JPBM.DE vs. JGPI.DE
JPBM.DE (JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist)) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both exchange-traded funds - JPBM.DE is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD, while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. JPBM.DE is passively managed, while JGPI.DE is actively managed. Over the past year, JPBM.DE returned 8.68% vs -0.44% for JGPI.DE. At a 0.41 correlation, their price movements are largely independent. JPBM.DE charges 0.39%/yr vs 0.35%/yr for JGPI.DE.
Performance
JPBM.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPBM.DE achieves a 2.71% return, which is significantly higher than JGPI.DE's -1.21% return.
JPBM.DE
- 1D
- 0.15%
- 1M
- 1.60%
- YTD
- 2.71%
- 6M
- 1.92%
- 1Y
- 8.68%
- 3Y*
- 4.41%
- 5Y*
- 1.97%
- 10Y*
- —
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.55%
- YTD
- -1.21%
- 6M
- -0.63%
- 1Y
- -0.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPBM.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPBM.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | 2.71% | 0.17% | 7.28% | 0.18% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
Correlation
The correlation between JPBM.DE and JGPI.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.41 |
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Return for Risk
JPBM.DE vs. JGPI.DE — Risk / Return Rank
JPBM.DE
JGPI.DE
JPBM.DE vs. JGPI.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 JPMorgan Global Equity Premium Income UCITS ETF (JGPI.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.
| JPBM.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.55 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.99 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | -0.12 | +2.78 |
| Martin ratioReturn relative to average drawdown | 7.31 | -0.32 | +7.63 |
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
| JPBM.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | -0.12 | +1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.46 | -0.16 |
Drawdowns
JPBM.DE vs. JGPI.DE - Drawdown Comparison
The maximum JPBM.DE drawdown since its inception was -25.97%, which is greater than JGPI.DE's maximum drawdown of -12.10%. Use the drawdown chart below to compare losses from any high point for JPBM.DE and JGPI.DE.
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Drawdown Indicators
| JPBM.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.97% | -12.10% | -13.87% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -8.18% | +5.06% |
Max Drawdown (3Y)Largest decline over 3 years | -12.56% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -14.31% | — | — |
Current DrawdownCurrent decline from peak | -2.60% | -8.94% | +6.34% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -4.41% | -3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 3.05% | -1.91% |
Volatility
JPBM.DE vs. JGPI.DE - Volatility Comparison
The current volatility for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.DE) is 1.12%, while JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a volatility of 2.53%. This indicates that JPBM.DE experiences smaller price fluctuations and is considered to be less risky than JGPI.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 | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 2.53% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 3.98% | 5.35% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.81% | 7.92% | -2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.51% | 9.59% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.71% | 9.59% | +0.12% |
JPBM.DE vs. JGPI.DE - Expense Ratio Comparison
JPBM.DE has a 0.39% expense ratio, which is higher than JGPI.DE's 0.35% expense ratio.
Dividends
JPBM.DE vs. JGPI.DE - Dividend Comparison
JPBM.DE's dividend yield for the trailing twelve months is around 5.09%, less than JGPI.DE's 8.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPBM.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | 5.09% | 5.54% | 5.26% | 5.00% | 5.33% | 3.35% | 3.87% | 3.92% | 2.69% |
Frequently Asked Questions
JPBM.DE and JGPI.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JGPI.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JGPI.DE is cheaper with a 0.35% expense ratio, compared with 0.39% for JPBM.DE.
JPBM.DE is categorized as Emerging Markets Bonds, while JGPI.DE is Large Cap Blend Equities. Their fees differ too: 0.39% for JPBM.DE and 0.35% for JGPI.DE.
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