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

Performance

JPEA.L vs. SEMC.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 UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (USD) A-dis (SEMC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JPEA.L is traded in USD, while SEMC.L is traded in GBp. To make them comparable, the SEMC.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JPEA.L achieves a 1.83% return, which is significantly lower than SEMC.L's 2.05% return.


JPEA.L

1D
0.26%
1M
1.07%
YTD
1.83%
6M
2.37%
1Y
11.43%
3Y*
9.82%
5Y*
1.96%
10Y*

SEMC.L

1D
0.08%
1M
0.45%
YTD
2.05%
6M
2.92%
1Y
8.25%
3Y*
8.38%
5Y*
2.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
JPEA.L
iShares J.P. Morgan $ EM Bond UCITS ETF USD (Acc)
1.83%13.77%5.72%10.89%-18.56%-2.19%5.37%15.91%-5.52%2.07%
SEMC.L
UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (USD) A-dis
2.05%10.24%7.28%7.45%-10.17%0.62%2.59%8.65%-0.87%0.42%

Correlation

The correlation between JPEA.L and SEMC.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.39

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

0.44

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2017

0.38

The correlation between JPEA.L and SEMC.L shifts across timeframes, from 0.28 (1 year) to 0.44 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

JPEA.L vs. SEMC.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: 6363
Overall Rank
JPEA.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
JPEA.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
JPEA.L Omega Ratio Rank: 6666
Omega Ratio Rank
JPEA.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
JPEA.L Martin Ratio Rank: 6262
Martin Ratio Rank

SEMC.L
SEMC.L Risk / Return Rank: 4949
Overall Rank
SEMC.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SEMC.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
SEMC.L Omega Ratio Rank: 4545
Omega Ratio Rank
SEMC.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
SEMC.L Martin Ratio Rank: 4848
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. SEMC.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 UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (USD) A-dis (SEMC.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.


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

+0.23

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.39

1.32

+0.07

Calmar ratioReturn relative to maximum drawdown

2.57

3.63

-1.06

Martin ratioReturn relative to average drawdown

11.00

17.37

-6.37

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

The current JPEA.L Sharpe Ratio is 2.03, which is comparable to the SEMC.L Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of JPEA.L and SEMC.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


JPEA.LSEMC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.80

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.48

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.49

-0.19

Drawdowns

JPEA.L vs. SEMC.L - Drawdown Comparison

The maximum JPEA.L drawdown since its inception was -28.64%, which is greater than SEMC.L's maximum drawdown of -16.63%. Use the drawdown chart below to compare losses from any high point for JPEA.L and SEMC.L.


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Drawdown Indicators


JPEA.LSEMC.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.64%

-16.63%

-12.01%

Max Drawdown (1Y)

Largest decline over 1 year

-4.42%

-2.26%

-2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-7.35%

-2.61%

-4.74%

Max Drawdown (5Y)

Largest decline over 5 years

-28.64%

-16.63%

-12.01%

Current Drawdown

Current decline from peak

-0.06%

-0.15%

+0.09%

Average Drawdown

Average peak-to-trough decline

-6.80%

-3.27%

-3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.47%

+0.57%

Volatility

JPEA.L vs. SEMC.L - Volatility Comparison

iShares J.P. Morgan $ EM Bond UCITS ETF USD (Acc) (JPEA.L) has a higher volatility of 1.91% compared to UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (USD) A-dis (SEMC.L) at 1.45%. This indicates that JPEA.L's price experiences larger fluctuations and is considered to be riskier than SEMC.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.LSEMC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

1.45%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

4.55%

3.69%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

5.63%

4.56%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.88%

6.09%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.21%

6.42%

+3.79%

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

JPEA.L has a 0.45% expense ratio, which is higher than SEMC.L's 0.42% expense ratio.


Dividends

JPEA.L vs. SEMC.L - Dividend Comparison

JPEA.L has not paid dividends to shareholders, while SEMC.L's dividend yield for the trailing twelve months is around 5.78%.


PositionTTM20252024202320222021202020192018
JPEA.L
iShares J.P. Morgan $ EM Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SEMC.L
UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (USD) A-dis
5.78%6.51%5.02%5.04%3.98%3.97%4.77%5.18%1.98%

Frequently Asked Questions


JPEA.L and SEMC.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SEMC.L is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SEMC.L is cheaper with a 0.42% expense ratio, compared with 0.45% for JPEA.L.

JPEA.L tracks J.P. Morgan EMBI Global Core Index, while SEMC.L tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.45% for JPEA.L and 0.42% for SEMC.L.

Portfolio Optimizer

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