Heisenbergs uncertainty principle has recently led to general measurement uncertainty relations for quantum systems: incompatible observables can be measured jointly or in sequence only with some unavoidable approximation, which can be quantified in various ways. The relative entropy is the natural theoretical quantifier of the information loss when a `true probability distribution is replaced by an approximating one. In this paper, we provide a lower bound for the amount of information that is lost by replacing the distributions of the sharp position and momentum observables, as they could be obtained with two separate experiments, by the marginals of any smeared joint measurement. The bound is obtained by introducing an entropic error function, and optimizing it over a suitable class of covariant approximate joint measurements. We fully exploit two cases of target observables: (1) $n$-dimensional position and momentum vectors; (2) two components of position and momentum along different directions. In (1), we connect the quantum bound to the dimension $n$; in (2), going from parallel to orthogonal directions, we show the transition from highly incompatible observables to compatible ones. For simplicity, we develop the theory only for Gaussian states and measurements.
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