JEMA vs. VWO
Compare and contrast key facts about JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and Vanguard FTSE Emerging Markets ETF (VWO).
JEMA and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Performance
JEMA vs. VWO - Performance Comparison
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JEMA vs. VWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JEMA JPMorgan ActiveBuilders Emerging Markets Equity ETF | 7.12% | 34.89% | 5.68% | 9.82% | -24.98% | -4.78% |
VWO Vanguard FTSE Emerging Markets ETF | 0.84% | 25.60% | 10.59% | 9.25% | -17.98% | -5.72% |
Returns By Period
In the year-to-date period, JEMA achieves a 7.12% return, which is significantly higher than VWO's 0.84% return.
JEMA
- 1D
- 0.88%
- 1M
- -6.92%
- YTD
- 7.12%
- 6M
- 12.64%
- 1Y
- 40.44%
- 3Y*
- 16.31%
- 5Y*
- 3.93%
- 10Y*
- —
VWO
- 1D
- 0.30%
- 1M
- -5.29%
- YTD
- 0.84%
- 6M
- 1.39%
- 1Y
- 22.71%
- 3Y*
- 13.84%
- 5Y*
- 3.90%
- 10Y*
- 7.66%
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JEMA vs. VWO - Expense Ratio Comparison
JEMA has a 0.39% expense ratio, which is higher than VWO's 0.08% expense ratio.
Return for Risk
JEMA vs. VWO — Risk / Return Rank
JEMA
VWO
JEMA vs. VWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and Vanguard FTSE Emerging Markets ETF (VWO). 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 | VWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 1.28 | +0.64 |
Sortino ratioReturn per unit of downside risk | 2.52 | 1.80 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.26 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.15 | 1.89 | +1.26 |
Martin ratioReturn relative to average drawdown | 12.41 | 7.18 | +5.23 |
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 | VWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 1.28 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.23 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.25 | -0.05 |
Correlation
The correlation between JEMA and VWO is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JEMA vs. VWO - Dividend Comparison
JEMA's dividend yield for the trailing twelve months is around 2.73%, more than VWO's 2.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMA JPMorgan ActiveBuilders Emerging Markets Equity ETF | 2.73% | 2.93% | 2.44% | 2.95% | 2.69% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 2.68% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Drawdowns
JEMA vs. VWO - Drawdown Comparison
The maximum JEMA drawdown since its inception was -39.50%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for JEMA and VWO.
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Drawdown Indicators
| JEMA | VWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.50% | -67.68% | +28.18% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -12.23% | -0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -39.50% | -32.80% | -6.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.39% | — |
Current DrawdownCurrent decline from peak | -9.00% | -8.13% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -17.55% | -15.93% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 3.22% | +0.11% |
Volatility
JEMA vs. VWO - Volatility Comparison
JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) has a higher volatility of 9.83% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 7.41%. This indicates that JEMA's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEMA | VWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.83% | 7.41% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 15.54% | 12.26% | +3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.20% | 17.83% | +3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.55% | 17.21% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.55% | 19.18% | -0.63% |