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JE13.DE vs. X03B.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JE13.DE vs. X03B.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.DE) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.DE). The values are adjusted to include any dividend payments, if applicable.

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JE13.DE vs. X03B.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JE13.DE
JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)
-0.37%2.30%2.97%3.44%-4.96%-0.81%-0.05%0.23%-0.07%
X03B.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
-0.41%2.25%3.05%3.35%-4.64%-0.79%-0.13%0.14%-0.24%

Returns By Period

In the year-to-date period, JE13.DE achieves a -0.37% return, which is significantly higher than X03B.DE's -0.41% return.


JE13.DE

1D
0.11%
1M
-0.81%
YTD
-0.37%
6M
0.03%
1Y
1.16%
3Y*
2.51%
5Y*
0.51%
10Y*

X03B.DE

1D
0.07%
1M
-0.80%
YTD
-0.41%
6M
0.02%
1Y
1.12%
3Y*
2.49%
5Y*
0.56%
10Y*
0.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JE13.DE vs. X03B.DE - Expense Ratio Comparison

JE13.DE has a 0.10% expense ratio, which is lower than X03B.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

JE13.DE vs. X03B.DE — Risk / Return Rank

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

JE13.DE
JE13.DE Risk / Return Rank: 4545
Overall Rank
JE13.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
JE13.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
JE13.DE Omega Ratio Rank: 5252
Omega Ratio Rank
JE13.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
JE13.DE Martin Ratio Rank: 3838
Martin Ratio Rank

X03B.DE
X03B.DE Risk / Return Rank: 4646
Overall Rank
X03B.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
X03B.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
X03B.DE Omega Ratio Rank: 5454
Omega Ratio Rank
X03B.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
X03B.DE Martin Ratio Rank: 3939
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.

JE13.DE vs. X03B.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 Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.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.DEX03B.DEDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.08

-0.02

Sortino ratio

Return per unit of downside risk

1.41

1.41

+0.01

Omega ratio

Gain probability vs. loss probability

1.21

1.22

-0.01

Calmar ratio

Return relative to maximum drawdown

0.90

0.87

+0.03

Martin ratio

Return relative to average drawdown

4.20

4.06

+0.14

JE13.DE vs. X03B.DE - Sharpe Ratio Comparison

The current JE13.DE Sharpe Ratio is 1.05, which is comparable to the X03B.DE Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of JE13.DE and X03B.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JE13.DEX03B.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.08

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.35

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.56

-0.36

Correlation

The correlation between JE13.DE and X03B.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JE13.DE vs. X03B.DE - Dividend Comparison

JE13.DE has not paid dividends to shareholders, while X03B.DE's dividend yield for the trailing twelve months is around 1.54%.


TTM20252024202320222021202020192018201720162015
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%
X03B.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
1.54%1.39%0.98%0.28%0.12%0.13%0.00%0.00%0.00%0.00%0.65%0.66%

Drawdowns

JE13.DE vs. X03B.DE - Drawdown Comparison

The maximum JE13.DE drawdown since its inception was -6.90%, roughly equal to the maximum X03B.DE drawdown of -6.78%. Use the drawdown chart below to compare losses from any high point for JE13.DE and X03B.DE.


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Drawdown Indicators


JE13.DEX03B.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.90%

-6.78%

-0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

-1.28%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-6.03%

-5.69%

-0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-6.78%

Current Drawdown

Current decline from peak

-0.97%

-0.97%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.79%

-1.20%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.27%

+0.01%

Volatility

JE13.DE vs. X03B.DE - Volatility Comparison

JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.DE) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.DE) have volatilities of 0.68% and 0.66%, 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


JE13.DEX03B.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

0.66%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

0.82%

0.78%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

1.10%

1.04%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.66%

1.58%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.50%

1.29%

+0.21%