PortfoliosLab logoPortfoliosLab logo
IS0Q.DE vs. JMBA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0Q.DE vs. JMBA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.DE) and JPM USD Emerging Markets Sovereign Bond UCITS ETF (JMBA.DE). The values are adjusted to include any dividend payments, if applicable.

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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0Q.DE vs. JMBA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

IS0Q.DE
IS0Q.DE Risk / Return Rank: 5555
Overall Rank
IS0Q.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IS0Q.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IS0Q.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IS0Q.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
IS0Q.DE Martin Ratio Rank: 5353
Martin Ratio Rank

JMBA.DE
JMBA.DE Risk / Return Rank: 7878
Overall Rank
JMBA.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
JMBA.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
JMBA.DE Omega Ratio Rank: 7878
Omega Ratio Rank
JMBA.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
JMBA.DE Martin Ratio Rank: 7575
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.

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.DEJMBA.DEDifference
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

IS0Q.DE vs. JMBA.DE - Sharpe Ratio Comparison

The current IS0Q.DE Sharpe Ratio is 1.35, which is comparable to the JMBA.DE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of IS0Q.DE and JMBA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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.DEJMBA.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.21%

-1.39%

-0.82%

Average Drawdown

Average peak-to-trough decline

-7.55%

-11.27%

+3.72%

Ulcer Index

Depth 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.DEJMBA.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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