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JPBM.DE vs. UEFS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPBM.DE vs. UEFS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.DE) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPBM.DE achieves a 2.71% return, which is significantly lower than UEFS.DE's 3.71% 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*

UEFS.DE

1D
-0.03%
1M
1.64%
YTD
3.71%
6M
3.40%
1Y
11.85%
3Y*
8.56%
5Y*
3.30%
10Y*
3.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPBM.DE vs. UEFS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JPBM.DE
JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist)
2.71%0.17%7.28%5.27%-10.98%4.83%-4.56%20.72%1.99%
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
3.71%2.37%13.84%8.28%-14.67%5.66%-4.70%17.07%4.61%

Correlation

The correlation between JPBM.DE and UEFS.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.90

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

0.91

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2018

0.90

The correlation between JPBM.DE and UEFS.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

JPBM.DE vs. UEFS.DE — Risk / Return Rank

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

JPBM.DE
JPBM.DE Risk / Return Rank: 4545
Overall Rank
JPBM.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
JPBM.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
JPBM.DE Omega Ratio Rank: 4242
Omega Ratio Rank
JPBM.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
JPBM.DE Martin Ratio Rank: 4646
Martin Ratio Rank

UEFS.DE
UEFS.DE Risk / Return Rank: 6767
Overall Rank
UEFS.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
UEFS.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
UEFS.DE Omega Ratio Rank: 6363
Omega Ratio Rank
UEFS.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
UEFS.DE Martin Ratio Rank: 6969
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.

JPBM.DE vs. UEFS.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 UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.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.DEUEFS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.26

1.38

-0.11

Calmar ratioReturn relative to maximum drawdown

2.66

3.96

-1.30

Martin ratioReturn relative to average drawdown

7.31

12.59

-5.28

JPBM.DE vs. UEFS.DE - Sharpe Ratio Comparison

The current JPBM.DE Sharpe Ratio is 1.43, which is comparable to the UEFS.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of JPBM.DE and UEFS.DE, 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


JPBM.DEUEFS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.98

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.38

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.44

-0.14

Drawdowns

JPBM.DE vs. UEFS.DE - Drawdown Comparison

The maximum JPBM.DE drawdown since its inception was -25.97%, which is greater than UEFS.DE's maximum drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for JPBM.DE and UEFS.DE.


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Drawdown Indicators


JPBM.DEUEFS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.97%

-24.26%

-1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

-2.87%

-0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-12.56%

-13.70%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-14.31%

-17.84%

+3.53%

Max Drawdown (10Y)

Largest decline over 10 years

-24.26%

Current Drawdown

Current decline from peak

-2.60%

-0.03%

-2.57%

Average Drawdown

Average peak-to-trough decline

-8.34%

-7.41%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

0.91%

+0.23%

Volatility

JPBM.DE vs. UEFS.DE - Volatility Comparison

The current volatility for JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.DE) is 1.12%, while UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) has a volatility of 1.27%. This indicates that JPBM.DE experiences smaller price fluctuations and is considered to be less risky than UEFS.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.DEUEFS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

1.27%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.98%

3.77%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

5.81%

5.76%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.51%

8.69%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.71%

9.37%

+0.34%

JPBM.DE vs. UEFS.DE - Expense Ratio Comparison

JPBM.DE has a 0.39% expense ratio, which is higher than UEFS.DE's 0.25% expense ratio.


Dividends

JPBM.DE vs. UEFS.DE - Dividend Comparison

JPBM.DE's dividend yield for the trailing twelve months is around 5.09%, less than UEFS.DE's 6.50% yield.


PositionTTM2025202420232022202120202019201820172016
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%0.00%0.00%
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
6.50%7.96%6.14%6.46%6.08%4.22%5.09%4.60%4.53%4.90%2.30%

Frequently Asked Questions


With a correlation of 0.91, JPBM.DE and UEFS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, UEFS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEFS.DE is cheaper with a 0.25% expense ratio, compared with 0.39% for JPBM.DE.

JPBM.DE tracks JPM EMBI Global Diversified TR USD, while UEFS.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped. They also come from different issuers: JPMorgan and UBS. Their fees differ too: 0.39% for JPBM.DE and 0.25% for UEFS.DE.

Portfolio Optimizer

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