JMAB.L vs. VEMA.L
Compare and contrast key facts about JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF (JMAB.L) and Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating (VEMA.L).
JMAB.L and VEMA.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. VEMA.L is a passively managed fund by Vanguard that tracks the performance of the JPM EMBI Global Diversified TR USD. It was launched on Feb 19, 2019. Both JMAB.L and VEMA.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. VEMA.L - Performance Comparison
Loading graphics...
JMAB.L vs. VEMA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JMAB.L JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF | 0.17% | 5.64% | 3.60% | 3.51% | -6.11% | -1.18% | 1.75% | 2.11% |
VEMA.L Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating | 0.33% | 4.15% | 8.11% | 3.45% | -5.29% | -0.35% | 2.49% | 1.57% |
Returns By Period
In the year-to-date period, JMAB.L achieves a 0.17% return, which is significantly lower than VEMA.L's 0.33% return.
JMAB.L
- 1D
- 0.63%
- 1M
- -0.95%
- YTD
- 0.17%
- 6M
- 1.81%
- 1Y
- 6.23%
- 3Y*
- 4.25%
- 5Y*
- 2.36%
- 10Y*
- —
VEMA.L
- 1D
- -24.53%
- 1M
- -1.15%
- YTD
- 0.33%
- 6M
- 2.73%
- 1Y
- 5.55%
- 3Y*
- 5.30%
- 5Y*
- 3.11%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JMAB.L vs. VEMA.L - Expense Ratio Comparison
JMAB.L has a 0.39% expense ratio, which is higher than VEMA.L's 0.25% expense ratio.
Return for Risk
JMAB.L vs. VEMA.L — Risk / Return Rank
JMAB.L
VEMA.L
JMAB.L vs. VEMA.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 Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating (VEMA.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 | VEMA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.13 | +0.71 |
Sortino ratioReturn per unit of downside risk | 1.16 | 0.55 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.21 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 0.30 | +1.48 |
Martin ratioReturn relative to average drawdown | 4.21 | 2.97 | +1.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JMAB.L | VEMA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.13 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.15 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.16 | -0.01 |
Correlation
The correlation between JMAB.L and VEMA.L is 0.91, 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
JMAB.L vs. VEMA.L - Dividend Comparison
Neither JMAB.L nor VEMA.L has paid dividends to shareholders.
Drawdowns
JMAB.L vs. VEMA.L - Drawdown Comparison
The maximum JMAB.L drawdown since its inception was -16.21%, smaller than the maximum VEMA.L drawdown of -24.53%. Use the drawdown chart below to compare losses from any high point for JMAB.L and VEMA.L.
Loading graphics...
Drawdown Indicators
| JMAB.L | VEMA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -24.53% | +8.32% |
Max Drawdown (1Y)Largest decline over 1 year | -4.57% | -24.53% | +19.96% |
Max Drawdown (5Y)Largest decline over 5 years | -13.80% | -24.53% | +10.73% |
Current DrawdownCurrent decline from peak | -1.80% | -24.53% | +22.73% |
Average DrawdownAverage peak-to-trough decline | -7.29% | -6.39% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.44% | -0.51% |
Volatility
JMAB.L vs. VEMA.L - Volatility Comparison
The current volatility for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF (JMAB.L) is 2.49%, while Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating (VEMA.L) has a volatility of 41.00%. This indicates that JMAB.L experiences smaller price fluctuations and is considered to be less risky than VEMA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JMAB.L | VEMA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 41.00% | -38.51% |
Volatility (6M)Calculated over the trailing 6-month period | 4.55% | 40.37% | -35.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.32% | 41.53% | -34.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.68% | 20.07% | -11.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 18.10% | -8.51% |