JMBA.DE vs. JEQP.DE
JMBA.DE (JPM USD Emerging Markets Sovereign Bond UCITS ETF) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JMBA.DE is a Emerging Markets Bonds fund tracking the J.P. Morgan Emerging Markets Risk-Aware Bond Index, while JEQP.DE is a Nasdaq-100 fund actively managed by JPMorgan. JMBA.DE is passively managed, while JEQP.DE is actively managed. Over the past year, JMBA.DE returned 10.91% vs 25.32% for JEQP.DE. A 0.55 correlation means they provide meaningful diversification when combined. JMBA.DE charges 0.39%/yr vs 0.35%/yr for JEQP.DE.
Performance
JMBA.DE vs. JEQP.DE - Performance Comparison
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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 JEQP.DE's 12.05% 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*
- —
JEQP.DE
- 1D
- 0.00%
- 1M
- 1.09%
- 6M
- 10.81%
- YTD
- 12.05%
- 1Y
- 25.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JMBA.DE vs. JEQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JMBA.DE JPM USD Emerging Markets Sovereign Bond UCITS ETF | 4.33% | 0.84% | 2.81% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 12.05% | 1.98% | 2.22% |
Correlation
The correlation between JMBA.DE and JEQP.DE is 0.54, 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 | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2024 | 0.55 |
The correlation between JMBA.DE and JEQP.DE has been stable across timeframes, ranging from 0.54 to 0.55 - a consistent structural relationship.
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Return for Risk
JMBA.DE vs. JEQP.DE — Risk / Return Rank
JMBA.DE
JEQP.DE
JMBA.DE vs. JEQP.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 JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.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 | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.36 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.84 | 4.57 | -0.74 |
| Martin ratioReturn relative to average drawdown | 11.71 | 15.18 | -3.47 |
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Drawdowns
JMBA.DE vs. JEQP.DE - Drawdown Comparison
The maximum JMBA.DE drawdown since its inception was -26.66%, which is greater than JEQP.DE's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for JMBA.DE and JEQP.DE.
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Drawdown Indicators
| JMBA.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.66% | -24.03% | -2.63% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -5.56% | +2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -12.45% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -14.09% | — | — |
Current DrawdownCurrent decline from peak | -1.40% | -1.05% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -11.27% | -5.54% | -5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 1.67% | -0.64% |
Volatility
JMBA.DE vs. JEQP.DE - Volatility Comparison
The current volatility for JPM USD Emerging Markets Sovereign Bond UCITS ETF (JMBA.DE) is 1.53%, while JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) has a volatility of 4.76%. This indicates that JMBA.DE experiences smaller price fluctuations and is considered to be less risky than JEQP.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 | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 4.76% | -3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 4.11% | 9.57% | -5.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.05% | 13.11% | -7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.43% | 16.63% | -8.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.70% | 16.63% | -5.93% |
JMBA.DE vs. JEQP.DE - Expense Ratio Comparison
JMBA.DE has a 0.39% expense ratio, which is higher than JEQP.DE's 0.35% expense ratio.
Dividends
JMBA.DE vs. JEQP.DE - Dividend Comparison
JMBA.DE has not paid dividends to shareholders, while JEQP.DE's dividend yield for the trailing twelve months is around 9.93%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 9.93% | 10.43% | 0.73% |
JMBA.DE JPM USD Emerging Markets Sovereign Bond UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JMBA.DE and JEQP.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEQP.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEQP.DE is cheaper with a 0.35% expense ratio, compared with 0.39% for JMBA.DE.
JMBA.DE is categorized as Emerging Markets Bonds, while JEQP.DE is Nasdaq-100. Their fees differ too: 0.39% for JMBA.DE and 0.35% for JEQP.DE.
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