IS0S.DE vs. JPBM.DE
IS0S.DE (iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist)) and JPBM.DE (JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist)) are both Emerging Markets Bonds funds - IS0S.DE tracks the Bloomberg Emerging Markets Asia Local Currency Govt Country Capped Index while JPBM.DE tracks the JPM EMBI Global Diversified TR USD. Both are passively managed. Over the past 5 years, IS0S.DE returned 0.54%/yr vs 2.18%/yr for JPBM.DE. At a 0.45 correlation, their price movements are largely independent. IS0S.DE charges 0.50%/yr vs 0.39%/yr for JPBM.DE.
Performance
IS0S.DE vs. JPBM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0S.DE achieves a -1.86% return, which is significantly lower than JPBM.DE's 4.83% return.
IS0S.DE
- 1D
- 0.11%
- 1M
- 1.98%
- 6M
- -2.06%
- YTD
- -1.86%
- 1Y
- -3.00%
- 3Y*
- 0.27%
- 5Y*
- 0.54%
- 10Y*
- 1.09%
JPBM.DE
- 1D
- -0.15%
- 1M
- 1.85%
- 6M
- 4.96%
- YTD
- 4.83%
- 1Y
- 12.07%
- 3Y*
- 5.88%
- 5Y*
- 2.18%
- 10Y*
- —
IS0S.DE vs. JPBM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS0S.DE iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) | -1.86% | -5.90% | 7.58% | 1.14% | -1.88% | 3.53% | -0.48% | 11.65% | 6.28% |
JPBM.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | 4.83% | 0.87% | 7.74% | 5.71% | -10.77% | 5.50% | -4.06% | 21.24% | -15.26% |
Correlation
The correlation between IS0S.DE and JPBM.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2018 | 0.45 |
The correlation between IS0S.DE and JPBM.DE shifts across timeframes, from 0.45 (all time) to 0.63 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS0S.DE vs. JPBM.DE — Risk / Return Rank
IS0S.DE
JPBM.DE
IS0S.DE vs. JPBM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IS0S.DE) and JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.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.
| IS0S.DE | JPBM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -3.70 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.39 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 3.92 | -4.40 |
| Martin ratioReturn relative to average drawdown | -0.94 | 11.44 | -12.37 |
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Drawdowns
IS0S.DE vs. JPBM.DE - Drawdown Comparison
The maximum IS0S.DE drawdown since its inception was -30.09%, which is greater than JPBM.DE's maximum drawdown of -25.94%. Use the drawdown chart below to compare losses from any high point for IS0S.DE and JPBM.DE.
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Drawdown Indicators
| IS0S.DE | JPBM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -25.94% | -4.15% |
Max Drawdown (1Y)Largest decline over 1 year | -6.25% | -3.07% | -3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -11.41% | -12.49% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -11.41% | -14.10% | +2.69% |
Max Drawdown (10Y)Largest decline over 10 years | -16.46% | — | — |
Current DrawdownCurrent decline from peak | -9.65% | -1.03% | -8.62% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -9.25% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 1.05% | +2.14% |
Volatility
IS0S.DE vs. JPBM.DE - Volatility Comparison
The current volatility for iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IS0S.DE) is 1.16%, while JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.DE) has a volatility of 1.65%. This indicates that IS0S.DE experiences smaller price fluctuations and is considered to be less risky than JPBM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS0S.DE | JPBM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 1.65% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 4.03% | 4.08% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.28% | 5.93% | -0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.16% | 8.48% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.36% | 14.87% | -4.51% |
IS0S.DE vs. JPBM.DE - Expense Ratio Comparison
IS0S.DE has a 0.50% expense ratio, which is higher than JPBM.DE's 0.39% expense ratio.
Dividends
IS0S.DE vs. JPBM.DE - Dividend Comparison
IS0S.DE's dividend yield for the trailing twelve months is around 3.54%, less than JPBM.DE's 5.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0S.DE iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) | 3.54% | 3.49% | 2.94% | 2.89% | 2.96% | 2.30% | 3.05% | 2.44% | 2.50% | 2.19% | 2.90% | 1.15% |
JPBM.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | 5.69% | 6.24% | 5.67% | 5.42% | 5.58% | 3.96% | 4.40% | 4.40% | 4.04% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IS0S.DE and JPBM.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPBM.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPBM.DE is cheaper with a 0.39% expense ratio, compared with 0.50% for IS0S.DE.
IS0S.DE tracks Bloomberg Emerging Markets Asia Local Currency Govt Country Capped Index, while JPBM.DE tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.50% for IS0S.DE and 0.39% for JPBM.DE.
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