JMAB.L vs. EMGB.L
Compare and contrast key facts about JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF (JMAB.L) and VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EMGB.L).
JMAB.L and EMGB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JMAB.L is a passively managed fund by JPMorgan that tracks the performance of the JPM EMBI Global Diversified TR USD. It was launched on Dec 3, 2019. EMGB.L is a passively managed fund by VanEck that tracks the performance of the JPM GBI-EM Global Diversified TR USD. It was launched on Apr 7, 2017. Both JMAB.L and EMGB.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JMAB.L vs. EMGB.L - Performance Comparison
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JMAB.L vs. EMGB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JMAB.L JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF | -0.46% | 5.64% | 3.60% | 3.51% | -6.11% | -1.18% | 1.75% | 2.11% |
EMGB.L VanEck J.P. Morgan EM Local Currency Bond UCITS ETF | -0.01% | 10.22% | -0.96% | 4.28% | 0.69% | -8.70% | -0.78% | 2.56% |
Returns By Period
In the year-to-date period, JMAB.L achieves a -0.46% return, which is significantly lower than EMGB.L's -0.01% return.
JMAB.L
- 1D
- 0.17%
- 1M
- -1.81%
- YTD
- -0.46%
- 6M
- 1.71%
- 1Y
- 5.24%
- 3Y*
- 4.16%
- 5Y*
- 2.23%
- 10Y*
- —
EMGB.L
- 1D
- 0.31%
- 1M
- -2.61%
- YTD
- -0.01%
- 6M
- 3.21%
- 1Y
- 9.14%
- 3Y*
- 3.76%
- 5Y*
- 2.58%
- 10Y*
- —
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JMAB.L vs. EMGB.L - Expense Ratio Comparison
JMAB.L has a 0.39% expense ratio, which is higher than EMGB.L's 0.30% expense ratio.
Return for Risk
JMAB.L vs. EMGB.L — Risk / Return Rank
JMAB.L
EMGB.L
JMAB.L vs. EMGB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF (JMAB.L) and VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EMGB.L). 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.
| JMAB.L | EMGB.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 1.78 | -1.07 |
Sortino ratioReturn per unit of downside risk | 0.99 | 2.61 | -1.63 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.33 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 2.01 | -0.80 |
Martin ratioReturn relative to average drawdown | 2.88 | 7.78 | -4.90 |
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
| JMAB.L | EMGB.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 1.78 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.37 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.04 | +0.10 |
Correlation
The correlation between JMAB.L and EMGB.L is 0.65, 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
JMAB.L vs. EMGB.L - Dividend Comparison
Neither JMAB.L nor EMGB.L has paid dividends to shareholders.
Drawdowns
JMAB.L vs. EMGB.L - Drawdown Comparison
The maximum JMAB.L drawdown since its inception was -16.21%, smaller than the maximum EMGB.L drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for JMAB.L and EMGB.L.
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Drawdown Indicators
| JMAB.L | EMGB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -20.56% | +4.35% |
Max Drawdown (1Y)Largest decline over 1 year | -5.51% | -4.68% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -13.80% | -9.57% | -4.23% |
Current DrawdownCurrent decline from peak | -2.42% | -4.07% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -7.29% | -10.79% | +3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.21% | +0.72% |
Volatility
JMAB.L vs. EMGB.L - Volatility Comparison
JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF (JMAB.L) and VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EMGB.L) have volatilities of 2.40% and 2.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMAB.L | EMGB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 2.38% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 4.52% | 3.95% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.32% | 5.11% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.68% | 6.93% | +1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 8.38% | +1.21% |