JGST.L vs. SGOV
Compare and contrast key facts about JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) (JGST.L) and iShares 0-3 Month Treasury Bond ETF (SGOV).
JGST.L and SGOV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JGST.L is an actively managed fund by JPMorgan. It was launched on Apr 3, 2019. SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Securities Index. It was launched on May 26, 2020.
Performance
JGST.L vs. SGOV - Performance Comparison
Loading graphics...
JGST.L vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JGST.L JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) | 0.48% | 4.98% | 5.09% | 5.01% | 0.58% | 0.10% | 0.98% |
SGOV iShares 0-3 Month Treasury Bond ETF | 2.55% | -3.18% | 7.11% | -0.13% | 13.66% | 0.99% | -9.79% |
Different Trading Currencies
JGST.L is traded in GBP, while SGOV is traded in USD. To make them comparable, the SGOV values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, JGST.L achieves a 0.48% return, which is significantly lower than SGOV's 2.55% return.
JGST.L
- 1D
- 0.11%
- 1M
- -0.07%
- YTD
- 0.48%
- 6M
- 1.76%
- 1Y
- 4.23%
- 3Y*
- 4.92%
- 5Y*
- 3.20%
- 10Y*
- —
SGOV
- 1D
- -0.21%
- 1M
- 1.44%
- YTD
- 2.55%
- 6M
- 3.61%
- 1Y
- 1.46%
- 3Y*
- 2.31%
- 5Y*
- 4.29%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JGST.L vs. SGOV - Expense Ratio Comparison
JGST.L has a 0.18% expense ratio, which is higher than SGOV's 0.09% 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%.
Return for Risk
JGST.L vs. SGOV — Risk / Return Rank
JGST.L
SGOV
JGST.L vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) (JGST.L) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
| JGST.L | SGOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 7.72 | 0.20 | +7.52 |
Sortino ratioReturn per unit of downside risk | 13.03 | 0.34 | +12.70 |
Omega ratioGain probability vs. loss probability | 3.51 | 1.04 | +2.47 |
Calmar ratioReturn relative to maximum drawdown | 9.96 | 0.22 | +9.73 |
Martin ratioReturn relative to average drawdown | 65.29 | 0.41 | +64.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JGST.L | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 7.72 | 0.20 | +7.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 5.74 | 0.50 | +5.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 4.32 | 0.19 | +4.12 |
Correlation
The correlation between JGST.L and SGOV is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
JGST.L vs. SGOV - Dividend Comparison
JGST.L's dividend yield for the trailing twelve months is around 4.28%, more than SGOV's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JGST.L JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) | 4.28% | 4.37% | 5.01% | 3.88% | 1.01% | 0.51% | 0.73% | 0.72% | 0.21% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.95% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% |
Drawdowns
JGST.L vs. SGOV - Drawdown Comparison
The maximum JGST.L drawdown since its inception was -1.18%, smaller than the maximum SGOV drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for JGST.L and SGOV.
Loading graphics...
Drawdown Indicators
| JGST.L | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.18% | -0.03% | -1.15% |
Max Drawdown (1Y)Largest decline over 1 year | -0.43% | -0.01% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -0.76% | -0.03% | -0.73% |
Current DrawdownCurrent decline from peak | -0.15% | 0.00% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -0.10% | 0.00% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.06% | 0.00% | +0.06% |
Volatility
JGST.L vs. SGOV - Volatility Comparison
The current volatility for JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) (JGST.L) is 0.36%, while iShares 0-3 Month Treasury Bond ETF (SGOV) has a volatility of 2.58%. This indicates that JGST.L experiences smaller price fluctuations and is considered to be less risky than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JGST.L | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.36% | 2.58% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 0.46% | 4.85% | -4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.55% | 7.33% | -6.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.56% | 8.58% | -8.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.55% | 8.56% | -8.01% |