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EMTL vs. JPMB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMTL vs. JPMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL) and JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB). The values are adjusted to include any dividend payments, if applicable.

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EMTL vs. JPMB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EMTL
SPDR DoubleLine Emerging Markets Fixed Income ETF
-0.89%8.27%5.86%9.60%-14.31%0.56%3.48%11.99%-1.70%
JPMB
JPMorgan USD Emerging Markets Sovereign Bond ETF
-1.42%13.73%1.46%9.48%-16.05%-2.26%5.36%17.71%-4.72%

Returns By Period

In the year-to-date period, EMTL achieves a -0.89% return, which is significantly higher than JPMB's -1.42% return.


EMTL

1D
0.09%
1M
-1.13%
YTD
-0.89%
6M
-0.59%
1Y
3.92%
3Y*
6.70%
5Y*
1.64%
10Y*

JPMB

1D
0.44%
1M
-2.63%
YTD
-1.42%
6M
0.13%
1Y
8.51%
3Y*
6.69%
5Y*
1.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMTL vs. JPMB - Expense Ratio Comparison

EMTL has a 0.65% expense ratio, which is higher than JPMB's 0.39% expense ratio.


Return for Risk

EMTL vs. JPMB — Risk / Return Rank

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

EMTL
EMTL Risk / Return Rank: 6868
Overall Rank
EMTL Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EMTL Sortino Ratio Rank: 7070
Sortino Ratio Rank
EMTL Omega Ratio Rank: 7575
Omega Ratio Rank
EMTL Calmar Ratio Rank: 6666
Calmar Ratio Rank
EMTL Martin Ratio Rank: 5555
Martin Ratio Rank

JPMB
JPMB Risk / Return Rank: 7070
Overall Rank
JPMB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JPMB Sortino Ratio Rank: 7070
Sortino Ratio Rank
JPMB Omega Ratio Rank: 7070
Omega Ratio Rank
JPMB Calmar Ratio Rank: 7070
Calmar Ratio Rank
JPMB Martin Ratio Rank: 6868
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.

EMTL vs. JPMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL) and JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB). 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.


EMTLJPMBDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.29

+0.10

Sortino ratio

Return per unit of downside risk

1.86

1.83

+0.03

Omega ratio

Gain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratio

Return relative to maximum drawdown

1.83

1.91

-0.09

Martin ratio

Return relative to average drawdown

5.81

7.37

-1.57

EMTL vs. JPMB - Sharpe Ratio Comparison

The current EMTL Sharpe Ratio is 1.39, which is comparable to the JPMB Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of EMTL and JPMB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMTLJPMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.29

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.16

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.24

+0.47

Correlation

The correlation between EMTL and JPMB is 0.63, 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.


Dividends

EMTL vs. JPMB - Dividend Comparison

EMTL's dividend yield for the trailing twelve months is around 5.05%, less than JPMB's 6.21% yield.


TTM2025202420232022202120202019201820172016
EMTL
SPDR DoubleLine Emerging Markets Fixed Income ETF
5.05%5.09%5.34%4.78%4.19%5.43%3.28%3.96%3.35%4.16%8.87%
JPMB
JPMorgan USD Emerging Markets Sovereign Bond ETF
6.21%6.71%6.32%5.99%4.94%4.29%4.29%4.51%4.58%0.00%0.00%

Drawdowns

EMTL vs. JPMB - Drawdown Comparison

The maximum EMTL drawdown since its inception was -22.91%, smaller than the maximum JPMB drawdown of -26.33%. Use the drawdown chart below to compare losses from any high point for EMTL and JPMB.


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Drawdown Indicators


EMTLJPMBDifference

Max Drawdown

Largest peak-to-trough decline

-22.91%

-26.33%

+3.42%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-4.61%

+2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-26.16%

+3.25%

Current Drawdown

Current decline from peak

-1.52%

-3.09%

+1.57%

Average Drawdown

Average peak-to-trough decline

-3.89%

-7.19%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.20%

-0.53%

Volatility

EMTL vs. JPMB - Volatility Comparison

The current volatility for SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL) is 0.92%, while JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) has a volatility of 3.05%. This indicates that EMTL experiences smaller price fluctuations and is considered to be less risky than JPMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMTLJPMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

3.05%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

1.69%

3.81%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

2.84%

6.62%

-3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.90%

8.92%

-4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

9.71%

-5.03%