GILS.L vs. JGRE.L
Compare and contrast key facts about Lyxor Core UK Government Bond (DR) UCITS ETF - Dist (GILS.L) and JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L).
GILS.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. GILS.L is a passively managed fund by Lyxor that tracks the performance of the FTSE Actuaries UK Conventional Gilts All Stocks. It was launched on Nov 10, 2010. 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 GILS.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: GILS.L or JGRE.L.
Key characteristics
| GILS.L | JGRE.L | |
|---|---|---|
| YTD Return | -0.13% | 17.10% |
| 1Y Return | 6.25% | 23.39% |
| 3Y Return (Ann) | -8.43% | 11.37% |
| 5Y Return (Ann) | -6.16% | 14.02% |
| Sharpe Ratio | 0.95 | 2.32 |
| Sortino Ratio | 1.40 | 3.21 |
| Omega Ratio | 1.17 | 1.43 |
| Calmar Ratio | 0.19 | 3.87 |
| Martin Ratio | 2.43 | 16.47 |
| Ulcer Index | 2.93% | 1.47% |
| Daily Std Dev | 7.53% | 10.39% |
| Max Drawdown | -38.75% | -25.31% |
| Current Drawdown | -32.38% | -0.24% |
Correlation
The correlation between GILS.L and JGRE.L is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GILS.L vs. JGRE.L - Performance Comparison
In the year-to-date period, GILS.L achieves a -0.13% return, which is significantly lower than JGRE.L's 17.10% 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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GILS.L vs. JGRE.L - Expense Ratio Comparison
GILS.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
GILS.L vs. JGRE.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Core UK Government Bond (DR) UCITS ETF - Dist (GILS.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
GILS.L vs. JGRE.L - Dividend Comparison
Neither GILS.L nor JGRE.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
GILS.L Lyxor Core UK Government Bond (DR) UCITS ETF - Dist | 0.00% | 0.00% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.03% | 0.03% |
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
GILS.L vs. JGRE.L - Drawdown Comparison
The maximum GILS.L drawdown since its inception was -38.75%, which is greater than JGRE.L's maximum drawdown of -25.31%. Use the drawdown chart below to compare losses from any high point for GILS.L and JGRE.L. For additional features, visit the drawdowns tool.
Volatility
GILS.L vs. JGRE.L - Volatility Comparison
Lyxor Core UK Government Bond (DR) UCITS ETF - Dist (GILS.L) and JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) have volatilities of 2.45% and 2.45%, 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.