IBGS.L vs. JGPI.DE
Compare and contrast key facts about iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE).
IBGS.L and JGPI.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBGS.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Agg Govt 1-3 Yr TR EUR. It was launched on Jun 5, 2006. JGPI.DE is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.
Performance
IBGS.L vs. JGPI.DE - Performance Comparison
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IBGS.L vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IBGS.L iShares Euro Government Bond 1-3yr UCITS ETF (Dist) | -0.45% | 7.76% | -1.67% | 1.85% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 2.67% | 4.15% | 9.61% | -0.03% |
Different Trading Currencies
IBGS.L is traded in GBP, while JGPI.DE is traded in EUR. To make them comparable, the JGPI.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, IBGS.L achieves a -0.45% return, which is significantly lower than JGPI.DE's 2.67% return.
IBGS.L
- 1D
- -12.78%
- 1M
- -0.35%
- YTD
- -0.45%
- 6M
- 0.16%
- 1Y
- 5.42%
- 3Y*
- 2.33%
- 5Y*
- 1.20%
- 10Y*
- 1.23%
JGPI.DE
- 1D
- 0.20%
- 1M
- -1.62%
- YTD
- 2.67%
- 6M
- 4.30%
- 1Y
- 1.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IBGS.L vs. JGPI.DE - Expense Ratio Comparison
IBGS.L has a 0.15% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Return for Risk
IBGS.L vs. JGPI.DE — Risk / Return Rank
IBGS.L
JGPI.DE
IBGS.L vs. JGPI.DE - 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 Global Equity Premium Income UCITS ETF (JGPI.DE). 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.
| IBGS.L | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.27 | 0.16 | +0.11 |
Sortino ratioReturn per unit of downside risk | 0.55 | 0.29 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.04 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.40 | -0.04 |
Martin ratioReturn relative to average drawdown | 2.99 | 1.22 | +1.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBGS.L | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 0.16 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.75 | -0.44 |
Correlation
The correlation between IBGS.L and JGPI.DE is 0.12, 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.
Dividends
IBGS.L vs. JGPI.DE - Dividend Comparison
IBGS.L's dividend yield for the trailing twelve months is around 2.17%, less than JGPI.DE's 7.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBGS.L iShares Euro Government Bond 1-3yr UCITS ETF (Dist) | 2.17% | 2.39% | 2.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.28% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 7.78% | 7.74% | 6.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IBGS.L vs. JGPI.DE - Drawdown Comparison
The maximum IBGS.L drawdown since its inception was -1,442.04%, which is greater than JGPI.DE's maximum drawdown of -9.19%. Use the drawdown chart below to compare losses from any high point for IBGS.L and JGPI.DE.
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Drawdown Indicators
| IBGS.L | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1,442.04% | -12.16% | -1,429.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -7.91% | -4.87% |
Max Drawdown (5Y)Largest decline over 5 years | -12.78% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -13.11% | — | — |
Current DrawdownCurrent decline from peak | -12.78% | -5.61% | -7.17% |
Average DrawdownAverage peak-to-trough decline | -66.58% | -4.23% | -62.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 2.69% | -1.16% |
Volatility
IBGS.L vs. JGPI.DE - Volatility Comparison
iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) has a higher volatility of 19.92% compared to JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) at 3.08%. This indicates that IBGS.L's price experiences larger fluctuations and is considered to be riskier than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBGS.L | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.92% | 3.08% | +16.84% |
Volatility (6M)Calculated over the trailing 6-month period | 19.70% | 6.08% | +13.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.07% | 11.00% | +9.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.27% | 9.47% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.47% | 9.47% | 0.00% |