SXRQ.DE vs. JE13.DE
SXRQ.DE (iShares Euro Government Bond 7-10yr UCITS ETF (Acc)) and JE13.DE (JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)) are both European Government Bonds funds - SXRQ.DE tracks the Bloomberg Euro Government Bond 10 while JE13.DE tracks the JP Morgan EMU Government Bond 1-3. Both are passively managed. Over the past 5 years, SXRQ.DE returned -2.34%/yr vs 0.62%/yr for JE13.DE. Their correlation of 0.81 suggests significant overlap in exposure. SXRQ.DE charges 0.15%/yr vs 0.10%/yr for JE13.DE.
Performance
SXRQ.DE vs. JE13.DE - Performance Comparison
Loading charts...
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with SXRQ.DE at 0.06% and JE13.DE at 0.06%.
SXRQ.DE
- 1D
- 0.03%
- 1M
- 0.05%
- YTD
- 0.06%
- 6M
- 0.07%
- 1Y
- 0.71%
- 3Y*
- 2.62%
- 5Y*
- -2.34%
- 10Y*
- -0.18%
JE13.DE
- 1D
- 0.05%
- 1M
- 0.04%
- YTD
- 0.06%
- 6M
- 0.18%
- 1Y
- 0.97%
- 3Y*
- 2.63%
- 5Y*
- 0.62%
- 10Y*
- —
SXRQ.DE vs. JE13.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXRQ.DE iShares Euro Government Bond 7-10yr UCITS ETF (Acc) | 0.06% | 1.69% | 0.90% | 8.71% | -19.90% | -3.09% | 4.11% | 6.70% | 1.99% |
JE13.DE JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) | 0.06% | 2.30% | 2.97% | 3.44% | -4.96% | -0.81% | -0.05% | 0.23% | -0.07% |
Correlation
The correlation between SXRQ.DE and JE13.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018 | 0.81 |
The correlation between SXRQ.DE and JE13.DE has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXRQ.DE vs. JE13.DE — Risk / Return Rank
SXRQ.DE
JE13.DE
SXRQ.DE vs. JE13.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) and JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.DE). 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.
| SXRQ.DE | JE13.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.12 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | 0.62 | -0.59 |
| Martin ratioReturn relative to average drawdown | 0.10 | 2.01 | -1.92 |
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 charts...
Sharpe Ratios by Period
| SXRQ.DE | JE13.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | 0.61 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.36 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.23 | +0.18 |
Drawdowns
SXRQ.DE vs. JE13.DE - Drawdown Comparison
The maximum SXRQ.DE drawdown since its inception was -23.28%, which is greater than JE13.DE's maximum drawdown of -6.90%. Use the drawdown chart below to compare losses from any high point for SXRQ.DE and JE13.DE.
Loading charts...
Drawdown Indicators
| SXRQ.DE | JE13.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.28% | -6.90% | -16.38% |
Max Drawdown (1Y)Largest decline over 1 year | -4.08% | -1.28% | -2.80% |
Max Drawdown (3Y)Largest decline over 3 years | -4.53% | -1.28% | -3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | -6.01% | -16.92% |
Max Drawdown (10Y)Largest decline over 10 years | -23.28% | — | — |
Current DrawdownCurrent decline from peak | -13.74% | -0.54% | -13.20% |
Average DrawdownAverage peak-to-trough decline | -5.76% | -1.76% | -4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 0.40% | +1.15% |
Volatility
SXRQ.DE vs. JE13.DE - Volatility Comparison
iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) has a higher volatility of 1.84% compared to JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.DE) at 0.46%. This indicates that SXRQ.DE's price experiences larger fluctuations and is considered to be riskier than JE13.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRQ.DE | JE13.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.84% | 0.46% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 4.18% | 1.21% | +2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.00% | 1.32% | +3.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.38% | 1.71% | +5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.97% | 1.52% | +4.45% |
SXRQ.DE vs. JE13.DE - Expense Ratio Comparison
SXRQ.DE has a 0.15% expense ratio, which is higher than JE13.DE'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
SXRQ.DE vs. JE13.DE - Dividend Comparison
Neither SXRQ.DE nor JE13.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRQ.DE and JE13.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JE13.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JE13.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for SXRQ.DE.
SXRQ.DE tracks Bloomberg Euro Government Bond 10, while JE13.DE tracks JP Morgan EMU Government Bond 1-3. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.15% for SXRQ.DE and 0.10% for JE13.DE.
Find the right allocation for SXRQ.DE and JE13.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer