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UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
LU1645385839
Issuer
UBS
Inception Date
Nov 29, 2019
Leveraged
1x (No leverage)
Index Tracked
J.P. Morgan EMBI Global Diversified 1-5 Year Index
Domicile
Luxembourg
Distribution Policy
Distributing
Asset Class
Bond
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

UBXX.L is traded in GBp, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to GBp using the latest available exchange rates.

Returns By Period

UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis (UBXX.L) has returned -0.04% so far this year and 7.06% over the past 12 months.


UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis

1D
0.19%
1M
-1.64%
YTD
-0.04%
6M
2.08%
1Y
7.06%
3Y*
7.46%
5Y*
2.23%
10Y*

Benchmark (S&P 500 Index)

1D
2.61%
1M
-3.22%
YTD
-2.82%
6M
-0.72%
1Y
13.66%
3Y*
14.01%
5Y*
11.18%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 2, 2018, UBXX.L's average daily return is +0.01%, while the average monthly return is +0.19%. At this rate, your investment would double in approximately 30.4 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +4.3%, while the worst month was Mar 2020 at -10.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, UBXX.L closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +2.1%, while the worst single day was Mar 16, 2020 at -5.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.18%0.44%-1.64%-0.04%
20251.28%1.08%0.06%-0.09%1.09%1.17%0.90%0.90%0.81%1.21%0.24%0.66%9.71%
20240.31%0.43%1.30%-0.80%1.31%0.40%1.25%1.21%1.19%-0.50%0.64%0.08%7.01%
20231.84%-1.16%0.64%0.20%-0.28%1.23%1.12%-0.39%-0.51%-0.07%2.28%2.08%7.14%
2022-1.38%-4.01%-1.43%-2.35%-0.37%-3.52%1.72%-0.27%-3.44%-0.96%4.29%0.34%-11.07%
20210.29%-0.36%0.06%0.77%0.32%0.14%-0.00%0.43%-0.58%-0.30%-1.31%0.46%-0.10%

Benchmark Metrics

UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis has an annualized alpha of 1.55%, beta of 0.08, and R² of 0.08 versus S&P 500 Index. Calculated based on daily prices since March 05, 2018.

  • This ETF participated in 23.84% of S&P 500 Index downside but only 17.98% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.08 may look defensive, but with R² of 0.08 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 0.08 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
1.55%
Beta
0.08
0.08
Upside Capture
17.98%
Downside Capture
23.84%

Expense Ratio

UBXX.L has an expense ratio of 0.47%, placing it in the medium range.


Return for Risk

Risk / Return Rank

UBXX.L ranks 93 for risk / return — in the top 93% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


UBXX.L Risk / Return Rank: 9393
Overall Rank
UBXX.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
UBXX.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
UBXX.L Omega Ratio Rank: 9595
Omega Ratio Rank
UBXX.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
UBXX.L Martin Ratio Rank: 9393
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 UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis (UBXX.L) and compare them to a chosen benchmark (S&P 500 Index).


UBXX.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.27

0.73

+1.54

Sortino ratio

Return per unit of downside risk

3.27

1.14

+2.13

Omega ratio

Gain probability vs. loss probability

1.49

1.18

+0.31

Calmar ratio

Return relative to maximum drawdown

2.78

1.24

+1.55

Martin ratio

Return relative to average drawdown

14.09

4.87

+9.23

Explore UBXX.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis provided a 6.62% dividend yield over the last twelve months, with an annual payout of £0.55 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%5.00%10.00%15.00%20.00%25.00%£0.00£0.50£1.00£1.50£2.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend£0.55£2.20£0.70£0.48£0.43£0.45£0.53£0.76£0.03

Dividend yield

6.62%25.71%7.05%4.76%4.40%3.91%4.43%6.18%0.21%

Monthly Dividends

The table displays the monthly dividend distributions for UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026£0.00£0.29£0.00£0.29
2025£0.00£1.94£0.00£0.00£0.00£0.00£0.26£0.00£0.00£0.00£0.00£0.00£2.20
2024£0.00£0.24£0.00£0.00£0.00£0.00£0.00£0.46£0.00£0.00£0.00£0.00£0.70
2023£0.00£0.23£0.00£0.00£0.00£0.00£0.24£0.00£0.00£0.00£0.00£0.00£0.48
2022£0.00£0.20£0.00£0.00£0.00£0.00£0.00£0.23£0.00£0.00£0.00£0.00£0.43
2021£0.00£0.23£0.00£0.00£0.00£0.00£0.00£0.22£0.00£0.00£0.00£0.00£0.45

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 UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis. 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 UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis was 16.83%, occurring on Oct 21, 2022. Recovery took 537 trading sessions.

The current UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis drawdown is 1.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.83%Sep 15, 2021278Oct 21, 2022537Dec 5, 2024815
-15.4%Jan 22, 202044Mar 23, 2020170Nov 25, 2020214
-2.59%Mar 21, 202514Apr 9, 202518May 8, 202532
-2.19%Apr 11, 2018106Sep 10, 201894Jan 23, 2019200
-1.96%Aug 1, 201978Nov 20, 201934Jan 10, 2020112

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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