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JPEA.L vs. EMCA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPEA.L vs. EMCA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan $ EM Bond UCITS ETF USD (Acc) (JPEA.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.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, JPEA.L achieves a 1.69% return, which is significantly higher than EMCA.L's 1.49% return.


JPEA.L

1D
0.00%
1M
-0.60%
6M
1.85%
YTD
1.69%
1Y
9.82%
3Y*
8.62%
5Y*
1.76%
10Y*

EMCA.L

1D
-0.15%
1M
-0.44%
6M
1.04%
YTD
1.49%
1Y
5.60%
3Y*
6.82%
5Y*
1.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPEA.L vs. EMCA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JPEA.L
iShares J.P. Morgan $ EM Bond UCITS ETF USD (Acc)
1.69%13.66%5.74%10.95%-18.56%-2.19%5.37%15.97%-0.99%
EMCA.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)
1.49%8.60%6.21%7.96%-12.09%-0.51%7.04%13.77%0.89%

Correlation

The correlation between JPEA.L and EMCA.L is 0.53, 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

0.53

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

0.57

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

0.64

Correlation (All Time)
Calculated using the full available price history since May 31, 2018

0.59

The correlation between JPEA.L and EMCA.L shifts across timeframes, from 0.53 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

JPEA.L vs. EMCA.L — Risk / Return Rank

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

JPEA.L
JPEA.L Risk / Return Rank: 7171
Overall Rank
JPEA.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
JPEA.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
JPEA.L Omega Ratio Rank: 7676
Omega Ratio Rank
JPEA.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
JPEA.L Martin Ratio Rank: 7070
Martin Ratio Rank

EMCA.L
EMCA.L Risk / Return Rank: 6464
Overall Rank
EMCA.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EMCA.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
EMCA.L Omega Ratio Rank: 5959
Omega Ratio Rank
EMCA.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
EMCA.L Martin Ratio Rank: 7373
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.

JPEA.L vs. EMCA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan $ EM Bond UCITS ETF USD (Acc) (JPEA.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.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.

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.


JPEA.LEMCA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.33

1.27

+0.06

Calmar ratioReturn relative to maximum drawdown

2.23

2.52

-0.30

Martin ratioReturn relative to average drawdown

9.48

9.78

-0.29

JPEA.L vs. EMCA.L - Sharpe Ratio Comparison

The current JPEA.L Sharpe Ratio is 1.72, which is comparable to the EMCA.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of JPEA.L and EMCA.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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Drawdowns

JPEA.L vs. EMCA.L - Drawdown Comparison

The maximum JPEA.L drawdown since its inception was -28.64%, which is greater than EMCA.L's maximum drawdown of -24.69%. Use the drawdown chart below to compare losses from any high point for JPEA.L and EMCA.L.


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Drawdown Indicators


JPEA.LEMCA.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.64%

-24.69%

-3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-4.39%

-2.21%

-2.18%

Max Drawdown (3Y)

Largest decline over 3 years

-7.35%

-3.58%

-3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-28.64%

-20.14%

-8.50%

Current Drawdown

Current decline from peak

-0.90%

-0.59%

-0.31%

Average Drawdown

Average peak-to-trough decline

-6.70%

-4.05%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.57%

+0.46%

Volatility

JPEA.L vs. EMCA.L - Volatility Comparison

The current volatility for iShares J.P. Morgan $ EM Bond UCITS ETF USD (Acc) (JPEA.L) is 0.95%, while iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L) has a volatility of 1.06%. This indicates that JPEA.L experiences smaller price fluctuations and is considered to be less risky than EMCA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPEA.LEMCA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

1.06%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

4.72%

3.26%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

5.70%

3.82%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.94%

5.25%

+3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.19%

8.78%

+1.41%

JPEA.L vs. EMCA.L - Expense Ratio Comparison

JPEA.L has a 0.45% expense ratio, which is lower than EMCA.L's 0.50% expense ratio.


Dividends

JPEA.L vs. EMCA.L - Dividend Comparison

Neither JPEA.L nor EMCA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JPEA.L and EMCA.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPEA.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPEA.L is cheaper with a 0.45% expense ratio, compared with 0.50% for EMCA.L.

JPEA.L tracks J.P. Morgan EMBI Global Core Index, while EMCA.L tracks J.P. Morgan CEMBI Broad Diversified Core Index. Their fees differ too: 0.45% for JPEA.L and 0.50% for EMCA.L.

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