JPBM.DE vs. IS0Q.DE
JPBM.DE (JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist)) and IS0Q.DE (iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)) are both Emerging Markets Bonds funds - JPBM.DE tracks the JPM EMBI Global Diversified TR USD while IS0Q.DE tracks the J.P. Morgan CEMBI Broad Diversified Core Index. Both are passively managed. Over the past 5 years, JPBM.DE returned 1.94%/yr vs 2.56%/yr for IS0Q.DE. A 0.63 correlation means they provide meaningful diversification when combined. JPBM.DE charges 0.39%/yr vs 0.50%/yr for IS0Q.DE.
Performance
JPBM.DE vs. IS0Q.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with JPBM.DE having a 4.40% return and IS0Q.DE slightly higher at 4.46%.
JPBM.DE
- 1D
- -0.08%
- 1M
- 0.64%
- 6M
- 3.84%
- YTD
- 4.40%
- 1Y
- 11.06%
- 3Y*
- 6.59%
- 5Y*
- 1.94%
- 10Y*
- —
IS0Q.DE
- 1D
- 0.03%
- 1M
- 1.14%
- 6M
- 3.15%
- YTD
- 4.46%
- 1Y
- 7.53%
- 3Y*
- 6.23%
- 5Y*
- 2.56%
- 10Y*
- 3.13%
JPBM.DE vs. IS0Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JPBM.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | 4.40% | 0.87% | 7.74% | 5.71% | -10.77% | 5.50% | -4.06% | 21.24% | -15.26% |
IS0Q.DE iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) | 4.46% | -3.70% | 12.34% | 4.23% | -6.55% | 7.84% | -2.78% | 16.71% | 7.16% |
Correlation
The correlation between JPBM.DE and IS0Q.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2018 | 0.63 |
The correlation between JPBM.DE and IS0Q.DE shifts across timeframes, from 0.63 (all time) to 0.75 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JPBM.DE vs. IS0Q.DE — Risk / Return Rank
JPBM.DE
IS0Q.DE
JPBM.DE vs. IS0Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.DE) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.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.
| JPBM.DE | IS0Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 2.50 | +1.09 |
| Martin ratioReturn relative to average drawdown | 10.32 | 7.13 | +3.19 |
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Drawdowns
JPBM.DE vs. IS0Q.DE - Drawdown Comparison
The maximum JPBM.DE drawdown since its inception was -25.94%, roughly equal to the maximum IS0Q.DE drawdown of -26.03%. Use the drawdown chart below to compare losses from any high point for JPBM.DE and IS0Q.DE.
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Drawdown Indicators
| JPBM.DE | IS0Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.94% | -26.03% | +0.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -2.99% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -12.49% | -11.02% | -1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -14.10% | -11.02% | -3.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.18% | — |
Current DrawdownCurrent decline from peak | -1.44% | -2.24% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -7.55% | -1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 1.05% | +0.02% |
Volatility
JPBM.DE vs. IS0Q.DE - Volatility Comparison
JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.DE) has a higher volatility of 1.67% compared to iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.DE) at 1.51%. This indicates that JPBM.DE's price experiences larger fluctuations and is considered to be riskier than IS0Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPBM.DE | IS0Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.67% | 1.51% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 4.03% | 3.60% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.91% | 5.49% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.48% | 7.04% | +1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.85% | 8.77% | +6.08% |
JPBM.DE vs. IS0Q.DE - Expense Ratio Comparison
JPBM.DE has a 0.39% expense ratio, which is lower than IS0Q.DE's 0.50% expense ratio.
Dividends
JPBM.DE vs. IS0Q.DE - Dividend Comparison
JPBM.DE's dividend yield for the trailing twelve months is around 5.80%, more than IS0Q.DE's 5.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0Q.DE iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) | 5.51% | 5.61% | 5.36% | 5.07% | 4.31% | 3.54% | 4.14% | 4.58% | 4.69% | 4.55% | 4.51% | 5.13% |
JPBM.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | 5.80% | 6.24% | 5.67% | 5.42% | 5.58% | 3.96% | 4.40% | 4.40% | 4.04% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPBM.DE and IS0Q.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPBM.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPBM.DE is cheaper with a 0.39% expense ratio, compared with 0.50% for IS0Q.DE.
JPBM.DE tracks JPM EMBI Global Diversified TR USD, while IS0Q.DE tracks J.P. Morgan CEMBI Broad Diversified Core Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.39% for JPBM.DE and 0.50% for IS0Q.DE.
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