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

Key characteristics


JIDAJEMA

Correlation

-0.50.00.51.00.6

The correlation between JIDA and JEMA is 0.63, 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.

Performance

JIDA vs. JEMA - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
0.23%
JIDA
JEMA

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JIDA vs. JEMA - Expense Ratio Comparison

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

JIDA vs. JEMA - Risk-Adjusted Performance Comparison

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


JIDA
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for JIDA, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00
JEMA
Sharpe ratio
The chart of Sharpe ratio for JEMA, currently valued at 0.87, compared to the broader market-2.000.002.004.006.000.87
Sortino ratio
The chart of Sortino ratio for JEMA, currently valued at 1.34, compared to the broader market-2.000.002.004.006.008.0010.0012.001.34
Omega ratio
The chart of Omega ratio for JEMA, currently valued at 1.16, compared to the broader market1.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for JEMA, currently valued at 0.51, compared to the broader market0.005.0010.0015.000.51
Martin ratio
The chart of Martin ratio for JEMA, currently valued at 4.40, compared to the broader market0.0020.0040.0060.0080.00100.004.40

JIDA vs. JEMA - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.00
0.87
JIDA
JEMA

Dividends

JIDA vs. JEMA - Dividend Comparison

JIDA has not paid dividends to shareholders, while JEMA's dividend yield for the trailing twelve months is around 2.77%.


TTM202320222021
JIDA
JPMorgan ActiveBuilders International Equity ETF
0.00%0.00%3.16%1.09%
JEMA
JPMorgan ActiveBuilders Emerging Markets Equity ETF
2.77%2.95%2.68%1.54%

Drawdowns

JIDA vs. JEMA - Drawdown Comparison


-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-8.73%
-17.74%
JIDA
JEMA

Volatility

JIDA vs. JEMA - Volatility Comparison

The current volatility for JPMorgan ActiveBuilders International Equity ETF (JIDA) is 0.00%, while JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) has a volatility of 4.75%. This indicates that JIDA experiences smaller price fluctuations and is considered to be less risky than JEMA 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%JuneJulyAugustSeptemberOctoberNovember0
4.75%
JIDA
JEMA