IS0Q.DE vs. JMBA.DE
IS0Q.DE (iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)) and JMBA.DE (JPM USD Emerging Markets Sovereign Bond UCITS ETF) are both Emerging Markets Bonds funds - IS0Q.DE tracks the J.P. Morgan CEMBI Broad Diversified Core Index while JMBA.DE tracks the J.P. Morgan Emerging Markets Risk-Aware Bond Index. Both are passively managed. Over the past 5 years, IS0Q.DE returned 2.56%/yr vs 1.93%/yr for JMBA.DE. A 0.70 correlation means they provide meaningful diversification when combined. IS0Q.DE charges 0.50%/yr vs 0.39%/yr for JMBA.DE.
Performance
IS0Q.DE vs. JMBA.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with IS0Q.DE having a 4.48% return and JMBA.DE slightly lower at 4.34%.
IS0Q.DE
- 1D
- 0.05%
- 1M
- 1.15%
- 6M
- 2.59%
- YTD
- 4.48%
- 1Y
- 7.17%
- 3Y*
- 6.16%
- 5Y*
- 2.56%
- 10Y*
- 3.10%
JMBA.DE
- 1D
- 0.15%
- 1M
- 0.65%
- 6M
- 3.04%
- YTD
- 4.34%
- 1Y
- 10.59%
- 3Y*
- 6.42%
- 5Y*
- 1.93%
- 10Y*
- —
IS0Q.DE vs. JMBA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IS0Q.DE iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) | 4.48% | -3.70% | 12.34% | 4.23% | -6.55% | 7.84% | -2.78% | 0.45% |
JMBA.DE JPM USD Emerging Markets Sovereign Bond UCITS ETF | 4.34% | 0.84% | 7.77% | 5.79% | -10.80% | 5.58% | -4.14% | -7.72% |
Correlation
The correlation between IS0Q.DE and JMBA.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2019 | 0.70 |
The correlation between IS0Q.DE and JMBA.DE has been stable across timeframes, ranging from 0.70 to 0.80 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IS0Q.DE vs. JMBA.DE — Risk / Return Rank
IS0Q.DE
JMBA.DE
IS0Q.DE vs. JMBA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.DE) and JPM USD Emerging Markets Sovereign Bond UCITS ETF (JMBA.DE). 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.
| IS0Q.DE | JMBA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 3.35 | -0.97 |
| Martin ratioReturn relative to average drawdown | 6.80 | 10.21 | -3.40 |
Loading charts...
Drawdowns
IS0Q.DE vs. JMBA.DE - Drawdown Comparison
The maximum IS0Q.DE drawdown since its inception was -26.03%, roughly equal to the maximum JMBA.DE drawdown of -26.66%. Use the drawdown chart below to compare losses from any high point for IS0Q.DE and JMBA.DE.
Loading charts...
Drawdown Indicators
| IS0Q.DE | JMBA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.03% | -26.66% | +0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -3.14% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -11.02% | -12.45% | +1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -11.02% | -14.09% | +3.07% |
Max Drawdown (10Y)Largest decline over 10 years | -23.18% | — | — |
Current DrawdownCurrent decline from peak | -2.21% | -1.39% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -7.55% | -11.27% | +3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 1.04% | +0.01% |
Volatility
IS0Q.DE vs. JMBA.DE - Volatility Comparison
The current volatility for iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.DE) is 0.98%, while JPM USD Emerging Markets Sovereign Bond UCITS ETF (JMBA.DE) has a volatility of 1.13%. This indicates that IS0Q.DE experiences smaller price fluctuations and is considered to be less risky than JMBA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IS0Q.DE | JMBA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 1.13% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 3.55% | 4.03% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.41% | 5.96% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.04% | 8.43% | -1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.76% | 10.70% | -1.94% |
IS0Q.DE vs. JMBA.DE - Expense Ratio Comparison
IS0Q.DE has a 0.50% expense ratio, which is higher than JMBA.DE's 0.39% expense ratio.
Dividends
IS0Q.DE vs. JMBA.DE - Dividend Comparison
IS0Q.DE's dividend yield for the trailing twelve months is around 5.51%, while JMBA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0Q.DE iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) | 5.51% | 5.61% | 5.36% | 5.07% | 4.31% | 3.54% | 4.14% | 4.58% | 4.69% | 4.55% | 4.51% | 5.13% |
JMBA.DE JPM USD Emerging Markets Sovereign Bond UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IS0Q.DE and JMBA.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JMBA.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JMBA.DE is cheaper with a 0.39% expense ratio, compared with 0.50% for IS0Q.DE.
IS0Q.DE tracks J.P. Morgan CEMBI Broad Diversified Core Index, while JMBA.DE tracks J.P. Morgan Emerging Markets Risk-Aware Bond Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.50% for IS0Q.DE and 0.39% for JMBA.DE.
Find the right allocation for IS0Q.DE and JMBA.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer