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

Performance

GGOV.L vs. SGLO.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 Government Bond UCITS ETF USD (Dist) (SGLO.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 SGLO.L is traded in GBP. To make them comparable, the SGLO.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 SGLO.L's -0.79% 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*

SGLO.L

1D
-0.11%
1M
0.63%
YTD
-0.79%
6M
-1.43%
1Y
1.93%
3Y*
-0.41%
5Y*
-1.81%
10Y*
0.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGOV.L vs. SGLO.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%
SGLO.L
iShares Global Government Bond UCITS ETF USD (Dist)
-0.79%0.31%-1.33%-1.35%-7.72%-5.44%5.97%-8.77%

Correlation

The correlation between GGOV.L and SGLO.L is 0.92, 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

0.92

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

0.70

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

0.76

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

0.71

Over the past year, GGOV.L and SGLO.L have become more correlated (0.92) than their long-term average of 0.70, meaning their price movements have been converging.

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Return for Risk

GGOV.L vs. SGLO.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

SGLO.L
SGLO.L Risk / Return Rank: 1414
Overall Rank
SGLO.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SGLO.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
SGLO.L Omega Ratio Rank: 1313
Omega Ratio Rank
SGLO.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
SGLO.L Martin Ratio Rank: 1313
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. SGLO.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 Government Bond UCITS ETF USD (Dist) (SGLO.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.LSGLO.LDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.02

1.07

-0.04

Calmar ratioReturn relative to maximum drawdown

0.12

0.45

-0.33

Martin ratioReturn relative to average drawdown

0.23

0.90

-0.67

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

The current GGOV.L Sharpe Ratio is 0.12, which is lower than the SGLO.L Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of GGOV.L and SGLO.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.LSGLO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

0.37

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

-0.24

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.52

0.19

-0.70

Drawdowns

GGOV.L vs. SGLO.L - Drawdown Comparison

The maximum GGOV.L drawdown since its inception was -25.96%, roughly equal to the maximum SGLO.L drawdown of -25.55%. Use the drawdown chart below to compare losses from any high point for GGOV.L and SGLO.L.


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Drawdown Indicators


GGOV.LSGLO.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.96%

-25.55%

-0.41%

Max Drawdown (1Y)

Largest decline over 1 year

-4.67%

-4.26%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-5.70%

-5.41%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-16.68%

-16.48%

-0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-25.55%

Current Drawdown

Current decline from peak

-24.91%

-22.83%

-2.08%

Average Drawdown

Average peak-to-trough decline

-18.42%

-10.09%

-8.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.14%

+0.31%

Volatility

GGOV.L vs. SGLO.L - Volatility Comparison

Amundi Index J.P. Morgan GBI Global Govies (GGOV.L) and iShares Global Government Bond UCITS ETF USD (Dist) (SGLO.L) have volatilities of 1.30% and 1.24%, 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.LSGLO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

1.24%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

3.88%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

4.66%

5.24%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.20%

7.47%

+0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

8.77%

+0.42%

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

GGOV.L has a 0.10% expense ratio, which is lower than SGLO.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. SGLO.L - Dividend Comparison

GGOV.L has not paid dividends to shareholders, while SGLO.L's dividend yield for the trailing twelve months is around 4.16%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
SGLO.L
iShares Global Government Bond UCITS ETF USD (Dist)
4.16%3.86%3.15%1.87%0.95%0.85%1.35%1.60%1.37%1.26%1.34%0.89%

Frequently Asked Questions


With a correlation of 0.92, GGOV.L and SGLO.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.

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 SGLO.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 SGLO.L.

Portfolio Optimizer

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