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GGOV.L vs. GAAA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGOV.L vs. GAAA.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 Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.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 GAAA.L is traded in USD. To make them comparable, the GAAA.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 -1.07% return, which is significantly lower than GAAA.L's 0.30% return.


GGOV.L

1D
-0.12%
1M
0.47%
YTD
-1.07%
6M
-1.86%
1Y
0.56%
3Y*
-1.19%
5Y*
-2.30%
10Y*

GAAA.L

1D
-0.31%
1M
0.43%
YTD
0.30%
6M
-0.10%
1Y
2.87%
3Y*
1.14%
5Y*
-2.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGOV.L vs. GAAA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GGOV.L
Amundi Index J.P. Morgan GBI Global Govies
-1.07%-1.06%-1.97%-1.94%-7.40%-5.91%6.13%-8.77%
GAAA.L
iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc)
0.30%2.56%-3.42%2.85%-11.17%-7.89%9.07%-9.28%

Correlation

The correlation between GGOV.L and GAAA.L is 0.52, 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

0.52

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

0.46

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

0.50

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2019

0.47

The correlation between GGOV.L and GAAA.L has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.

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Return for Risk

GGOV.L vs. GAAA.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: 1010
Overall Rank
GGOV.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GGOV.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
GGOV.L Omega Ratio Rank: 99
Omega Ratio Rank
GGOV.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
GGOV.L Martin Ratio Rank: 1010
Martin Ratio Rank

GAAA.L
GAAA.L Risk / Return Rank: 1313
Overall Rank
GAAA.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GAAA.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
GAAA.L Omega Ratio Rank: 1212
Omega Ratio Rank
GAAA.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
GAAA.L Martin Ratio Rank: 1414
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. GAAA.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 Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.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.LGAAA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.02

1.08

-0.06

Calmar ratioReturn relative to maximum drawdown

0.12

0.79

-0.67

Martin ratioReturn relative to average drawdown

0.23

1.60

-1.37

GGOV.L vs. GAAA.L - Sharpe Ratio Comparison

The current GGOV.L Sharpe Ratio is 0.12, which is lower than the GAAA.L Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of GGOV.L and GAAA.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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Sharpe Ratios by Period


GGOV.LGAAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

0.48

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

-0.26

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.52

-0.10

-0.42

Drawdowns

GGOV.L vs. GAAA.L - Drawdown Comparison

The maximum GGOV.L drawdown since its inception was -25.96%, which is greater than GAAA.L's maximum drawdown of -24.49%. Use the drawdown chart below to compare losses from any high point for GGOV.L and GAAA.L.


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Drawdown Indicators


GGOV.LGAAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.96%

-24.49%

-1.47%

Max Drawdown (1Y)

Largest decline over 1 year

-4.67%

-3.62%

-1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.70%

-5.86%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-16.68%

-19.04%

+2.36%

Current Drawdown

Current decline from peak

-24.91%

-18.39%

-6.52%

Average Drawdown

Average peak-to-trough decline

-18.42%

-12.61%

-5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

1.79%

+0.66%

Volatility

GGOV.L vs. GAAA.L - Volatility Comparison

The current volatility for Amundi Index J.P. Morgan GBI Global Govies (GGOV.L) is 1.30%, while iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.L) has a volatility of 2.21%. This indicates that GGOV.L experiences smaller price fluctuations and is considered to be less risky than GAAA.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.LGAAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

2.21%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

4.99%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

4.66%

5.96%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.20%

7.85%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

7.94%

+1.25%

GGOV.L vs. GAAA.L - Expense Ratio Comparison

GGOV.L has a 0.10% expense ratio, which is lower than GAAA.L's 0.20% 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%.


Dividends

GGOV.L vs. GAAA.L - Dividend Comparison

Neither GGOV.L nor GAAA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GGOV.L and GAAA.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GGOV.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GGOV.L is cheaper with a 0.10% expense ratio, compared with 0.20% for GAAA.L.

Both ETFs track Bloomberg Global Aggregate TR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for GGOV.L and 0.20% for GAAA.L.

Portfolio Optimizer

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