IS0M.DE vs. JE13.DE
IS0M.DE (iShares Italy Government Bond UCITS ETF EUR Dist) and JE13.DE (JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)) are both European Government Bonds funds - IS0M.DE tracks the Bloomberg Italy Treasury Bond while JE13.DE tracks the JP Morgan EMU Government Bond 1-3. Both are passively managed. Over the past 5 years, IS0M.DE returned -0.79%/yr vs 0.62%/yr for JE13.DE. A 0.79 correlation means they provide meaningful diversification when combined. IS0M.DE charges 0.20%/yr vs 0.10%/yr for JE13.DE.
Performance
IS0M.DE vs. JE13.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0M.DE achieves a -0.32% return, which is significantly lower than JE13.DE's 0.06% return.
IS0M.DE
- 1D
- 0.01%
- 1M
- 0.82%
- YTD
- -0.32%
- 6M
- -0.34%
- 1Y
- 0.84%
- 3Y*
- 4.15%
- 5Y*
- -0.79%
- 10Y*
- 0.92%
JE13.DE
- 1D
- 0.05%
- 1M
- 0.28%
- YTD
- 0.06%
- 6M
- 0.16%
- 1Y
- 0.80%
- 3Y*
- 2.63%
- 5Y*
- 0.62%
- 10Y*
- —
IS0M.DE vs. JE13.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS0M.DE iShares Italy Government Bond UCITS ETF EUR Dist | -0.32% | 3.07% | 4.66% | 9.14% | -17.24% | -2.99% | 7.54% | 10.45% | -1.98% |
JE13.DE JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) | 0.06% | 2.30% | 2.97% | 3.44% | -4.96% | -0.81% | -0.05% | 0.23% | -0.07% |
Correlation
The correlation between IS0M.DE and JE13.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018 | 0.79 |
The correlation between IS0M.DE and JE13.DE has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.
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Return for Risk
IS0M.DE vs. JE13.DE — Risk / Return Rank
IS0M.DE
JE13.DE
IS0M.DE vs. JE13.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) and JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.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.
| IS0M.DE | JE13.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.12 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 0.62 | -0.43 |
| Martin ratioReturn relative to average drawdown | 0.58 | 2.01 | -1.43 |
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
| IS0M.DE | JE13.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 0.61 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | 0.36 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.23 | +0.26 |
Drawdowns
IS0M.DE vs. JE13.DE - Drawdown Comparison
The maximum IS0M.DE drawdown since its inception was -21.08%, which is greater than JE13.DE's maximum drawdown of -6.90%. Use the drawdown chart below to compare losses from any high point for IS0M.DE and JE13.DE.
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Drawdown Indicators
| IS0M.DE | JE13.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.08% | -6.90% | -14.18% |
Max Drawdown (1Y)Largest decline over 1 year | -4.28% | -1.28% | -3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -4.42% | -1.28% | -3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -20.85% | -6.01% | -14.84% |
Max Drawdown (10Y)Largest decline over 10 years | -21.08% | — | — |
Current DrawdownCurrent decline from peak | -6.33% | -0.54% | -5.79% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -1.76% | -3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 0.40% | +1.03% |
Volatility
IS0M.DE vs. JE13.DE - Volatility Comparison
iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) has a higher volatility of 1.99% compared to JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.DE) at 0.46%. This indicates that IS0M.DE's price experiences larger fluctuations and is considered to be riskier than JE13.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS0M.DE | JE13.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | 0.46% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 4.25% | 1.21% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.84% | 1.32% | +3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.80% | 1.71% | +5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.73% | 1.52% | +5.21% |
IS0M.DE vs. JE13.DE - Expense Ratio Comparison
IS0M.DE has a 0.20% expense ratio, which is higher than JE13.DE'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
IS0M.DE vs. JE13.DE - Dividend Comparison
IS0M.DE's dividend yield for the trailing twelve months is around 2.83%, while JE13.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0M.DE iShares Italy Government Bond UCITS ETF EUR Dist | 2.83% | 2.82% | 2.66% | 2.10% | 1.05% | 0.74% | 0.98% | 1.45% | 1.37% | 1.37% | 1.47% | 1.83% |
JE13.DE 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
IS0M.DE and JE13.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JE13.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JE13.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for IS0M.DE.
IS0M.DE tracks Bloomberg Italy Treasury Bond, while JE13.DE tracks JP Morgan EMU Government Bond 1-3. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for IS0M.DE and 0.10% for JE13.DE.
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