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GGOV.L vs. 0GGH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGOV.L vs. 0GGH.L - 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 iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L). 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 0GGH.L is traded in EUR. To make them comparable, the 0GGH.L 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 higher than 0GGH.L's -2.92% 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%

0GGH.L

1D
-0.06%
1M
-1.84%
6M
-2.56%
YTD
-2.92%
1Y
-1.61%
3Y*
1.51%
5Y*
-1.75%
10Y*
ALL TIME*
-0.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
£4.05M£4.24M£3.21M
£875.53£7.65K£5.65K

GGOV.L vs. 0GGH.L - 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%-0.51%
0GGH.L
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
-2.92%7.99%-3.15%2.27%-8.58%-9.33%9.94%-0.40%-0.26%-0.56%

Correlation

The correlation between GGOV.L and 0GGH.L is 0.60, 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

0.60

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

0.60

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

0.58

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2017

0.54

The correlation between GGOV.L and 0GGH.L has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.

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Return for Risk

GGOV.L vs. 0GGH.L — 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

0GGH.L
0GGH.L Risk / Return Rank: 1212
Overall Rank
0GGH.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
0GGH.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
0GGH.L Omega Ratio Rank: 1111
Omega Ratio Rank
0GGH.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
0GGH.L Martin Ratio Rank: 1212
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. 0GGH.L - 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 iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.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.


GGOV.L0GGH.LDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

0.98

0.95

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.17

-0.31

+0.14

Martin ratioReturn relative to average drawdown

-0.30

-0.75

+0.44

GGOV.L vs. 0GGH.L - Sharpe Ratio Comparison

The current GGOV.L Sharpe Ratio is -0.18, which is higher than the 0GGH.L Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of GGOV.L and 0GGH.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

GGOV.L vs. 0GGH.L - Drawdown Comparison

The maximum GGOV.L drawdown since its inception was -25.96%, which is greater than 0GGH.L's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for GGOV.L and 0GGH.L.


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Drawdown Indicators


GGOV.L0GGH.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.96%

-22.95%

-3.01%

Max Drawdown (1Y)

Largest decline over 1 year

-4.95%

-5.11%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-24.53%

-5.11%

-19.42%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-22.95%

-1.58%

Current Drawdown

Current decline from peak

-25.50%

-16.32%

-9.18%

Average Drawdown

Average peak-to-trough decline

-16.44%

-11.93%

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.15%

+0.63%

Volatility

GGOV.L vs. 0GGH.L - Volatility Comparison

Amundi Index J.P. Morgan GBI Global Govies (GGOV.L) and iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L) have volatilities of 1.47% and 1.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGOV.L0GGH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

1.44%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

3.77%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.81%

5.04%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.45%

24.41%

-4.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

21.52%

-5.93%

GGOV.L vs. 0GGH.L - Expense Ratio Comparison

Both GGOV.L and 0GGH.L 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

GGOV.L vs. 0GGH.L - Dividend Comparison

Neither GGOV.L nor 0GGH.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GGOV.L and 0GGH.L have a correlation of 0.60, 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.

GGOV.L and 0GGH.L have the same expense ratio: 0.10% per year.

GGOV.L tracks Bloomberg Global Aggregate TR USD, while 0GGH.L tracks Bloomberg Global Aggregate Bond Index. They also come from different issuers: Amundi and iShares.

Portfolio Optimizer

Find the right allocation for GGOV.L and 0GGH.L

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