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XBGG.L vs. GOVG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBGG.L vs. GOVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers II ESG Global Aggregate Bond UCITS ETF 3D GBP hedged (XBGG.L) and Amundi Index J.P. Morgan GBI Global Govies UCITS ETF DR Hedged GBP (D) (GOVG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XBGG.L achieves a 0.16% return, which is significantly higher than GOVG.L's -0.17% return.


XBGG.L

1D
0.17%
1M
0.43%
YTD
0.16%
6M
0.38%
1Y
3.11%
3Y*
3.48%
5Y*
-0.30%
10Y*
0.78%

GOVG.L

1D
-0.29%
1M
0.23%
YTD
-0.17%
6M
-2.76%
1Y
-0.77%
3Y*
0.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBGG.L vs. GOVG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XBGG.L
Xtrackers II ESG Global Aggregate Bond UCITS ETF 3D GBP hedged
0.16%4.60%2.19%5.74%-13.34%-1.19%
GOVG.L
Amundi Index J.P. Morgan GBI Global Govies UCITS ETF DR Hedged GBP (D)
-0.17%0.76%-0.52%2.69%-14.37%-0.98%

Correlation

The correlation between XBGG.L and GOVG.L is 0.87, 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

0.87

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2021

0.91

The correlation between XBGG.L and GOVG.L has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

XBGG.L vs. GOVG.L — Risk / Return Rank

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

XBGG.L
XBGG.L Risk / Return Rank: 2626
Overall Rank
XBGG.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XBGG.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
XBGG.L Omega Ratio Rank: 2525
Omega Ratio Rank
XBGG.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
XBGG.L Martin Ratio Rank: 2525
Martin Ratio Rank

GOVG.L
GOVG.L Risk / Return Rank: 77
Overall Rank
GOVG.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
GOVG.L Sortino Ratio Rank: 77
Sortino Ratio Rank
GOVG.L Omega Ratio Rank: 66
Omega Ratio Rank
GOVG.L Calmar Ratio Rank: 88
Calmar Ratio Rank
GOVG.L Martin Ratio Rank: 88
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.

XBGG.L vs. GOVG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II ESG Global Aggregate Bond UCITS ETF 3D GBP hedged (XBGG.L) and Amundi Index J.P. Morgan GBI Global Govies UCITS ETF DR Hedged GBP (D) (GOVG.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.


XBGG.LGOVG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.17

0.98

+0.19

Calmar ratioReturn relative to maximum drawdown

1.15

-0.13

+1.28

Martin ratioReturn relative to average drawdown

3.33

-0.28

+3.61

XBGG.L vs. GOVG.L - Sharpe Ratio Comparison

The current XBGG.L Sharpe Ratio is 0.94, which is higher than the GOVG.L Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of XBGG.L and GOVG.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


XBGG.LGOVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

-0.14

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

-0.55

+0.76

Drawdowns

XBGG.L vs. GOVG.L - Drawdown Comparison

The maximum XBGG.L drawdown since its inception was -17.06%, roughly equal to the maximum GOVG.L drawdown of -17.52%. Use the drawdown chart below to compare losses from any high point for XBGG.L and GOVG.L.


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Drawdown Indicators


XBGG.LGOVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.06%

-17.52%

+0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-4.41%

+1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-3.91%

-5.40%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-16.89%

Max Drawdown (10Y)

Largest decline over 10 years

-17.06%

Current Drawdown

Current decline from peak

-3.55%

-13.83%

+10.28%

Average Drawdown

Average peak-to-trough decline

-4.80%

-11.97%

+7.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

2.16%

-1.23%

Volatility

XBGG.L vs. GOVG.L - Volatility Comparison

Xtrackers II ESG Global Aggregate Bond UCITS ETF 3D GBP hedged (XBGG.L) and Amundi Index J.P. Morgan GBI Global Govies UCITS ETF DR Hedged GBP (D) (GOVG.L) have volatilities of 1.46% and 1.50%, 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


XBGG.LGOVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

1.50%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

3.74%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

4.27%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.52%

5.14%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.05%

5.14%

-1.09%

XBGG.L vs. GOVG.L - Expense Ratio Comparison

Both XBGG.L and GOVG.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XBGG.L vs. GOVG.L - Dividend Comparison

XBGG.L's dividend yield for the trailing twelve months is around 2.96%, while GOVG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
GOVG.L
Amundi Index J.P. Morgan GBI Global Govies UCITS ETF DR Hedged GBP (D)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XBGG.L
Xtrackers II ESG Global Aggregate Bond UCITS ETF 3D GBP hedged
2.96%2.93%3.04%2.00%2.76%0.79%1.35%1.72%1.42%

Frequently Asked Questions


XBGG.L and GOVG.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XBGG.L and GOVG.L have the same expense ratio: 0.15% per year.

Both ETFs track Bloomberg Global Aggregate TR Hdg GBP. They also come from different issuers: Xtrackers and Amundi.

Portfolio Optimizer

Find the right allocation for XBGG.L and GOVG.L

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