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IBGS.L vs. J13E.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGS.L vs. J13E.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) and JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (J13E.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with IBGS.L at -0.90% and J13E.L at -0.90%.


IBGS.L

1D
-0.07%
1M
-0.03%
YTD
-0.90%
6M
-0.70%
1Y
2.21%
3Y*
3.02%
5Y*
0.97%
10Y*
0.74%

J13E.L

1D
-0.03%
1M
0.01%
YTD
-0.90%
6M
-0.70%
1Y
2.13%
3Y*
3.07%
5Y*
0.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGS.L vs. J13E.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IBGS.L
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
-0.90%7.76%-1.67%1.49%1.00%-7.24%5.38%-4.81%0.47%
J13E.L
JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)
-0.90%7.64%-1.68%1.45%0.25%-7.21%5.47%-4.71%-10.50%

Correlation

The correlation between IBGS.L and J13E.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.96

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

0.97

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2018

0.94

The correlation between IBGS.L and J13E.L has been stable across timeframes, ranging from 0.94 to 0.99 - a consistent structural relationship.

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Return for Risk

IBGS.L vs. J13E.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBGS.L
IBGS.L Risk / Return Rank: 1717
Overall Rank
IBGS.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IBGS.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
IBGS.L Omega Ratio Rank: 1515
Omega Ratio Rank
IBGS.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBGS.L Martin Ratio Rank: 1717
Martin Ratio Rank

J13E.L
J13E.L Risk / Return Rank: 1616
Overall Rank
J13E.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
J13E.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
J13E.L Omega Ratio Rank: 1414
Omega Ratio Rank
J13E.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
J13E.L Martin Ratio Rank: 1717
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.

IBGS.L vs. J13E.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) and JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (J13E.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.


IBGS.LJ13E.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.09

1.09

0.00

Calmar ratioReturn relative to maximum drawdown

0.85

0.77

+0.08

Martin ratioReturn relative to average drawdown

1.76

1.61

+0.15

IBGS.L vs. J13E.L - Sharpe Ratio Comparison

The current IBGS.L Sharpe Ratio is 0.54, which is comparable to the J13E.L Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of IBGS.L and J13E.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

IBGS.L vs. J13E.L - Drawdown Comparison

The maximum IBGS.L drawdown since its inception was -99.26%, which is greater than J13E.L's maximum drawdown of -19.21%. Use the drawdown chart below to compare losses from any high point for IBGS.L and J13E.L.


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Drawdown Indicators


IBGS.LJ13E.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.26%

-19.21%

-80.05%

Max Drawdown (1Y)

Largest decline over 1 year

-2.59%

-2.76%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-3.05%

-3.13%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-5.95%

-14.41%

+8.46%

Max Drawdown (10Y)

Largest decline over 10 years

-13.11%

Current Drawdown

Current decline from peak

-98.93%

-11.12%

-87.81%

Average Drawdown

Average peak-to-trough decline

-94.44%

-13.56%

-80.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

1.32%

-0.07%

Volatility

IBGS.L vs. J13E.L - Volatility Comparison

iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) and JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (J13E.L) have volatilities of 0.84% and 0.84%, 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


IBGS.LJ13E.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

0.84%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

2.82%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

4.12%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.33%

11.43%

-6.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.78%

10.69%

-3.91%

IBGS.L vs. J13E.L - Expense Ratio Comparison

IBGS.L has a 0.15% expense ratio, which is higher than J13E.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBGS.L vs. J13E.L - Dividend Comparison

IBGS.L's dividend yield for the trailing twelve months is around 2.18%, while J13E.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBGS.L
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
2.18%2.39%2.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.28%
J13E.L
JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, IBGS.L and J13E.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, J13E.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

J13E.L is cheaper with a 0.10% expense ratio, compared with 0.15% for IBGS.L.

Both ETFs track Bloomberg Euro Agg Govt 1-3 Yr TR EUR. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.15% for IBGS.L and 0.10% for J13E.L.

Portfolio Optimizer

Find the right allocation for IBGS.L and J13E.L

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