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GGOV.L vs. ^BCOM
Performance
Return for Risk
Drawdowns
Volatility

Performance

GGOV.L vs. ^BCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Index J.P. Morgan GBI Global Govies (GGOV.L) and Bloomberg Commodity Index (^BCOM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GGOV.L achieves a -1.84% return, which is significantly lower than ^BCOM's 19.94% return.


GGOV.L

1D
-0.12%
1M
-1.86%
6M
-1.39%
YTD
-1.84%
1Y
-1.37%
3Y*
-0.65%
5Y*
-3.18%
10Y*
ALL TIME*
-2.68%

^BCOM

1D
1.45%
1M
2.77%
6M
11.70%
YTD
19.94%
1Y
26.17%
3Y*
6.66%
5Y*
7.32%
10Y*
4.08%
ALL TIME*
0.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
£0.00£0.00£0.00
£875.53£7.65K£5.65K

GGOV.L vs. ^BCOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGOV.L
Amundi Index J.P. Morgan GBI Global Govies
-1.84%-1.23%-1.81%-1.94%-7.40%-5.52%5.72%2.06%4.53%-16.03%
^BCOM
Bloomberg Commodity Index
19.94%3.15%1.86%-16.92%27.28%28.26%-6.35%1.42%-7.83%-7.96%

Correlation

The correlation between GGOV.L and ^BCOM is -0.10, 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

-0.10

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

0.00

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

0.01

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2016

0.09

The correlation between GGOV.L and ^BCOM shifts across timeframes, from -0.10 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GGOV.L vs. ^BCOM — Risk / Return Rank

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

GGOV.L
GGOV.L Risk / Return Rank: 99
Overall Rank
GGOV.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GGOV.L Sortino Ratio Rank: 88
Sortino Ratio Rank
GGOV.L Omega Ratio Rank: 88
Omega Ratio Rank
GGOV.L Calmar Ratio Rank: 99
Calmar Ratio Rank
GGOV.L Martin Ratio Rank: 1010
Martin Ratio Rank

^BCOM
^BCOM Risk / Return Rank: 5151
Overall Rank
^BCOM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
^BCOM Sortino Ratio Rank: 4848
Sortino Ratio Rank
^BCOM Omega Ratio Rank: 6363
Omega Ratio Rank
^BCOM Calmar Ratio Rank: 4444
Calmar Ratio Rank
^BCOM Martin Ratio Rank: 4141
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.

GGOV.L vs. ^BCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index J.P. Morgan GBI Global Govies (GGOV.L) and Bloomberg Commodity Index (^BCOM). 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.


GGOV.L^BCOMDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-2.07

Omega ratioGain probability vs. loss probability

0.98

1.25

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.17

1.89

-2.06

Martin ratioReturn relative to average drawdown

-0.30

5.74

-6.04

GGOV.L vs. ^BCOM - Sharpe Ratio Comparison

The current GGOV.L Sharpe Ratio is -0.18, which is lower than the ^BCOM Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of GGOV.L and ^BCOM, 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

GGOV.L vs. ^BCOM - Drawdown Comparison

The maximum GGOV.L drawdown since its inception was -25.96%, smaller than the maximum ^BCOM drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for GGOV.L and ^BCOM.


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Drawdown Indicators


GGOV.L^BCOMDifference

Max Drawdown

Largest peak-to-trough decline

-25.96%

-60.02%

+34.06%

Max Drawdown (1Y)

Largest decline over 1 year

-4.95%

-13.50%

+8.55%

Max Drawdown (3Y)

Largest decline over 3 years

-24.53%

-18.30%

-6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-35.13%

+10.60%

Max Drawdown (10Y)

Largest decline over 10 years

-35.13%

Current Drawdown

Current decline from peak

-25.50%

-18.51%

-6.99%

Average Drawdown

Average peak-to-trough decline

-16.44%

-34.32%

+17.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

4.44%

-1.66%

Volatility

GGOV.L vs. ^BCOM - Volatility Comparison

The current volatility for Amundi Index J.P. Morgan GBI Global Govies (GGOV.L) is 1.47%, while Bloomberg Commodity Index (^BCOM) has a volatility of 4.76%. This indicates that GGOV.L experiences smaller price fluctuations and is considered to be less risky than ^BCOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGOV.L^BCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

4.76%

-3.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

16.27%

-12.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.81%

18.67%

-13.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.45%

16.71%

+2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

15.40%

+0.19%

Frequently Asked Questions


GGOV.L and ^BCOM have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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