JG15.L vs. J13E.L
JG15.L (JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist)) and J13E.L (JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)) are both European Government Bonds funds from JPMorgan - JG15.L tracks the FTSE Act UK Cnvt Gilts All Stocks TR GBP while J13E.L tracks the Bloomberg Euro Agg Govt 1-3 Yr TR EUR. Both are passively managed. Over the past 5 years, JG15.L returned 0.78%/yr vs 0.77%/yr for J13E.L. At a 0.24 correlation, their price movements are largely independent. JG15.L charges 0.07%/yr vs 0.10%/yr for J13E.L.
Performance
JG15.L vs. J13E.L - Performance Comparison
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Returns By Period
In the year-to-date period, JG15.L achieves a 0.04% return, which is significantly higher than J13E.L's -0.90% return.
JG15.L
- 1D
- -0.16%
- 1M
- 0.64%
- YTD
- 0.04%
- 6M
- 0.25%
- 1Y
- 2.74%
- 3Y*
- 3.95%
- 5Y*
- 0.78%
- 10Y*
- —
J13E.L
- 1D
- 0.20%
- 1M
- 0.55%
- YTD
- -0.90%
- 6M
- -0.76%
- 1Y
- 3.55%
- 3Y*
- 2.73%
- 5Y*
- 0.77%
- 10Y*
- —
JG15.L vs. J13E.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JG15.L JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist) | 0.04% | 5.58% | 1.79% | 3.85% | -5.75% | -1.91% | 1.86% | 1.33% | 0.58% |
J13E.L JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) | -0.90% | 7.65% | -1.69% | 1.45% | 0.25% | -7.21% | 5.47% | -4.60% | 2.20% |
Correlation
The correlation between JG15.L and J13E.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 | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2018 | 0.24 |
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Return for Risk
JG15.L vs. J13E.L — Risk / Return Rank
JG15.L
J13E.L
JG15.L vs. J13E.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist) (JG15.L) and JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (J13E.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.
| JG15.L | J13E.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.15 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.28 | -0.11 |
| Martin ratioReturn relative to average drawdown | 3.72 | 2.88 | +0.84 |
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
| JG15.L | J13E.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.84 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.14 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.02 | +0.33 |
Drawdowns
JG15.L vs. J13E.L - Drawdown Comparison
The maximum JG15.L drawdown since its inception was -11.35%, smaller than the maximum J13E.L drawdown of -13.59%. Use the drawdown chart below to compare losses from any high point for JG15.L and J13E.L.
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Drawdown Indicators
| JG15.L | J13E.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.35% | -13.59% | +2.24% |
Max Drawdown (1Y)Largest decline over 1 year | -2.35% | -2.76% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -2.35% | -3.14% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -10.68% | -6.48% | -4.20% |
Current DrawdownCurrent decline from peak | -1.13% | -4.67% | +3.54% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -7.27% | +4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 1.23% | -0.49% |
Volatility
JG15.L vs. J13E.L - Volatility Comparison
The current volatility for JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist) (JG15.L) is 0.97%, while JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (J13E.L) has a volatility of 1.24%. This indicates that JG15.L experiences smaller price fluctuations and is considered to be less risky than J13E.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JG15.L | J13E.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 1.24% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 2.07% | 2.87% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.32% | 4.18% | -1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.05% | 5.31% | -2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.55% | 6.28% | -3.73% |
JG15.L vs. J13E.L - Expense Ratio Comparison
JG15.L has a 0.07% expense ratio, which is lower than J13E.L's 0.10% 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%.
Dividends
JG15.L vs. J13E.L - Dividend Comparison
JG15.L's dividend yield for the trailing twelve months is around 3.87%, while J13E.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
JG15.L JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist) | 3.87% | 3.71% | 3.44% | 2.28% | 0.68% | 0.12% | 0.34% | 0.91% | 0.35% |
Frequently Asked Questions
JG15.L and J13E.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, JG15.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JG15.L is cheaper with a 0.07% expense ratio, compared with 0.10% for J13E.L.
JG15.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while J13E.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR. Their fees differ too: 0.07% for JG15.L and 0.10% for J13E.L.
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