JE13.DE vs. VGEB.DE
JE13.DE (JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)) and VGEB.DE (Vanguard EUR Eurozone Government Bond UCITS ETF Distributing) are both European Government Bonds funds - JE13.DE tracks the JP Morgan EMU Government Bond 1-3 while VGEB.DE tracks the Bloomberg Euro Aggregate Treasury. Both are passively managed. Over the past 5 years, JE13.DE returned 0.62%/yr vs -2.17%/yr for VGEB.DE. A 0.79 correlation means they provide meaningful diversification when combined. JE13.DE charges 0.10%/yr vs 0.07%/yr for VGEB.DE.
Performance
JE13.DE vs. VGEB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JE13.DE achieves a 0.06% return, which is significantly lower than VGEB.DE's 0.13% return.
JE13.DE
- 1D
- 0.05%
- 1M
- 0.04%
- YTD
- 0.06%
- 6M
- 0.18%
- 1Y
- 0.97%
- 3Y*
- 2.63%
- 5Y*
- 0.62%
- 10Y*
- —
VGEB.DE
- 1D
- 0.03%
- 1M
- 0.00%
- YTD
- 0.13%
- 6M
- 0.18%
- 1Y
- 0.31%
- 3Y*
- 2.38%
- 5Y*
- -2.17%
- 10Y*
- —
JE13.DE vs. VGEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
VGEB.DE Vanguard EUR Eurozone Government Bond UCITS ETF Distributing | 0.13% | 0.69% | 1.55% | 6.99% | -18.10% | -3.26% | 4.75% | 7.05% | 1.40% |
Correlation
The correlation between JE13.DE and VGEB.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018 | 0.79 |
The correlation between JE13.DE and VGEB.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.
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Return for Risk
JE13.DE vs. VGEB.DE — Risk / Return Rank
JE13.DE
VGEB.DE
JE13.DE vs. VGEB.DE - 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) (JE13.DE) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.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.
| JE13.DE | VGEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.00 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | -0.03 | +0.65 |
| Martin ratioReturn relative to average drawdown | 2.01 | -0.06 | +2.08 |
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
| JE13.DE | VGEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | -0.02 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | -0.34 | +0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | -0.03 | +0.26 |
Drawdowns
JE13.DE vs. VGEB.DE - Drawdown Comparison
The maximum JE13.DE drawdown since its inception was -6.90%, smaller than the maximum VGEB.DE drawdown of -22.15%. Use the drawdown chart below to compare losses from any high point for JE13.DE and VGEB.DE.
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Drawdown Indicators
| JE13.DE | VGEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.90% | -22.15% | +15.25% |
Max Drawdown (1Y)Largest decline over 1 year | -1.28% | -3.43% | +2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -1.28% | -4.05% | +2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -6.01% | -21.25% | +15.24% |
Current DrawdownCurrent decline from peak | -0.54% | -13.65% | +13.11% |
Average DrawdownAverage peak-to-trough decline | -1.76% | -8.83% | +7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 1.35% | -0.95% |
Volatility
JE13.DE vs. VGEB.DE - Volatility Comparison
The current volatility for JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.DE) is 0.46%, while Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) has a volatility of 1.63%. This indicates that JE13.DE experiences smaller price fluctuations and is considered to be less risky than VGEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JE13.DE | VGEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 1.63% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 1.21% | 3.47% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.32% | 4.16% | -2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.71% | 6.32% | -4.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.52% | 5.52% | -4.00% |
JE13.DE vs. VGEB.DE - Expense Ratio Comparison
JE13.DE has a 0.10% expense ratio, which is higher than VGEB.DE'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
JE13.DE vs. VGEB.DE - Dividend Comparison
JE13.DE has not paid dividends to shareholders, while VGEB.DE's dividend yield for the trailing twelve months is around 2.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGEB.DE Vanguard EUR Eurozone Government Bond UCITS ETF Distributing | 2.89% | 2.88% | 2.56% | 1.96% | 0.66% | 0.08% | 0.19% | 0.74% | 0.80% | 0.09% |
Frequently Asked Questions
JE13.DE and VGEB.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, VGEB.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGEB.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for JE13.DE.
JE13.DE tracks JP Morgan EMU Government Bond 1-3, while VGEB.DE tracks Bloomberg Euro Aggregate Treasury. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.10% for JE13.DE and 0.07% for VGEB.DE.
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