drawdown Comparison

The maximum FGOV.L drawdown since its inception was -14.18%, smaller than the maximum JPMB.L drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for FGOV.L and JPMB.L.


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Drawdown Indicators


FGOV.LJPMB.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.18%

-18.94%

+4.76%

Max Drawdown (1Y)

Largest decline over 1 year

-1.74%

-4.79%

+3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-1.74%

-8.76%

+7.02%

Max Drawdown (5Y)

Largest decline over 5 years

-11.88%

-14.10%

+2.22%

Current Drawdown

Current decline from peak

-0.21%

-3.17%

+2.96%

Average Drawdown

Average peak-to-trough decline

-5.91%

-6.83%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

1.76%

-1.25%

Volatility

FGOV.L vs. JPMB.L - Volatility Comparison

The current volatility for First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist (FGOV.L) is 0.53%, while JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) (JPMB.L) has a volatility of 1.90%. This indicates that FGOV.L experiences smaller price fluctuations and is considered to be less risky than JPMB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGOV.LJPMB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

1.90%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

1.67%

5.79%

-4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

1.85%

7.09%

-5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

9.25%

-5.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.16%

10.51%

-7.35%

FGOV.L vs. JPMB.L - Expense Ratio Comparison

FGOV.L has a 0.45% expense ratio, which is higher than JPMB.L's 0.39% expense ratio.


Dividends

FGOV.L vs. JPMB.L - Dividend Comparison

FGOV.L's dividend yield for the trailing twelve months is around 3.28%, less than JPMB.L's 5.89% yield.


PositionTTM20252024202320222021202020192018
FGOV.L
First Trust Low Duration Global Government Bond UCITS ETF GBP Hedged dist
3.28%2.82%2.27%1.86%1.01%1.20%0.15%0.00%0.00%
JPMB.L
JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist)
5.89%5.98%5.84%5.31%5.49%4.13%4.08%4.41%4.13%

Frequently Asked Questions


FGOV.L and JPMB.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPMB.L is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPMB.L is cheaper with a 0.39% expense ratio, compared with 0.45% for FGOV.L.

FGOV.L tracks Bloomberg Global Aggregate TR Hdg GBP, while JPMB.L tracks JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist). They also come from different issuers: First Trust and JPMorgan. Their fees differ too: 0.45% for FGOV.L and 0.39% for JPMB.L.

Portfolio Optimizer

Find the right allocation for FGOV.L and JPMB.L

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