JMAB.L vs. JEPG.L
JMAB.L (JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - JMAB.L is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD, while JEPG.L is a Global Equities fund actively managed by JPMorgan. JMAB.L is passively managed, while JEPG.L is actively managed. Over the past year, JMAB.L returned 12.20% vs 1.71% for JEPG.L. At a 0.34 correlation, their price movements are largely independent. JMAB.L charges 0.39%/yr vs 0.35%/yr for JEPG.L.
Performance
JMAB.L vs. JEPG.L - Performance Comparison
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Different Trading Currencies
JMAB.L is traded in GBP, while JEPG.L is traded in USD. To make them comparable, the JEPG.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, JMAB.L achieves a 1.93% return, which is significantly higher than JEPG.L's -2.25% return.
JMAB.L
- 1D
- 0.33%
- 1M
- 2.07%
- YTD
- 1.93%
- 6M
- 1.52%
- 1Y
- 12.20%
- 3Y*
- 5.18%
- 5Y*
- 2.63%
- 10Y*
- —
JEPG.L
- 1D
- 0.03%
- 1M
- -0.47%
- YTD
- -2.25%
- 6M
- -2.72%
- 1Y
- 1.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JMAB.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JMAB.L JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF | 1.93% | 5.64% | 3.60% | 1.55% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -2.25% | 4.39% | 9.72% | 0.25% |
Correlation
The correlation between JMAB.L and JEPG.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.35 |
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Return for Risk
JMAB.L vs. JEPG.L — Risk / Return Rank
JMAB.L
JEPG.L
JMAB.L vs. JEPG.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 JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.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 | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.89 | ||
| Sortino ratioReturn per unit of downside risk | +2.66 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.04 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 0.19 | +2.58 |
| Martin ratioReturn relative to average drawdown | 7.77 | 0.54 | +7.23 |
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
| JMAB.L | JEPG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 0.17 | +1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.42 | -0.24 |
Drawdowns
JMAB.L vs. JEPG.L - Drawdown Comparison
The maximum JMAB.L drawdown since its inception was -16.21%, which is greater than JEPG.L's maximum drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for JMAB.L and JEPG.L.
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Drawdown Indicators
| JMAB.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -8.78% | -7.43% |
Max Drawdown (1Y)Largest decline over 1 year | -4.38% | -8.78% | +4.40% |
Max Drawdown (3Y)Largest decline over 3 years | -8.77% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.80% | — | — |
Current DrawdownCurrent decline from peak | -0.07% | -7.54% | +7.47% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -2.79% | -4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 3.14% | -1.57% |
Volatility
JMAB.L vs. JEPG.L - Volatility Comparison
The current volatility for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF (JMAB.L) is 1.58%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) has a volatility of 2.91%. This indicates that JMAB.L experiences smaller price fluctuations and is considered to be less risky than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMAB.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.58% | 2.91% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 4.36% | 7.32% | -2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.91% | 10.24% | -4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.62% | 11.34% | -2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.51% | 11.34% | -1.83% |
JMAB.L vs. JEPG.L - Expense Ratio Comparison
JMAB.L has a 0.39% expense ratio, which is higher than JEPG.L's 0.35% expense ratio.
Dividends
JMAB.L vs. JEPG.L - Dividend Comparison
JMAB.L has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 8.88%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.88% | 7.86% | 6.50% |
JMAB.L JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JMAB.L and JEPG.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPG.L is cheaper with a 0.35% expense ratio, compared with 0.39% for JMAB.L.
JMAB.L is categorized as Emerging Markets Bonds, while JEPG.L is Global Equities. Their fees differ too: 0.39% for JMAB.L and 0.35% for JEPG.L.
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