EMQQ vs. JPEM
Compare and contrast key facts about Emerging Markets Internet & Ecommerce ETF (EMQQ) and J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM).
EMQQ and JPEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMQQ is a passively managed fund by Exchange Traded Concepts that tracks the performance of the EMQQ The Emerging Markets Internet & Ecommerce Index. It was launched on Nov 13, 2014. JPEM is a passively managed fund by JPMorgan Chase that tracks the performance of the JPMorgan Diversified Factor Emerging Markets Equity Index. It was launched on Jan 7, 2015. Both EMQQ and JPEM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMQQ or JPEM.
Key characteristics
| EMQQ | JPEM | |
|---|---|---|
| YTD Return | 23.30% | 6.38% |
| 1Y Return | 29.48% | 14.11% |
| 3Y Return (Ann) | -10.46% | 2.15% |
| 5Y Return (Ann) | 3.24% | 4.31% |
| Sharpe Ratio | 1.35 | 1.20 |
| Sortino Ratio | 1.98 | 1.72 |
| Omega Ratio | 1.24 | 1.22 |
| Calmar Ratio | 0.47 | 1.49 |
| Martin Ratio | 5.52 | 5.68 |
| Ulcer Index | 5.45% | 2.58% |
| Daily Std Dev | 22.38% | 12.24% |
| Max Drawdown | -73.24% | -40.22% |
| Current Drawdown | -52.69% | -6.67% |
Correlation
The correlation between EMQQ and JPEM is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EMQQ vs. JPEM - Performance Comparison
In the year-to-date period, EMQQ achieves a 23.30% return, which is significantly higher than JPEM's 6.38% 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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EMQQ vs. JPEM - Expense Ratio Comparison
EMQQ has a 0.86% expense ratio, which is higher than JPEM's 0.44% expense ratio.
Risk-Adjusted Performance
EMQQ vs. JPEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Internet & Ecommerce ETF (EMQQ) and J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM). 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
EMQQ vs. JPEM - Dividend Comparison
EMQQ's dividend yield for the trailing twelve months is around 0.64%, less than JPEM's 4.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMQQ Emerging Markets Internet & Ecommerce ETF | 0.64% | 0.80% | 0.00% | 0.00% | 0.18% | 1.29% | 0.00% | 0.94% | 0.75% | 0.08% |
JPEM J.P. Morgan Diversified Return Emerging Markets Equity ETF | 4.42% | 4.46% | 4.71% | 4.40% | 2.85% | 3.47% | 2.79% | 2.14% | 1.28% | 3.22% |
Drawdowns
EMQQ vs. JPEM - Drawdown Comparison
The maximum EMQQ drawdown since its inception was -73.24%, which is greater than JPEM's maximum drawdown of -40.22%. Use the drawdown chart below to compare losses from any high point for EMQQ and JPEM. For additional features, visit the drawdowns tool.
Volatility
EMQQ vs. JPEM - Volatility Comparison
Emerging Markets Internet & Ecommerce ETF (EMQQ) has a higher volatility of 7.47% compared to J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) at 3.78%. This indicates that EMQQ's price experiences larger fluctuations and is considered to be riskier than JPEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.