GIL5.L vs. JGRE.L
Compare and contrast key facts about Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.L) and JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L).
GIL5.L and JGRE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GIL5.L is a passively managed fund by Amundi that tracks the performance of the FTSE Act UK Cnvt Gilts All Stocks TR GBP. It was launched on Jul 12, 2016. JGRE.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 10, 2018. Both GIL5.L and JGRE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GIL5.L or JGRE.L.
Key characteristics
| GIL5.L | JGRE.L | |
|---|---|---|
| YTD Return | 2.50% | 12.48% |
| 1Y Return | 6.01% | 18.66% |
| 3Y Return (Ann) | 0.36% | 10.01% |
| 5Y Return (Ann) | 0.29% | 12.40% |
| Sharpe Ratio | 2.01 | 1.69 |
| Daily Std Dev | 2.81% | 10.61% |
| Max Drawdown | -9.42% | -25.31% |
| Current Drawdown | -0.26% | -1.75% |
Correlation
The correlation between GIL5.L and JGRE.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GIL5.L vs. JGRE.L - Performance Comparison
In the year-to-date period, GIL5.L achieves a 2.50% return, which is significantly lower than JGRE.L's 12.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GIL5.L vs. JGRE.L - Expense Ratio Comparison
GIL5.L has a 0.05% expense ratio, which is lower than JGRE.L's 0.25% 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%.
Risk-Adjusted Performance
GIL5.L vs. JGRE.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.L) and JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.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.
Dividends
GIL5.L vs. JGRE.L - Dividend Comparison
GIL5.L's dividend yield for the trailing twelve months is around 1.33%, while JGRE.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
GIL5.L Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist | 1.33% | 1.36% | 139.42% | 159.86% | 89.61% | 2.70% | 2.92% | 3.17% | 1.56% |
JGRE.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GIL5.L vs. JGRE.L - Drawdown Comparison
The maximum GIL5.L drawdown since its inception was -9.42%, smaller than the maximum JGRE.L drawdown of -25.31%. Use the drawdown chart below to compare losses from any high point for GIL5.L and JGRE.L. For additional features, visit the drawdowns tool.
Volatility
GIL5.L vs. JGRE.L - Volatility Comparison
The current volatility for Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.L) is 1.96%, while JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) has a volatility of 4.13%. This indicates that GIL5.L experiences smaller price fluctuations and is considered to be less risky than JGRE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.