JMBE.DE vs. XUEB.DE
Compare and contrast key facts about JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) (JMBE.DE) and Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.DE).
JMBE.DE and XUEB.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JMBE.DE is a passively managed fund by JPMorgan that tracks the performance of the JPM EMBI Global Diversified Hedge TR EUR. It was launched on Oct 10, 2018. XUEB.DE is a passively managed fund by Xtrackers that tracks the performance of the JPM EMBI Global Diversified TR USD. It was launched on Mar 11, 2020. Both JMBE.DE and XUEB.DE 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
JMBE.DE vs. XUEB.DE - Performance Comparison
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JMBE.DE vs. XUEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JMBE.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) | -2.24% | 11.00% | 0.03% | 7.01% | -18.34% | -3.60% | 12.99% |
XUEB.DE Xtrackers II USD Emerging Markets Bond UCITS ETF 2C | 0.59% | 1.23% | 11.99% | 7.34% | -14.37% | 5.65% | -0.25% |
Returns By Period
In the year-to-date period, JMBE.DE achieves a -2.24% return, which is significantly lower than XUEB.DE's 0.59% return.
JMBE.DE
- 1D
- 0.71%
- 1M
- -2.71%
- YTD
- -2.24%
- 6M
- -0.96%
- 1Y
- 5.66%
- 3Y*
- 4.47%
- 5Y*
- -0.68%
- 10Y*
- —
XUEB.DE
- 1D
- 0.05%
- 1M
- -1.43%
- YTD
- 0.59%
- 6M
- 3.44%
- 1Y
- 2.42%
- 3Y*
- 6.69%
- 5Y*
- 2.21%
- 10Y*
- —
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JMBE.DE vs. XUEB.DE - Expense Ratio Comparison
JMBE.DE has a 0.39% expense ratio, which is higher than XUEB.DE's 0.25% expense ratio.
Return for Risk
JMBE.DE vs. XUEB.DE — Risk / Return Rank
JMBE.DE
XUEB.DE
JMBE.DE vs. XUEB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) (JMBE.DE) and Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.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.
| JMBE.DE | XUEB.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.27 | +0.64 |
Sortino ratioReturn per unit of downside risk | 1.32 | 0.40 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.06 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 0.45 | +0.77 |
Martin ratioReturn relative to average drawdown | 5.03 | 1.85 | +3.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JMBE.DE | XUEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.27 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.25 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.20 | -0.10 |
Correlation
The correlation between JMBE.DE and XUEB.DE is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JMBE.DE vs. XUEB.DE - Dividend Comparison
Neither JMBE.DE nor XUEB.DE has paid dividends to shareholders.
Drawdowns
JMBE.DE vs. XUEB.DE - Drawdown Comparison
The maximum JMBE.DE drawdown since its inception was -28.19%, which is greater than XUEB.DE's maximum drawdown of -17.41%. Use the drawdown chart below to compare losses from any high point for JMBE.DE and XUEB.DE.
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Drawdown Indicators
| JMBE.DE | XUEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.19% | -17.41% | -10.78% |
Max Drawdown (1Y)Largest decline over 1 year | -4.82% | -9.04% | +4.22% |
Max Drawdown (5Y)Largest decline over 5 years | -27.72% | -17.41% | -10.31% |
Current DrawdownCurrent decline from peak | -8.60% | -2.33% | -6.27% |
Average DrawdownAverage peak-to-trough decline | -10.49% | -6.40% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 1.64% | -0.49% |
Volatility
JMBE.DE vs. XUEB.DE - Volatility Comparison
JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - EUR Hedged (acc) (JMBE.DE) has a higher volatility of 2.70% compared to Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.DE) at 2.09%. This indicates that JMBE.DE's price experiences larger fluctuations and is considered to be riskier than XUEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMBE.DE | XUEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 2.09% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 3.75% | 4.21% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.20% | 8.99% | -2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.49% | 8.75% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.71% | 8.64% | +1.07% |