JEMA vs. IBND
Compare and contrast key facts about JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and SPDR Bloomberg Barclays International Corporate Bond ETF (IBND).
JEMA and IBND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEMA is an actively managed fund by JPMorgan. It was launched on Mar 10, 2021. IBND is a passively managed fund by State Street that tracks the performance of the Bloomberg Global Aggregate x USD >$1B: Corporate Bond. It was launched on May 19, 2010.
Performance
JEMA vs. IBND - Performance Comparison
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JEMA vs. IBND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JEMA JPMorgan ActiveBuilders Emerging Markets Equity ETF | 6.18% | 34.89% | 5.68% | 9.82% | -24.98% | -4.78% |
IBND SPDR Bloomberg Barclays International Corporate Bond ETF | -2.80% | 16.17% | -2.81% | 10.38% | -19.44% | -5.12% |
Returns By Period
In the year-to-date period, JEMA achieves a 6.18% return, which is significantly higher than IBND's -2.80% return.
JEMA
- 1D
- 3.81%
- 1M
- -8.75%
- YTD
- 6.18%
- 6M
- 12.69%
- 1Y
- 40.05%
- 3Y*
- 15.97%
- 5Y*
- 3.75%
- 10Y*
- —
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%
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JEMA vs. IBND - Expense Ratio Comparison
JEMA has a 0.39% expense ratio, which is lower than IBND's 0.50% expense ratio.
Return for Risk
JEMA vs. IBND — Risk / Return Rank
JEMA
IBND
JEMA vs. IBND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and SPDR Bloomberg Barclays International Corporate Bond ETF (IBND). 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.
| JEMA | IBND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 0.92 | +0.98 |
Sortino ratioReturn per unit of downside risk | 2.50 | 1.41 | +1.10 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.17 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.01 | 1.17 | +1.83 |
Martin ratioReturn relative to average drawdown | 12.02 | 3.91 | +8.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JEMA | IBND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 0.92 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | -0.13 | +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 | 0.19 | 0.14 | +0.05 |
Correlation
The correlation between JEMA and IBND 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
JEMA vs. IBND - Dividend Comparison
JEMA's dividend yield for the trailing twelve months is around 2.76%, more than IBND's 2.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IBND SPDR Bloomberg Barclays International Corporate Bond ETF | 2.45% | 2.49% | 2.61% | 2.08% | 0.54% | 0.38% | 0.45% | 0.67% | 0.71% | 0.34% | 0.01% | 0.01% |
Drawdowns
JEMA vs. IBND - Drawdown Comparison
The maximum JEMA drawdown since its inception was -39.50%, which is greater than IBND's maximum drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for JEMA and IBND.
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Drawdown Indicators
| JEMA | IBND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.50% | -35.62% | -3.88% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -6.75% | -6.36% |
Max Drawdown (5Y)Largest decline over 5 years | -39.50% | -34.32% | -5.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.62% | — |
Current DrawdownCurrent decline from peak | -9.80% | -11.03% | +1.23% |
Average DrawdownAverage peak-to-trough decline | -17.56% | -10.65% | -6.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.03% | +1.25% |
Volatility
JEMA vs. IBND - Volatility Comparison
JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) has a higher volatility of 11.08% compared to SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) at 4.05%. This indicates that JEMA's price experiences larger fluctuations and is considered to be riskier than IBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMA | IBND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.08% | 4.05% | +7.03% |
Volatility (6M)Calculated over the trailing 6-month period | 15.52% | 5.56% | +9.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.20% | 8.92% | +12.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 9.70% | +8.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.55% | 8.94% | +9.61% |