JGGI.L vs. IB01.L
JGGI.L (JP Morgan Global Growth & Income plc) is a stock, while IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) is Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index. Over the past 5 years, JGGI.L returned 11.35%/yr vs 4.49%/yr for IB01.L. At a 0.03 correlation, their price movements are largely independent.
Performance
JGGI.L vs. IB01.L - Performance Comparison
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Different Trading Currencies
JGGI.L is traded in GBp, while IB01.L is traded in USD. To make them comparable, the IB01.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, JGGI.L achieves a 6.61% return, which is significantly higher than IB01.L's 1.79% return.
JGGI.L
- 1D
- -0.08%
- 1M
- 3.39%
- YTD
- 6.61%
- 6M
- 7.74%
- 1Y
- 16.95%
- 3Y*
- 13.11%
- 5Y*
- 11.35%
- 10Y*
- 15.08%
IB01.L
- 1D
- 0.00%
- 1M
- 1.13%
- YTD
- 1.79%
- 6M
- 0.98%
- 1Y
- 4.92%
- 3Y*
- 2.08%
- 5Y*
- 4.49%
- 10Y*
- —
JGGI.L vs. IB01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JGGI.L JP Morgan Global Growth & Income plc | 6.61% | 2.93% | 19.85% | 22.62% | -4.97% | 24.82% | 15.81% | 15.50% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 1.86% | -3.10% | 7.09% | -0.32% | 13.10% | 0.95% | -2.08% | 0.41% |
Correlation
The correlation between JGGI.L and IB01.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2019 | 0.03 |
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Return for Risk
JGGI.L vs. IB01.L — Risk / Return Rank
JGGI.L
IB01.L
JGGI.L vs. IB01.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JP Morgan Global Growth & Income plc (JGGI.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.
| JGGI.L | IB01.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.13 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 0.95 | +1.10 |
| Martin ratioReturn relative to average drawdown | 7.15 | 2.58 | +4.57 |
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
| JGGI.L | IB01.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.74 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.53 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.26 | +0.25 |
Drawdowns
JGGI.L vs. IB01.L - Drawdown Comparison
The maximum JGGI.L drawdown since its inception was -58.03%, which is greater than IB01.L's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for JGGI.L and IB01.L.
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Drawdown Indicators
| JGGI.L | IB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.03% | -19.26% | -38.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -5.16% | -3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -20.49% | -9.81% | -10.68% |
Max Drawdown (5Y)Largest decline over 5 years | -20.49% | -15.94% | -4.55% |
Max Drawdown (10Y)Largest decline over 10 years | -38.54% | — | — |
Current DrawdownCurrent decline from peak | -0.25% | -6.11% | +5.86% |
Average DrawdownAverage peak-to-trough decline | -10.38% | -9.35% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.90% | +0.46% |
Volatility
JGGI.L vs. IB01.L - Volatility Comparison
JP Morgan Global Growth & Income plc (JGGI.L) has a higher volatility of 2.78% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 1.81%. This indicates that JGGI.L's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGGI.L | IB01.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 1.81% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 4.97% | +4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 6.60% | +6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 8.47% | +8.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 8.81% | +11.01% |
Dividends
JGGI.L vs. IB01.L - Dividend Comparison
JGGI.L's dividend yield for the trailing twelve months is around 3.83%, while IB01.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (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% |
JGGI.L JP Morgan Global Growth & Income plc | 3.83% | 3.99% | 3.55% | 3.52% | 3.99% | 3.23% | 3.39% | 3.69% | 4.32% | 3.17% | 1.96% | 1.51% |
Frequently Asked Questions
JGGI.L and IB01.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for JGGI.L and IB01.L
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