JGGI.L vs. TI5G.L

Last updated Jun 5, 2026

JGGI.L (JP Morgan Global Growth & Income plc) is a stock, while TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) is Inflation-Protected Bonds fund tracking the ICE U.S. Treasury Inflation Linked Bond Index 0-5. Over the past 5 years, JGGI.L returned 11.35%/yr vs 2.89%/yr for TI5G.L. At a 0.02 correlation, their price movements are largely independent.

Performance

JGGI.L vs. TI5G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JP Morgan Global Growth & Income plc (JGGI.L) and iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

JGGI.L is traded in GBp, while TI5G.L is traded in GBP. To make them comparable, the TI5G.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 TI5G.L's 2.07% 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%

TI5G.L

• 1D: 0.04%
• 1M: 0.09%
• YTD: 2.07%
• 6M: 1.98%
• 1Y: 4.39%
• 3Y*: 4.91%
• 5Y*: 2.89%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JGGI.L vs. TI5G.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
JGGI.L JP Morgan Global Growth & Income plc	6.61%	2.93%	19.85%	22.62%	-4.97%	24.82%	15.81%	26.22%	-8.99%
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)	2.07%	5.70%	4.60%	3.62%	-3.69%	5.28%	4.05%	3.05%	-0.77%

Correlation

The correlation between JGGI.L and TI5G.L is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.12
Correlation (3Y) Calculated over the trailing 3-year period	-0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.00
Correlation (All Time) Calculated using the full available price history since Mar 9, 2018	0.02

The correlation between JGGI.L and TI5G.L shifts across timeframes, from -0.12 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JGGI.L vs. TI5G.L — Risk / Return Rank

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

JGGI.L

JGGI.L Risk / Return Rank: 76
JGGI.L Sharpe Ratio Rank: 79
JGGI.L Sortino Ratio Rank: 73
JGGI.L Omega Ratio Rank: 71
JGGI.L Calmar Ratio Rank: 75
JGGI.L Martin Ratio Rank: 82

TI5G.L

TI5G.L Risk / Return Rank: 65
TI5G.L Sharpe Ratio Rank: 49
TI5G.L Sortino Ratio Rank: 53
TI5G.L Omega Ratio Rank: 51
TI5G.L Calmar Ratio Rank: 89
TI5G.L Martin Ratio Rank: 85

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.

JGGI.L vs. TI5G.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 $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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	TI5G.L	Difference
Sharpe ratio: Return per unit of total volatility	1.31	1.68	-0.37
Sortino ratio: Return per unit of downside risk	1.86	2.52	-0.66
Omega ratio: Gain probability vs. loss probability	1.23	1.31	-0.08
Calmar ratio: Return relative to maximum drawdown	2.04	5.26	-3.22
Martin ratio: Return relative to average drawdown	7.15	17.49	-10.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JGGI.L vs. TI5G.L - Sharpe Ratio Comparison

The current JGGI.L Sharpe Ratio is 1.31, which is comparable to the TI5G.L Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of JGGI.L and TI5G.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JGGI.L	TI5G.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.31	1.68	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.94	-0.26
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	0.89	-0.37

Drawdowns

JGGI.L vs. TI5G.L - Drawdown Comparison

The maximum JGGI.L drawdown since its inception was -58.03%, which is greater than TI5G.L's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for JGGI.L and TI5G.L.

Drawdown Indicators

	JGGI.L	TI5G.L	Difference
Max Drawdown Largest peak-to-trough decline	-58.03%	-5.63%	-52.40%
Max Drawdown (1Y) Largest decline over 1 year	-8.26%	-0.83%	-7.43%
Max Drawdown (3Y) Largest decline over 3 years	-20.49%	-1.55%	-18.94%
Max Drawdown (5Y) Largest decline over 5 years	-20.49%	-5.63%	-14.86%
Max Drawdown (10Y) Largest decline over 10 years	-38.54%	—	—
Current Drawdown Current decline from peak	-0.25%	-0.08%	-0.17%
Average Drawdown Average peak-to-trough decline	-10.38%	-1.02%	-9.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.36%	0.25%	+2.11%

Volatility

JGGI.L vs. TI5G.L - Volatility Comparison

JP Morgan Global Growth & Income plc (JGGI.L) has a higher volatility of 2.78% compared to iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) at 0.58%. This indicates that JGGI.L's price experiences larger fluctuations and is considered to be riskier than TI5G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JGGI.L	TI5G.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	0.58%	+2.20%
Volatility (6M) Calculated over the trailing 6-month period	9.48%	1.69%	+7.79%
Volatility (1Y) Calculated over the trailing 1-year period	12.85%	2.60%	+10.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.65%	3.08%	+13.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.82%	3.23%	+16.59%

Dividends

JGGI.L vs. TI5G.L - Dividend Comparison

JGGI.L's dividend yield for the trailing twelve months is around 3.83%, less than TI5G.L's 5.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)	5.85%	5.98%	6.83%	5.19%	0.32%	0.34%	3.06%	3.28%	2.36%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JGGI.L and TI5G.L in my portfolio?

JGGI.L and TI5G.L have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.