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JEMA vs. JIDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JEMA and JIDA is 0.61, 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.


-0.50.00.51.00.6

Performance

JEMA vs. JIDA - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.31%
0
JEMA
JIDA

Key characteristics

Returns By Period


JEMA

YTD

3.72%

1M

5.38%

6M

5.58%

1Y

11.48%

5Y*

N/A

10Y*

N/A

JIDA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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JEMA vs. JIDA - Expense Ratio Comparison

JEMA has a 0.39% expense ratio, which is higher than JIDA's 0.25% expense ratio.


JEMA
JPMorgan ActiveBuilders Emerging Markets Equity ETF
Expense ratio chart for JEMA: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for JIDA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

JEMA vs. JIDA — Risk-Adjusted Performance Rank

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

JEMA
The Risk-Adjusted Performance Rank of JEMA is 2424
Overall Rank
The Sharpe Ratio Rank of JEMA is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of JEMA is 2525
Sortino Ratio Rank
The Omega Ratio Rank of JEMA is 2424
Omega Ratio Rank
The Calmar Ratio Rank of JEMA is 2121
Calmar Ratio Rank
The Martin Ratio Rank of JEMA is 2525
Martin Ratio Rank

JIDA
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JEMA vs. JIDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and JPMorgan ActiveBuilders International Equity ETF (JIDA). 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.


Sharpe ratio
The chart of Sharpe ratio for JEMA, currently valued at 0.70, compared to the broader market0.002.004.000.70
The chart of Sortino ratio for JEMA, currently valued at 1.09, compared to the broader market0.005.0010.001.09
The chart of Omega ratio for JEMA, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.13
The chart of Calmar ratio for JEMA, currently valued at 0.44, compared to the broader market0.005.0010.0015.0020.000.44
The chart of Martin ratio for JEMA, currently valued at 2.29, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.29
JEMA
JIDA


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.70
1.00
JEMA
JIDA

Dividends

JEMA vs. JIDA - Dividend Comparison

JEMA's dividend yield for the trailing twelve months is around 2.35%, while JIDA has not paid dividends to shareholders.


TTM2024202320222021
JEMA
JPMorgan ActiveBuilders Emerging Markets Equity ETF
2.35%2.44%2.95%2.68%1.54%
JIDA
JPMorgan ActiveBuilders International Equity ETF
0.00%0.00%0.00%3.16%1.09%

Drawdowns

JEMA vs. JIDA - Drawdown Comparison


-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%SeptemberOctoberNovemberDecember2025February
-15.50%
-8.73%
JEMA
JIDA

Volatility

JEMA vs. JIDA - Volatility Comparison

JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) has a higher volatility of 4.79% compared to JPMorgan ActiveBuilders International Equity ETF (JIDA) at 0.00%. This indicates that JEMA's price experiences larger fluctuations and is considered to be riskier than JIDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
4.79%
0
JEMA
JIDA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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