JG15.L vs. VETY.L
Compare and contrast key facts about JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist) (JG15.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L).
JG15.L and VETY.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JG15.L is a passively managed fund by JPMorgan that tracks the performance of the FTSE Act UK Cnvt Gilts All Stocks TR GBP. It was launched on Jun 6, 2018. VETY.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Euro Agg Govt TR EUR. It was launched on Feb 24, 2016. Both JG15.L and VETY.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JG15.L vs. VETY.L - Performance Comparison
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JG15.L vs. VETY.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) | -0.41% | 5.58% | 1.79% | 3.85% | -5.75% | -1.91% | 1.86% | 1.33% | 0.58% |
VETY.L Vanguard EUR Eurozone Government Bond UCITS ETF Distributing | -1.34% | 2.82% | -5.14% | 5.08% | -13.54% | -9.76% | 10.66% | 1.61% | 3.50% |
Returns By Period
In the year-to-date period, JG15.L achieves a -0.41% return, which is significantly higher than VETY.L's -1.34% return.
JG15.L
- 1D
- 0.26%
- 1M
- -1.31%
- YTD
- -0.41%
- 6M
- 1.15%
- 1Y
- 3.41%
- 3Y*
- 3.26%
- 5Y*
- 0.70%
- 10Y*
- —
VETY.L
- 1D
- 0.03%
- 1M
- -2.55%
- YTD
- -1.34%
- 6M
- -1.43%
- 1Y
- 2.37%
- 3Y*
- -0.01%
- 5Y*
- -3.17%
- 10Y*
- -0.03%
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JG15.L vs. VETY.L - Expense Ratio Comparison
Both JG15.L and VETY.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
JG15.L vs. VETY.L — Risk / Return Rank
JG15.L
VETY.L
JG15.L vs. VETY.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 Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.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 | VETY.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 0.38 | +1.24 |
Sortino ratioReturn per unit of downside risk | 2.28 | 0.59 | +1.69 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.07 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 0.49 | +0.97 |
Martin ratioReturn relative to average drawdown | 6.92 | 1.21 | +5.71 |
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 | VETY.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 0.38 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | -0.42 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.05 | +0.28 |
Correlation
The correlation between JG15.L and VETY.L is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JG15.L vs. VETY.L - Dividend Comparison
JG15.L's dividend yield for the trailing twelve months is around 3.79%, while VETY.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JG15.L JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist) | 3.79% | 3.71% | 3.44% | 2.28% | 0.68% | 0.12% | 0.34% | 0.91% | 0.35% | 0.00% | 0.00% |
VETY.L Vanguard EUR Eurozone Government Bond UCITS ETF Distributing | 0.00% | 0.00% | 0.28% | 2.11% | 0.54% | 0.09% | 0.17% | 0.60% | 0.63% | 0.54% | 0.37% |
Drawdowns
JG15.L vs. VETY.L - Drawdown Comparison
The maximum JG15.L drawdown since its inception was -11.35%, smaller than the maximum VETY.L drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for JG15.L and VETY.L.
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Drawdown Indicators
| JG15.L | VETY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.35% | -26.39% | +15.04% |
Max Drawdown (1Y)Largest decline over 1 year | -2.35% | -5.11% | +2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -10.68% | -20.49% | +9.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.39% | — |
Current DrawdownCurrent decline from peak | -1.57% | -22.91% | +21.34% |
Average DrawdownAverage peak-to-trough decline | -2.44% | -12.32% | +9.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.50% | 2.05% | -1.55% |
Volatility
JG15.L vs. VETY.L - Volatility Comparison
The current volatility for JPMorgan BetaBuilders UK Gilt 1-5 UCITS ETF - GBP (Dist) (JG15.L) is 1.28%, while Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) has a volatility of 2.30%. This indicates that JG15.L experiences smaller price fluctuations and is considered to be less risky than VETY.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 | VETY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 2.30% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.62% | 4.04% | -2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.09% | 6.26% | -4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.99% | 7.59% | -4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.53% | 8.62% | -6.09% |