JMBA.DE vs. IS0Q.DE
JMBA.DE (JPM USD Emerging Markets Sovereign Bond UCITS ETF) and IS0Q.DE (iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)) are both Emerging Markets Bonds funds - JMBA.DE tracks the J.P. Morgan Emerging Markets Risk-Aware Bond Index while IS0Q.DE tracks the J.P. Morgan CEMBI Broad Diversified Core Index. Both are passively managed. Over the past 5 years, JMBA.DE returned 1.93%/yr vs 2.56%/yr for IS0Q.DE. A 0.70 correlation means they provide meaningful diversification when combined. JMBA.DE charges 0.39%/yr vs 0.50%/yr for IS0Q.DE.
Performance
JMBA.DE vs. IS0Q.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with JMBA.DE having a 4.34% return and IS0Q.DE slightly higher at 4.48%.
JMBA.DE
- 1D
- 0.15%
- 1M
- 0.65%
- 6M
- 3.04%
- YTD
- 4.34%
- 1Y
- 10.59%
- 3Y*
- 6.42%
- 5Y*
- 1.93%
- 10Y*
- —
IS0Q.DE
- 1D
- 0.05%
- 1M
- 1.15%
- 6M
- 2.59%
- YTD
- 4.48%
- 1Y
- 7.17%
- 3Y*
- 6.16%
- 5Y*
- 2.56%
- 10Y*
- 3.10%
JMBA.DE vs. IS0Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JMBA.DE JPM USD Emerging Markets Sovereign Bond UCITS ETF | 4.34% | 0.84% | 7.77% | 5.79% | -10.80% | 5.58% | -4.14% | -7.72% |
IS0Q.DE iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) | 4.48% | -3.70% | 12.34% | 4.23% | -6.55% | 7.84% | -2.78% | 0.45% |
Correlation
The correlation between JMBA.DE and IS0Q.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2019 | 0.70 |
The correlation between JMBA.DE and IS0Q.DE has been stable across timeframes, ranging from 0.70 to 0.80 - a consistent structural relationship.
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Return for Risk
JMBA.DE vs. IS0Q.DE — Risk / Return Rank
JMBA.DE
IS0Q.DE
JMBA.DE vs. IS0Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM USD Emerging Markets Sovereign Bond UCITS ETF (JMBA.DE) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JMBA.DE | IS0Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.24 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.38 | +0.97 |
| Martin ratioReturn relative to average drawdown | 10.21 | 6.80 | +3.40 |
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Drawdowns
JMBA.DE vs. IS0Q.DE - Drawdown Comparison
The maximum JMBA.DE drawdown since its inception was -26.66%, roughly equal to the maximum IS0Q.DE drawdown of -26.03%. Use the drawdown chart below to compare losses from any high point for JMBA.DE and IS0Q.DE.
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Drawdown Indicators
| JMBA.DE | IS0Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.66% | -26.03% | -0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -2.99% | -0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -12.45% | -11.02% | -1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -14.09% | -11.02% | -3.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.18% | — |
Current DrawdownCurrent decline from peak | -1.39% | -2.21% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -11.27% | -7.55% | -3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 1.05% | -0.01% |
Volatility
JMBA.DE vs. IS0Q.DE - Volatility Comparison
JPM USD Emerging Markets Sovereign Bond UCITS ETF (JMBA.DE) has a higher volatility of 1.13% compared to iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.DE) at 0.98%. This indicates that JMBA.DE's price experiences larger fluctuations and is considered to be riskier than IS0Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMBA.DE | IS0Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 0.98% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 4.03% | 3.55% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.96% | 5.41% | +0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.43% | 7.04% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.70% | 8.76% | +1.94% |
JMBA.DE vs. IS0Q.DE - Expense Ratio Comparison
JMBA.DE has a 0.39% expense ratio, which is lower than IS0Q.DE's 0.50% expense ratio.
Dividends
JMBA.DE vs. IS0Q.DE - Dividend Comparison
JMBA.DE has not paid dividends to shareholders, while IS0Q.DE's dividend yield for the trailing twelve months is around 5.51%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0Q.DE iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) | 5.51% | 5.61% | 5.36% | 5.07% | 4.31% | 3.54% | 4.14% | 4.58% | 4.69% | 4.55% | 4.51% | 5.13% |
JMBA.DE JPM USD Emerging Markets Sovereign Bond UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JMBA.DE and IS0Q.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JMBA.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JMBA.DE is cheaper with a 0.39% expense ratio, compared with 0.50% for IS0Q.DE.
JMBA.DE tracks J.P. Morgan Emerging Markets Risk-Aware Bond Index, while IS0Q.DE tracks J.P. Morgan CEMBI Broad Diversified Core Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.39% for JMBA.DE and 0.50% for IS0Q.DE.
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