EMBE.L vs. JEPQ
Compare and contrast key facts about iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (EMBE.L) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
EMBE.L and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMBE.L is a passively managed fund by iShares that tracks the performance of the JPM EMBI Global Diversified Hedge TR EUR. It was launched on Jul 8, 2013. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMBE.L or JEPQ.
Key characteristics
| EMBE.L | JEPQ | |
|---|---|---|
| YTD Return | 4.59% | 23.39% |
| 1Y Return | 11.85% | 28.15% |
| Sharpe Ratio | 1.65 | 2.38 |
| Sortino Ratio | 2.49 | 3.11 |
| Omega Ratio | 1.30 | 1.49 |
| Calmar Ratio | 0.52 | 2.71 |
| Martin Ratio | 8.53 | 11.74 |
| Ulcer Index | 1.40% | 2.48% |
| Daily Std Dev | 7.23% | 12.20% |
| Max Drawdown | -30.73% | -16.82% |
| Current Drawdown | -13.81% | 0.00% |
Correlation
The correlation between EMBE.L and JEPQ is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EMBE.L vs. JEPQ - Performance Comparison
In the year-to-date period, EMBE.L achieves a 4.59% return, which is significantly lower than JEPQ's 23.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EMBE.L vs. JEPQ - Expense Ratio Comparison
EMBE.L has a 0.50% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
EMBE.L vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (EMBE.L) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
Dividends
EMBE.L vs. JEPQ - Dividend Comparison
EMBE.L's dividend yield for the trailing twelve months is around 6.03%, less than JEPQ's 9.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMBE.L iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) | 6.03% | 5.50% | 5.39% | 3.92% | 3.85% | 4.77% | 5.75% | 3.88% | 5.36% | 4.72% | 4.74% | 2.17% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.35% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EMBE.L vs. JEPQ - Drawdown Comparison
The maximum EMBE.L drawdown since its inception was -30.73%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for EMBE.L and JEPQ. For additional features, visit the drawdowns tool.
Volatility
EMBE.L vs. JEPQ - Volatility Comparison
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (EMBE.L) has a higher volatility of 3.96% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.33%. This indicates that EMBE.L's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.