JMBA.DE vs. JPSC.DE
JMBA.DE (JPM USD Emerging Markets Sovereign Bond UCITS ETF) and JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) 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 JPSC.DE is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Target Market Exposure. Both are passively managed. Over the past 3 years, JMBA.DE returned 6.62%/yr vs 16.13%/yr for JPSC.DE. At a 0.39 correlation, their price movements are largely independent. JMBA.DE charges 0.39%/yr vs 0.14%/yr for JPSC.DE.
Performance
JMBA.DE vs. JPSC.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 JPSC.DE's 19.98% 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*
- —
JPSC.DE
- 1D
- 0.00%
- 1M
- 0.62%
- 6M
- 13.97%
- YTD
- 19.98%
- 1Y
- 30.94%
- 3Y*
- 16.13%
- 5Y*
- —
- 10Y*
- —
JMBA.DE vs. JPSC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JMBA.DE JPM USD Emerging Markets Sovereign Bond UCITS ETF | 4.33% | 0.84% | 7.77% | 5.79% | -5.92% |
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 19.98% | 0.02% | 20.04% | 16.16% | -14.43% |
Correlation
The correlation between JMBA.DE and JPSC.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2022 | 0.39 |
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Return for Risk
JMBA.DE vs. JPSC.DE — Risk / Return Rank
JMBA.DE
JPSC.DE
JMBA.DE vs. JPSC.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 BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.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 | JPSC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.84 | 4.89 | -1.05 |
| Martin ratioReturn relative to average drawdown | 11.71 | 14.54 | -2.84 |
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Drawdowns
JMBA.DE vs. JPSC.DE - Drawdown Comparison
The maximum JMBA.DE drawdown since its inception was -26.66%, smaller than the maximum JPSC.DE drawdown of -30.63%. Use the drawdown chart below to compare losses from any high point for JMBA.DE and JPSC.DE.
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Drawdown Indicators
| JMBA.DE | JPSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.66% | -30.63% | +3.97% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -6.36% | +3.22% |
Max Drawdown (3Y)Largest decline over 3 years | -12.45% | -30.63% | +18.18% |
Max Drawdown (5Y)Largest decline over 5 years | -14.09% | — | — |
Current DrawdownCurrent decline from peak | -1.40% | -3.24% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -11.27% | -7.99% | -3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 2.14% | -1.11% |
Volatility
JMBA.DE vs. JPSC.DE - Volatility Comparison
The current volatility for JPM USD Emerging Markets Sovereign Bond UCITS ETF (JMBA.DE) is 1.53%, while JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) has a volatility of 4.19%. This indicates that JMBA.DE experiences smaller price fluctuations and is considered to be less risky than JPSC.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 | JPSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 4.19% | -2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 4.11% | 11.14% | -7.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.05% | 16.16% | -10.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.43% | 18.86% | -10.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.70% | 18.86% | -8.16% |
JMBA.DE vs. JPSC.DE - Expense Ratio Comparison
JMBA.DE has a 0.39% expense ratio, which is higher than JPSC.DE's 0.14% expense ratio.
Dividends
JMBA.DE vs. JPSC.DE - Dividend Comparison
Neither JMBA.DE nor JPSC.DE has paid dividends to shareholders.
Frequently Asked Questions
JMBA.DE and JPSC.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPSC.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPSC.DE is cheaper with a 0.14% expense ratio, compared with 0.39% for JMBA.DE.
JMBA.DE is categorized as Emerging Markets Bonds, while JPSC.DE is Small Cap Blend Equities. JMBA.DE tracks J.P. Morgan Emerging Markets Risk-Aware Bond Index, while JPSC.DE tracks Morningstar US Small Cap Target Market Exposure. Their fees differ too: 0.39% for JMBA.DE and 0.14% for JPSC.DE.
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