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

Performance

GGOV.L vs. GLBL.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 SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLBL.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 GLBL.L is traded in GBP. To make them comparable, the GLBL.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 0.01% return, which is significantly lower than GLBL.L's 1.65% return.


GGOV.L

1D
-0.23%
1M
0.88%
YTD
0.01%
6M
0.37%
1Y
1.75%
3Y*
-0.20%
5Y*
-2.27%
10Y*

GLBL.L

1D
0.10%
1M
1.51%
YTD
1.65%
6M
2.12%
1Y
5.00%
3Y*
2.02%
5Y*
-0.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
GGOV.L
Amundi Index J.P. Morgan GBI Global Govies
0.01%-1.23%-1.81%-1.94%-7.40%-5.52%5.72%2.06%5.51%
GLBL.L
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged
1.65%0.65%0.03%-0.43%-5.99%-3.96%5.31%3.31%-23.54%

Correlation

The correlation between GGOV.L and GLBL.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2018

0.92

The correlation between GGOV.L and GLBL.L has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

GGOV.L vs. GLBL.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: 1010
Omega Ratio Rank
GGOV.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
GGOV.L Martin Ratio Rank: 1010
Martin Ratio Rank

GLBL.L
GLBL.L Risk / Return Rank: 3030
Overall Rank
GLBL.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GLBL.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
GLBL.L Omega Ratio Rank: 3030
Omega Ratio Rank
GLBL.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
GLBL.L Martin Ratio Rank: 2323
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. GLBL.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 SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLBL.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.LGLBL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.03

1.19

-0.16

Calmar ratioReturn relative to maximum drawdown

0.18

1.32

-1.14

Martin ratioReturn relative to average drawdown

0.34

2.71

-2.37

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

The current GGOV.L Sharpe Ratio is 0.18, which is lower than the GLBL.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of GGOV.L and GLBL.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. GLBL.L - Drawdown Comparison

The maximum GGOV.L drawdown since its inception was -25.96%, smaller than the maximum GLBL.L drawdown of -30.13%. Use the drawdown chart below to compare losses from any high point for GGOV.L and GLBL.L.


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Drawdown Indicators


GGOV.LGLBL.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.96%

-30.13%

+4.17%

Max Drawdown (1Y)

Largest decline over 1 year

-4.67%

-3.76%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-24.48%

-4.91%

-19.57%

Max Drawdown (5Y)

Largest decline over 5 years

-24.48%

-14.10%

-10.38%

Current Drawdown

Current decline from peak

-24.09%

-23.46%

-0.63%

Average Drawdown

Average peak-to-trough decline

-16.37%

-23.08%

+6.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

1.84%

+0.73%

Volatility

GGOV.L vs. GLBL.L - Volatility Comparison

Amundi Index J.P. Morgan GBI Global Govies (GGOV.L) and SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged (GLBL.L) have volatilities of 1.26% and 1.31%, 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.LGLBL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.31%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.51%

3.37%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

4.56%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.46%

6.63%

+12.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

12.30%

+3.35%

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

Both GGOV.L and GLBL.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. GLBL.L - Dividend Comparison

GGOV.L has not paid dividends to shareholders, while GLBL.L's dividend yield for the trailing twelve months is around 3.10%.


PositionTTM20252024202320222021202020192018
GGOV.L
Amundi Index J.P. Morgan GBI Global Govies
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLBL.L
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged
3.10%3.14%2.76%2.05%1.39%1.22%1.54%1.67%1.06%

Frequently Asked Questions


With a correlation of 0.93, GGOV.L and GLBL.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 GLBL.L have the same expense ratio: 0.10% per year.

Both ETFs track Bloomberg Global Aggregate TR USD. They also come from different issuers: Amundi and State Street.

Portfolio Optimizer

Find the right allocation for GGOV.L and GLBL.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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