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JMBP.L vs. JPBM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JMBP.L vs. JPBM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF GBP Hedged (dist) (JMBP.L) and JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JMBP.L achieves a 1.62% return, which is significantly lower than JPBM.L's 2.24% return.


JMBP.L

1D
0.24%
1M
1.00%
YTD
1.62%
6M
1.99%
1Y
10.82%
3Y*
7.54%
5Y*
0.77%
10Y*

JPBM.L

1D
0.21%
1M
2.10%
YTD
2.24%
6M
1.87%
1Y
13.22%
3Y*
6.20%
5Y*
3.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMBP.L vs. JPBM.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JMBP.L
JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF GBP Hedged (dist)
1.62%13.12%1.60%8.37%-17.57%-2.86%3.66%2.41%
JPBM.L
JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist)
2.24%6.76%4.67%4.36%-5.01%0.35%3.05%2.20%

Correlation

The correlation between JMBP.L and JPBM.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.45

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

0.47

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2019

0.45

The correlation between JMBP.L and JPBM.L shifts across timeframes, from 0.32 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

JMBP.L vs. JPBM.L — Risk / Return Rank

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

JMBP.L
JMBP.L Risk / Return Rank: 6060
Overall Rank
JMBP.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
JMBP.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
JMBP.L Omega Ratio Rank: 6767
Omega Ratio Rank
JMBP.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
JMBP.L Martin Ratio Rank: 5959
Martin Ratio Rank

JPBM.L
JPBM.L Risk / Return Rank: 6464
Overall Rank
JPBM.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
JPBM.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
JPBM.L Omega Ratio Rank: 6565
Omega Ratio Rank
JPBM.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
JPBM.L Martin Ratio Rank: 5454
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.

JMBP.L vs. JPBM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF GBP Hedged (dist) (JMBP.L) and JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.L). 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.


JMBP.LJPBM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.39

1.39

+0.01

Calmar ratioReturn relative to maximum drawdown

2.38

3.07

-0.69

Martin ratioReturn relative to average drawdown

10.19

9.23

+0.96

JMBP.L vs. JPBM.L - Sharpe Ratio Comparison

The current JMBP.L Sharpe Ratio is 1.99, which is comparable to the JPBM.L Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of JMBP.L and JPBM.L, 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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Sharpe Ratios by Period


JMBP.LJPBM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.14

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.43

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.46

-0.35

Drawdowns

JMBP.L vs. JPBM.L - Drawdown Comparison

The maximum JMBP.L drawdown since its inception was -27.19%, which is greater than JPBM.L's maximum drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for JMBP.L and JPBM.L.


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Drawdown Indicators


JMBP.LJPBM.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.19%

-19.74%

-7.45%

Max Drawdown (1Y)

Largest decline over 1 year

-4.52%

-4.28%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-7.61%

-8.37%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-26.88%

-13.03%

-13.85%

Current Drawdown

Current decline from peak

-0.08%

0.00%

-0.08%

Average Drawdown

Average peak-to-trough decline

-9.99%

-4.69%

-5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.43%

-0.37%

Volatility

JMBP.L vs. JPBM.L - Volatility Comparison

JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF GBP Hedged (dist) (JMBP.L) has a higher volatility of 1.96% compared to JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.L) at 1.62%. This indicates that JMBP.L's price experiences larger fluctuations and is considered to be riskier than JPBM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMBP.LJPBM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

1.62%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

4.53%

4.50%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

5.44%

6.15%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.49%

8.67%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.58%

10.21%

+0.37%

JMBP.L vs. JPBM.L - Expense Ratio Comparison

Both JMBP.L and JPBM.L have an expense ratio of 0.39%.


Dividends

JMBP.L vs. JPBM.L - Dividend Comparison

JMBP.L's dividend yield for the trailing twelve months is around 5.75%, less than JPBM.L's 6.86% yield.


PositionTTM20252024202320222021202020192018
JMBP.L
JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF GBP Hedged (dist)
5.75%5.61%5.83%5.24%5.16%3.70%4.42%0.00%0.00%
JPBM.L
JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist)
6.86%7.14%6.80%6.27%6.59%5.57%5.57%5.84%5.28%

Frequently Asked Questions


JMBP.L and JPBM.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.39% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JMBP.L and JPBM.L have the same expense ratio: 0.39% per year.

JMBP.L tracks JP Morgan Emerging Markets Risk-Aware Bond (GBP Hedged), while JPBM.L tracks JPM EMBI Global Diversified TR USD.

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