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0GGH.L vs. JMBA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

0GGH.L vs. JMBA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L) and JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (acc) (JMBA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

0GGH.L is traded in EUR, while JMBA.L is traded in USD. To make them comparable, the JMBA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0GGH.L achieves a -0.48% return, which is significantly lower than JMBA.L's 4.03% return.


0GGH.L

1D
-0.08%
1M
-0.69%
6M
-0.69%
YTD
-0.48%
1Y
1.16%
3Y*
2.17%
5Y*
-1.55%
10Y*

JMBA.L

1D
-0.44%
1M
0.17%
6M
3.51%
YTD
4.03%
1Y
10.71%
3Y*
6.46%
5Y*
1.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

0GGH.L vs. JMBA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
0GGH.L
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)
-0.48%2.71%1.27%4.35%-13.33%-2.45%3.79%-0.26%
JMBA.L
JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (acc)
4.03%-0.18%8.75%6.23%-10.93%4.85%-3.32%2.10%

Correlation

The correlation between 0GGH.L and JMBA.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

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

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2019

0.32

The correlation between 0GGH.L and JMBA.L shifts across timeframes, from 0.26 (1 year) to 0.38 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

0GGH.L vs. JMBA.L — Risk / Return Rank

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

0GGH.L
0GGH.L Risk / Return Rank: 1313
Overall Rank
0GGH.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
0GGH.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
0GGH.L Omega Ratio Rank: 1212
Omega Ratio Rank
0GGH.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
0GGH.L Martin Ratio Rank: 1414
Martin Ratio Rank

JMBA.L
JMBA.L Risk / Return Rank: 6969
Overall Rank
JMBA.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JMBA.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
JMBA.L Omega Ratio Rank: 7676
Omega Ratio Rank
JMBA.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
JMBA.L Martin Ratio Rank: 6464
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.

0GGH.L vs. JMBA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L) and JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (acc) (JMBA.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.

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.


0GGH.LJMBA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.80

Omega ratioGain probability vs. loss probability

1.05

1.29

-0.23

Calmar ratioReturn relative to maximum drawdown

0.34

3.13

-2.79

Martin ratioReturn relative to average drawdown

0.86

10.61

-9.75

0GGH.L vs. JMBA.L - Sharpe Ratio Comparison

The current 0GGH.L Sharpe Ratio is 0.28, which is lower than the JMBA.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of 0GGH.L and JMBA.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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Drawdowns

0GGH.L vs. JMBA.L - Drawdown Comparison

The maximum 0GGH.L drawdown since its inception was -21.17%, smaller than the maximum JMBA.L drawdown of -25.70%. Use the drawdown chart below to compare losses from any high point for 0GGH.L and JMBA.L.


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Drawdown Indicators


0GGH.LJMBA.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.17%

-25.70%

+4.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-3.41%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-3.90%

-12.96%

+9.06%

Max Drawdown (5Y)

Largest decline over 5 years

-21.17%

-14.22%

-6.95%

Current Drawdown

Current decline from peak

-12.70%

-1.52%

-11.18%

Average Drawdown

Average peak-to-trough decline

-8.72%

-8.95%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

1.01%

+0.09%

Volatility

0GGH.L vs. JMBA.L - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) (0GGH.L) is 0.99%, while JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (acc) (JMBA.L) has a volatility of 1.54%. This indicates that 0GGH.L experiences smaller price fluctuations and is considered to be less risky than JMBA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


0GGH.LJMBA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.54%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

5.36%

-2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

6.88%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.29%

9.11%

+15.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

11.03%

+9.88%

0GGH.L vs. JMBA.L - Expense Ratio Comparison

0GGH.L has a 0.10% expense ratio, which is lower than JMBA.L's 0.39% expense ratio.


Dividends

0GGH.L vs. JMBA.L - Dividend Comparison

Neither 0GGH.L nor JMBA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


0GGH.L and JMBA.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 0GGH.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

0GGH.L is cheaper with a 0.10% expense ratio, compared with 0.39% for JMBA.L.

0GGH.L tracks Bloomberg Global Aggregate Bond Index, while JMBA.L tracks JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (acc). They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.10% for 0GGH.L and 0.39% for JMBA.L.

Portfolio Optimizer

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