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IBND vs. JEMA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBND vs. JEMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) and JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA). The values are adjusted to include any dividend payments, if applicable.

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IBND vs. JEMA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
-2.80%16.17%-2.81%10.38%-19.44%-5.12%
JEMA
JPMorgan ActiveBuilders Emerging Markets Equity ETF
6.18%34.89%5.68%9.82%-24.98%-4.78%

Returns By Period

In the year-to-date period, IBND achieves a -2.80% return, which is significantly lower than JEMA's 6.18% return.


IBND

1D
1.34%
1M
-4.53%
YTD
-2.80%
6M
-2.44%
1Y
8.16%
3Y*
5.46%
5Y*
-1.27%
10Y*
0.50%

JEMA

1D
3.81%
1M
-8.75%
YTD
6.18%
6M
12.69%
1Y
40.05%
3Y*
15.97%
5Y*
3.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBND vs. JEMA - Expense Ratio Comparison

IBND has a 0.50% expense ratio, which is higher than JEMA's 0.39% expense ratio.


Return for Risk

IBND vs. JEMA — Risk / Return Rank

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

IBND
IBND Risk / Return Rank: 4949
Overall Rank
IBND Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IBND Sortino Ratio Rank: 5555
Sortino Ratio Rank
IBND Omega Ratio Rank: 4545
Omega Ratio Rank
IBND Calmar Ratio Rank: 4848
Calmar Ratio Rank
IBND Martin Ratio Rank: 4343
Martin Ratio Rank

JEMA
JEMA Risk / Return Rank: 9090
Overall Rank
JEMA Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
JEMA Sortino Ratio Rank: 8989
Sortino Ratio Rank
JEMA Omega Ratio Rank: 9090
Omega Ratio Rank
JEMA Calmar Ratio Rank: 9090
Calmar Ratio Rank
JEMA Martin Ratio Rank: 9191
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.

IBND vs. JEMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) and JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA). 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.


IBNDJEMADifference

Sharpe ratio

Return per unit of total volatility

0.92

1.90

-0.98

Sortino ratio

Return per unit of downside risk

1.41

2.50

-1.10

Omega ratio

Gain probability vs. loss probability

1.17

1.38

-0.21

Calmar ratio

Return relative to maximum drawdown

1.17

3.01

-1.83

Martin ratio

Return relative to average drawdown

3.91

12.02

-8.11

IBND vs. JEMA - Sharpe Ratio Comparison

The current IBND Sharpe Ratio is 0.92, which is lower than the JEMA Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of IBND and JEMA, 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


IBNDJEMADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.90

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.20

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.19

-0.05

Correlation

The correlation between IBND and JEMA is 0.44, 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

IBND vs. JEMA - Dividend Comparison

IBND's dividend yield for the trailing twelve months is around 2.65%, less than JEMA's 2.76% yield.


TTM20252024202320222021202020192018201720162015
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
2.65%2.49%2.61%2.08%0.54%0.38%0.45%0.67%0.71%0.34%0.01%0.01%
JEMA
JPMorgan ActiveBuilders Emerging Markets Equity ETF
2.76%2.93%2.44%2.95%2.69%1.54%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IBND vs. JEMA - Drawdown Comparison

The maximum IBND drawdown since its inception was -35.62%, smaller than the maximum JEMA drawdown of -39.50%. Use the drawdown chart below to compare losses from any high point for IBND and JEMA.


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Drawdown Indicators


IBNDJEMADifference

Max Drawdown

Largest peak-to-trough decline

-35.62%

-39.50%

+3.88%

Max Drawdown (1Y)

Largest decline over 1 year

-6.75%

-13.11%

+6.36%

Max Drawdown (5Y)

Largest decline over 5 years

-34.32%

-39.50%

+5.18%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

Current Drawdown

Current decline from peak

-11.03%

-9.80%

-1.23%

Average Drawdown

Average peak-to-trough decline

-10.65%

-17.56%

+6.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

3.28%

-1.25%

Volatility

IBND vs. JEMA - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) is 4.05%, while JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) has a volatility of 11.08%. This indicates that IBND experiences smaller price fluctuations and is considered to be less risky than JEMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBNDJEMADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

11.08%

-7.03%

Volatility (6M)

Calculated over the trailing 6-month period

5.56%

15.52%

-9.96%

Volatility (1Y)

Calculated over the trailing 1-year period

8.92%

21.20%

-12.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.70%

18.54%

-8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

18.55%

-9.61%