JGRE.L vs. GIL5.L

In the year-to-date period, JGRE.L achieves a -3.60% return, which is significantly lower than GIL5.L's 2.47% return.

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JGRE.L has a 0.25% expense ratio, which is higher than GIL5.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.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.

The current JGRE.L Sharpe Ratio is 0.37, which is lower than the GIL5.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of JGRE.L and GIL5.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JGRE.L has not paid dividends to shareholders, while GIL5.L's dividend yield for the trailing twelve months is around 1.89%.

The maximum JGRE.L drawdown since its inception was -25.31%, which is greater than GIL5.L's maximum drawdown of -20.17%. Use the drawdown chart below to compare losses from any high point for JGRE.L and GIL5.L.

JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) has a higher volatility of 4.59% compared to Lyxor UK Government Bond 0-5Y (DR) UCITS ETF - Dist (GIL5.L) at 0.54%. This indicates that JGRE.L's price experiences larger fluctuations and is considered to be riskier than GIL5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.