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JMBA.DE vs. IUS7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JMBA.DE vs. IUS7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPM USD Emerging Markets Sovereign Bond UCITS ETF (JMBA.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JMBA.DE achieves a 4.33% return, which is significantly lower than IUS7.DE's 4.85% return.


JMBA.DE

1D
-0.15%
1M
0.55%
6M
3.60%
YTD
4.33%
1Y
10.91%
3Y*
6.62%
5Y*
1.93%
10Y*

IUS7.DE

1D
0.16%
1M
0.76%
6M
4.15%
YTD
4.85%
1Y
11.77%
3Y*
8.16%
5Y*
2.45%
10Y*
2.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMBA.DE vs. IUS7.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JMBA.DE
JPM USD Emerging Markets Sovereign Bond UCITS ETF
4.33%0.84%7.77%5.79%-10.80%5.58%-4.14%-7.72%
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
4.85%1.15%11.75%6.76%-13.15%5.75%-4.03%2.24%

Correlation

The correlation between JMBA.DE and IUS7.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2019

0.91

The correlation between JMBA.DE and IUS7.DE has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

JMBA.DE vs. IUS7.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JMBA.DE
JMBA.DE Risk / Return Rank: 8282
Overall Rank
JMBA.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
JMBA.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
JMBA.DE Omega Ratio Rank: 8383
Omega Ratio Rank
JMBA.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
JMBA.DE Martin Ratio Rank: 7878
Martin Ratio Rank

IUS7.DE
IUS7.DE Risk / Return Rank: 7878
Overall Rank
IUS7.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 7676
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JMBA.DE vs. IUS7.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 USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.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.DEIUS7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.39

1.36

+0.04

Calmar ratioReturn relative to maximum drawdown

3.84

3.79

+0.05

Martin ratioReturn relative to average drawdown

11.71

11.14

+0.57

JMBA.DE vs. IUS7.DE - Sharpe Ratio Comparison

The current JMBA.DE Sharpe Ratio is 2.03, which is comparable to the IUS7.DE Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of JMBA.DE and IUS7.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JMBA.DE vs. IUS7.DE - Drawdown Comparison

The maximum JMBA.DE drawdown since its inception was -26.66%, roughly equal to the maximum IUS7.DE drawdown of -27.13%. Use the drawdown chart below to compare losses from any high point for JMBA.DE and IUS7.DE.


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Drawdown Indicators


JMBA.DEIUS7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.66%

-27.13%

+0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-3.09%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-12.45%

-12.95%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-14.09%

-15.91%

+1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-27.13%

Current Drawdown

Current decline from peak

-1.40%

-1.03%

-0.37%

Average Drawdown

Average peak-to-trough decline

-11.27%

-6.39%

-4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.05%

-0.02%

Volatility

JMBA.DE vs. IUS7.DE - Volatility Comparison

JPM USD Emerging Markets Sovereign Bond UCITS ETF (JMBA.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) have volatilities of 1.53% and 1.55%, 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


JMBA.DEIUS7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.55%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

4.23%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

6.05%

6.19%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.43%

8.56%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.70%

11.00%

-0.30%

JMBA.DE vs. IUS7.DE - Expense Ratio Comparison

JMBA.DE has a 0.39% expense ratio, which is lower than IUS7.DE's 0.45% expense ratio.


Dividends

JMBA.DE vs. IUS7.DE - Dividend Comparison

JMBA.DE has not paid dividends to shareholders, while IUS7.DE's dividend yield for the trailing twelve months is around 5.65%.


PositionTTM20252024202320222021202020192018201720162015
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.65%6.10%5.62%5.77%5.63%3.81%4.18%4.73%4.70%5.11%5.30%4.71%
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 IUS7.DE have a correlation of 0.89, 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 0.45% for IUS7.DE.

JMBA.DE tracks J.P. Morgan Emerging Markets Risk-Aware Bond Index, while IUS7.DE tracks JP Morgan EMBI Global Core. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.39% for JMBA.DE and 0.45% for IUS7.DE.

Portfolio Optimizer

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