J13E.L vs. IGL5.L
J13E.L (JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)) and IGL5.L (iShares UK Gilts 0-5yr UCITS ETF GBP (Acc)) are both European Government Bonds funds - J13E.L tracks the Bloomberg Euro Agg Govt 1-3 Yr TR EUR while IGL5.L tracks the FTSE Actuaries UK Conventional Gilts up to 5 Years Index (GBP). Both are passively managed. Over the past 3 years, J13E.L returned 2.73%/yr vs 4.23%/yr for IGL5.L. At a 0.26 correlation, their price movements are largely independent. J13E.L charges 0.10%/yr vs 0.07%/yr for IGL5.L.
Performance
J13E.L vs. IGL5.L - Performance Comparison
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Returns By Period
In the year-to-date period, J13E.L achieves a -0.90% return, which is significantly lower than IGL5.L's 0.92% return.
J13E.L
- 1D
- 0.20%
- 1M
- 0.55%
- YTD
- -0.90%
- 6M
- -0.76%
- 1Y
- 3.55%
- 3Y*
- 2.73%
- 5Y*
- 0.77%
- 10Y*
- —
IGL5.L
- 1D
- 0.09%
- 1M
- 0.61%
- YTD
- 0.92%
- 6M
- 0.63%
- 1Y
- 3.10%
- 3Y*
- 4.23%
- 5Y*
- —
- 10Y*
- —
J13E.L vs. IGL5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
J13E.L JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) | -0.90% | 7.65% | -1.69% | 2.88% |
IGL5.L iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) | 0.92% | 4.56% | 2.68% | 4.14% |
Correlation
The correlation between J13E.L and IGL5.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since May 24, 2023 | 0.26 |
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Return for Risk
J13E.L vs. IGL5.L — Risk / Return Rank
J13E.L
IGL5.L
J13E.L vs. IGL5.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (J13E.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.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.
| J13E.L | IGL5.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.30 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.63 | -0.35 |
| Martin ratioReturn relative to average drawdown | 2.88 | 5.55 | -2.67 |
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
| J13E.L | IGL5.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.48 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 1.88 | -1.86 |
Drawdowns
J13E.L vs. IGL5.L - Drawdown Comparison
The maximum J13E.L drawdown since its inception was -13.59%, which is greater than IGL5.L's maximum drawdown of -1.89%. Use the drawdown chart below to compare losses from any high point for J13E.L and IGL5.L.
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Drawdown Indicators
| J13E.L | IGL5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.59% | -1.89% | -11.70% |
Max Drawdown (1Y)Largest decline over 1 year | -2.76% | -1.89% | -0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -3.14% | -1.89% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -6.48% | — | — |
Current DrawdownCurrent decline from peak | -4.67% | -0.64% | -4.03% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -0.31% | -6.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 0.56% | +0.67% |
Volatility
J13E.L vs. IGL5.L - Volatility Comparison
JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (J13E.L) has a higher volatility of 1.24% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L) at 0.70%. This indicates that J13E.L's price experiences larger fluctuations and is considered to be riskier than IGL5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| J13E.L | IGL5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 0.70% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 1.89% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.18% | 2.09% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.31% | 2.16% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.28% | 2.16% | +4.12% |
J13E.L vs. IGL5.L - Expense Ratio Comparison
J13E.L has a 0.10% expense ratio, which is higher than IGL5.L's 0.07% 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
J13E.L vs. IGL5.L - Dividend Comparison
Neither J13E.L nor IGL5.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IGL5.L iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% | 0.12% |
Frequently Asked Questions
J13E.L and IGL5.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGL5.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGL5.L is cheaper with a 0.07% expense ratio, compared with 0.10% for J13E.L.
J13E.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR, while IGL5.L tracks FTSE Actuaries UK Conventional Gilts up to 5 Years Index (GBP). They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.10% for J13E.L and 0.07% for IGL5.L.
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