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SGLO.L vs. GGOV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGLO.L vs. GGOV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Government Bond UCITS ETF USD (Dist) (SGLO.L) and Amundi Index J.P. Morgan GBI Global Govies (GGOV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SGLO.L is traded in GBP, while GGOV.L is traded in GBp. To make them comparable, the GGOV.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGLO.L achieves a -0.79% return, which is significantly higher than GGOV.L's -0.92% return.


SGLO.L

1D
-0.11%
1M
0.41%
YTD
-0.79%
6M
-1.34%
1Y
1.82%
3Y*
-0.41%
5Y*
-1.81%
10Y*
0.35%

GGOV.L

1D
0.15%
1M
0.73%
YTD
-0.92%
6M
-1.54%
1Y
0.64%
3Y*
-1.14%
5Y*
-2.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGLO.L vs. GGOV.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SGLO.L
iShares Global Government Bond UCITS ETF USD (Dist)
-0.79%0.31%-1.33%-1.35%-7.72%-5.44%5.97%-8.77%
GGOV.L
Amundi Index J.P. Morgan GBI Global Govies
-0.92%-1.06%-1.97%-1.94%-7.40%-5.91%6.13%-8.77%

Correlation

The correlation between SGLO.L and GGOV.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2019

0.70

Over the past year, SGLO.L and GGOV.L have become more correlated (0.92) than their long-term average of 0.70, meaning their price movements have been converging.

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Return for Risk

SGLO.L vs. GGOV.L — Risk / Return Rank

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

SGLO.L
SGLO.L Risk / Return Rank: 1414
Overall Rank
SGLO.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SGLO.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
SGLO.L Omega Ratio Rank: 1313
Omega Ratio Rank
SGLO.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
SGLO.L Martin Ratio Rank: 1414
Martin Ratio Rank

GGOV.L
GGOV.L Risk / Return Rank: 1010
Overall Rank
GGOV.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GGOV.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
GGOV.L Omega Ratio Rank: 1010
Omega Ratio Rank
GGOV.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
GGOV.L Martin Ratio Rank: 1010
Martin Ratio Rank
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.

SGLO.L vs. GGOV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond UCITS ETF USD (Dist) (SGLO.L) and Amundi Index J.P. Morgan GBI Global Govies (GGOV.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.


SGLO.LGGOV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.07

1.03

+0.04

Calmar ratioReturn relative to maximum drawdown

0.45

0.14

+0.31

Martin ratioReturn relative to average drawdown

0.90

0.26

+0.64

SGLO.L vs. GGOV.L - Sharpe Ratio Comparison

The current SGLO.L Sharpe Ratio is 0.37, which is higher than the GGOV.L Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of SGLO.L and GGOV.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.


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Sharpe Ratios by Period


SGLO.LGGOV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

0.14

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

-0.36

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

-0.51

+0.70

Drawdowns

SGLO.L vs. GGOV.L - Drawdown Comparison

The maximum SGLO.L drawdown since its inception was -25.55%, roughly equal to the maximum GGOV.L drawdown of -25.96%. Use the drawdown chart below to compare losses from any high point for SGLO.L and GGOV.L.


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Drawdown Indicators


SGLO.LGGOV.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.55%

-25.96%

+0.41%

Max Drawdown (1Y)

Largest decline over 1 year

-4.26%

-4.67%

+0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-5.41%

-5.70%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-16.48%

-16.68%

+0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-25.55%

Current Drawdown

Current decline from peak

-22.83%

-24.80%

+1.97%

Average Drawdown

Average peak-to-trough decline

-10.09%

-18.43%

+8.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.46%

-0.32%

Volatility

SGLO.L vs. GGOV.L - Volatility Comparison

iShares Global Government Bond UCITS ETF USD (Dist) (SGLO.L) and Amundi Index J.P. Morgan GBI Global Govies (GGOV.L) have volatilities of 1.24% and 1.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGLO.LGGOV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.30%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.88%

3.42%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

5.24%

4.66%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

8.19%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.77%

9.19%

-0.42%

SGLO.L vs. GGOV.L - Expense Ratio Comparison

SGLO.L has a 0.20% expense ratio, which is higher than GGOV.L's 0.10% 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%.


Dividends

SGLO.L vs. GGOV.L - Dividend Comparison

SGLO.L's dividend yield for the trailing twelve months is around 4.16%, while GGOV.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GGOV.L
Amundi Index J.P. Morgan GBI Global Govies
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SGLO.L
iShares Global Government Bond UCITS ETF USD (Dist)
4.16%3.86%3.15%1.87%0.95%0.85%1.35%1.60%1.37%1.26%1.34%0.89%

Frequently Asked Questions


With a correlation of 0.92, SGLO.L and GGOV.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, GGOV.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GGOV.L is cheaper with a 0.10% expense ratio, compared with 0.20% for SGLO.L.

Both ETFs track Bloomberg Global Aggregate TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for SGLO.L and 0.10% for GGOV.L.

Portfolio Optimizer

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