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Issuer
JPMorgan
Inception Date
Dec 3, 2019
Category
Global Bonds
Leveraged
1x (No leverage)
Index Tracked
JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

JPMB.L Performance Chart

JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) (JPMB.L) is up 1.7% since the beginning of the year. JPMB.L is currently trading at $84 per share. Investors who bought $1,000 worth of JPMB.L shares 5 years ago would now be looking at an investment worth $1,068.


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S&P 500 Index

Returns By Period

JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) (JPMB.L) has returned 1.73% so far this year and 9.61% over the past 12 months.


JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist)

1D
0.11%
1M
-0.58%
6M
2.01%
YTD
1.73%
1Y
9.61%
3Y*
7.36%
5Y*
1.32%
10Y*

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPMB.L Monthly Returns History

Based on dividend-adjusted daily data since Feb 15, 2018, JPMB.L's average daily return is +0.01%, while the average monthly return is +0.28%. At this rate, an investment would double in approximately 20.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +7.5%, while the worst month was Mar 2020 at -13.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JPMB.L closed higher 51% of trading days. The best single day was Mar 20, 2020 with a return of +8.0%, while the worst single day was Mar 12, 2020 at -8.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.04%1.48%-3.80%2.98%1.07%0.68%-0.51%1.73%
20251.15%1.88%-0.73%-0.30%1.00%2.33%1.19%1.75%2.08%1.41%0.28%0.55%13.29%
2024-1.22%-0.50%1.33%-2.37%2.05%0.61%2.08%2.32%1.75%-2.77%0.91%-2.06%1.97%
20232.73%-1.99%1.78%0.35%-1.44%1.90%1.96%-1.88%-2.79%-1.48%5.73%4.66%9.51%
2022-3.48%-5.83%-0.58%-5.21%-0.19%-6.43%5.13%-1.91%-5.94%0.32%7.52%0.18%-16.15%
2021-1.46%-3.21%-0.66%1.66%1.23%0.84%0.37%0.72%-2.08%0.25%-1.98%2.06%-2.40%

Benchmark Metrics

JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) has an annualized alpha of 0.93%, beta of 0.21, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since February 15, 2018.

  • This ETF participated in 49.16% of S&P 500 Index downside but only 31.93% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.21 may look defensive, but with R2 of 0.17 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.17 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.93%
Beta
0.21
0.17
Upside Capture
31.93%
Downside Capture
49.16%

Expense Ratio

JPMB.L has an expense ratio of 0.39%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JPMB.L ranks 69 for risk / return — better than 69% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


JPMB.L Risk / Return Rank: 6969
Overall Rank
JPMB.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JPMB.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
JPMB.L Omega Ratio Rank: 7575
Omega Ratio Rank
JPMB.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
JPMB.L Martin Ratio Rank: 6666
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) (JPMB.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JPMB.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.35

1.31

+0.04

Calmar ratioReturn relative to maximum drawdown

2.16

2.35

-0.19

Martin ratioReturn relative to average drawdown

9.45

10.19

-0.74

Dividends

Dividend History

JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) provided a 5.89% dividend yield over the last twelve months, with an annual payout of $4.94 per share. The fund has been increasing its distributions for 4 consecutive years.


4.00%4.50%5.00%5.50%6.00%$0.00$1.00$2.00$3.00$4.00$5.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$4.94$5.09$4.68$4.42$4.40$4.16$4.39$4.70$3.89

Dividend yield

5.89%5.98%5.84%5.31%5.49%4.13%4.08%4.41%4.13%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.44$0.39$0.37$0.32$0.58$0.29$0.41$2.81
2025$0.42$0.49$0.38$0.39$0.50$0.43$0.37$0.48$0.38$0.43$0.55$0.29$5.09
2024$0.37$0.35$0.45$0.35$0.34$0.45$0.30$0.35$0.34$0.37$0.61$0.40$4.68
2023$0.40$0.34$0.34$0.44$0.33$0.35$0.42$0.34$0.41$0.38$0.26$0.41$4.42
2022$0.35$0.33$0.32$0.39$0.44$0.37$0.50$0.32$0.32$0.40$0.32$0.35$4.40
2021$0.40$0.34$0.32$0.31$0.42$0.31$0.31$0.43$0.31$0.39$0.31$0.32$4.16

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) was 26.70%, occurring on Mar 19, 2020. Recovery took 176 trading sessions.

The current JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) drawdown is 0.71%.


Drawdown

Fall

Recovery

Underwater

Related event

-26.70%Mar 2020
24d8mo 13d
9mo 7dFeb 2020 - Nov 2020
COVID crash2020
-26.05%Oct 2022
1y 9mo2y 10mo
4y 8moJan 2021 - Sep 2025
Bear market2022
-6.67%Nov 2018
7mo 22d2mo 5d
9mo 27dApr 2018 - Jan 2019
Rate-hike selloffLate 2018
-4.51%Mar 2026
1mo2mo 3d
3mo 3dFeb 2026 - May 2026
-2.01%Dec 2019
2mo 28d11d
3mo 9dSep 2019 - Dec 2019

Drawdown Indicators


JPMB.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.70%

-56.78%

+30.08%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-9.10%

+4.59%

Max Drawdown (3Y)

Largest decline over 3 years

-7.27%

-18.90%

+11.63%

Max Drawdown (5Y)

Largest decline over 5 years

-25.95%

-25.43%

-0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.71%

-0.49%

-0.22%

Average Drawdown

Average peak-to-trough decline

-6.95%

-10.70%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

2.09%

-1.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with JPMB.L

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