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GGOV.L vs. 500U.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGOV.L vs. 500U.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 Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L). The values are adjusted to include any dividend payments, if applicable.

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GGOV.L vs. 500U.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GGOV.L
Amundi Index J.P. Morgan GBI Global Govies
0.06%-1.06%-1.97%-1.94%-7.40%-5.91%6.13%-8.77%
500U.L
Amundi S&P 500 Swap UCITS ETF USD Acc
-2.43%9.90%26.63%20.51%-9.65%31.37%13.61%5.30%
Different Trading Currencies

GGOV.L is traded in GBp, while 500U.L is traded in USD. To make them comparable, the 500U.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 0.06% return, which is significantly higher than 500U.L's -2.43% return.


GGOV.L

1D
-0.38%
1M
-1.43%
YTD
0.06%
6M
-0.29%
1Y
0.17%
3Y*
-1.67%
5Y*
-2.28%
10Y*

500U.L

1D
2.36%
1M
-2.43%
YTD
-2.43%
6M
0.84%
1Y
15.48%
3Y*
15.96%
5Y*
12.87%
10Y*
15.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGOV.L vs. 500U.L - Expense Ratio Comparison

GGOV.L has a 0.10% expense ratio, which is lower than 500U.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

GGOV.L vs. 500U.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: 1212
Sharpe Ratio Rank
GGOV.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
GGOV.L Omega Ratio Rank: 1111
Omega Ratio Rank
GGOV.L Calmar Ratio Rank: 44
Calmar Ratio Rank
GGOV.L Martin Ratio Rank: 55
Martin Ratio Rank

500U.L
500U.L Risk / Return Rank: 6969
Overall Rank
500U.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
500U.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
500U.L Omega Ratio Rank: 6363
Omega Ratio Rank
500U.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
500U.L Martin Ratio Rank: 7777
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. 500U.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 Amundi S&P 500 Swap UCITS ETF USD Acc (500U.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.


GGOV.L500U.LDifference

Sharpe ratio

Return per unit of total volatility

0.03

0.98

-0.95

Sortino ratio

Return per unit of downside risk

0.09

1.43

-1.34

Omega ratio

Gain probability vs. loss probability

1.01

1.20

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.51

2.17

-2.69

Martin ratio

Return relative to average drawdown

-0.82

7.03

-7.84

GGOV.L vs. 500U.L - Sharpe Ratio Comparison

The current GGOV.L Sharpe Ratio is 0.03, which is lower than the 500U.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of GGOV.L and 500U.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GGOV.L500U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.98

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.85

-1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

1.26

-1.76

Correlation

The correlation between GGOV.L and 500U.L is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GGOV.L vs. 500U.L - Dividend Comparison

Neither GGOV.L nor 500U.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GGOV.L vs. 500U.L - Drawdown Comparison

The maximum GGOV.L drawdown since its inception was -25.96%, roughly equal to the maximum 500U.L drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for GGOV.L and 500U.L.


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Drawdown Indicators


GGOV.L500U.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.96%

-34.04%

+8.08%

Max Drawdown (1Y)

Largest decline over 1 year

-4.59%

-11.59%

+7.00%

Max Drawdown (5Y)

Largest decline over 5 years

-16.68%

-24.22%

+7.54%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

Current Drawdown

Current decline from peak

-24.05%

-5.34%

-18.71%

Average Drawdown

Average peak-to-trough decline

-18.20%

-4.81%

-13.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.04%

+1.09%

Volatility

GGOV.L vs. 500U.L - Volatility Comparison

The current volatility for Amundi Index J.P. Morgan GBI Global Govies (GGOV.L) is 1.63%, while Amundi S&P 500 Swap UCITS ETF USD Acc (500U.L) has a volatility of 4.95%. This indicates that GGOV.L experiences smaller price fluctuations and is considered to be less risky than 500U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGOV.L500U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

4.95%

-3.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.53%

9.14%

-5.61%

Volatility (1Y)

Calculated over the trailing 1-year period

5.42%

15.75%

-10.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

15.28%

-6.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.32%

18.73%

-9.41%