PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JPEM vs. EMQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JPEM and EMQQ is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

JPEM vs. EMQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) and Emerging Markets Internet & Ecommerce ETF (EMQQ). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-5.44%
4.41%
JPEM
EMQQ

Key characteristics

Sharpe Ratio

JPEM:

0.21

EMQQ:

0.84

Sortino Ratio

JPEM:

0.37

EMQQ:

1.35

Omega Ratio

JPEM:

1.05

EMQQ:

1.16

Calmar Ratio

JPEM:

0.21

EMQQ:

0.29

Martin Ratio

JPEM:

0.58

EMQQ:

2.53

Ulcer Index

JPEM:

4.38%

EMQQ:

7.28%

Daily Std Dev

JPEM:

12.14%

EMQQ:

22.01%

Max Drawdown

JPEM:

-40.22%

EMQQ:

-73.24%

Current Drawdown

JPEM:

-11.06%

EMQQ:

-56.54%

Returns By Period

In the year-to-date period, JPEM achieves a -0.85% return, which is significantly lower than EMQQ's -0.46% return. Over the past 10 years, JPEM has underperformed EMQQ with an annualized return of 3.47%, while EMQQ has yielded a comparatively higher 4.64% annualized return.


JPEM

YTD

-0.85%

1M

-5.08%

6M

-5.44%

1Y

3.59%

5Y*

1.53%

10Y*

3.47%

EMQQ

YTD

-0.46%

1M

-6.32%

6M

4.42%

1Y

20.79%

5Y*

-1.70%

10Y*

4.64%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPEM vs. EMQQ - Expense Ratio Comparison

JPEM has a 0.44% expense ratio, which is lower than EMQQ's 0.86% expense ratio.


EMQQ
Emerging Markets Internet & Ecommerce ETF
Expense ratio chart for EMQQ: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%
Expense ratio chart for JPEM: current value at 0.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.44%

Risk-Adjusted Performance

JPEM vs. EMQQ — Risk-Adjusted Performance Rank

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

JPEM
The Risk-Adjusted Performance Rank of JPEM is 1313
Overall Rank
The Sharpe Ratio Rank of JPEM is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of JPEM is 1212
Sortino Ratio Rank
The Omega Ratio Rank of JPEM is 1212
Omega Ratio Rank
The Calmar Ratio Rank of JPEM is 1616
Calmar Ratio Rank
The Martin Ratio Rank of JPEM is 1212
Martin Ratio Rank

EMQQ
The Risk-Adjusted Performance Rank of EMQQ is 3232
Overall Rank
The Sharpe Ratio Rank of EMQQ is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of EMQQ is 3838
Sortino Ratio Rank
The Omega Ratio Rank of EMQQ is 3636
Omega Ratio Rank
The Calmar Ratio Rank of EMQQ is 2121
Calmar Ratio Rank
The Martin Ratio Rank of EMQQ is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JPEM vs. EMQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) and Emerging Markets Internet & Ecommerce ETF (EMQQ). 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.


Sharpe ratio
The chart of Sharpe ratio for JPEM, currently valued at 0.21, compared to the broader market0.002.004.000.210.84
The chart of Sortino ratio for JPEM, currently valued at 0.37, compared to the broader market-2.000.002.004.006.008.0010.000.371.35
The chart of Omega ratio for JPEM, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.16
The chart of Calmar ratio for JPEM, currently valued at 0.21, compared to the broader market0.005.0010.0015.000.210.29
The chart of Martin ratio for JPEM, currently valued at 0.58, compared to the broader market0.0020.0040.0060.0080.00100.000.582.53
JPEM
EMQQ

The current JPEM Sharpe Ratio is 0.21, which is lower than the EMQQ Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of JPEM and EMQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.21
0.84
JPEM
EMQQ

Dividends

JPEM vs. EMQQ - Dividend Comparison

JPEM's dividend yield for the trailing twelve months is around 3.19%, more than EMQQ's 1.71% yield.


TTM2024202320222021202020192018201720162015
JPEM
J.P. Morgan Diversified Return Emerging Markets Equity ETF
3.19%3.16%4.46%4.71%4.40%2.85%3.47%2.79%2.14%1.28%3.22%
EMQQ
Emerging Markets Internet & Ecommerce ETF
1.71%1.70%0.80%0.00%0.00%0.18%1.29%0.00%0.94%0.75%0.08%

Drawdowns

JPEM vs. EMQQ - Drawdown Comparison

The maximum JPEM drawdown since its inception was -40.22%, smaller than the maximum EMQQ drawdown of -73.24%. Use the drawdown chart below to compare losses from any high point for JPEM and EMQQ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.06%
-56.54%
JPEM
EMQQ

Volatility

JPEM vs. EMQQ - Volatility Comparison

The current volatility for J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) is 3.26%, while Emerging Markets Internet & Ecommerce ETF (EMQQ) has a volatility of 5.93%. This indicates that JPEM experiences smaller price fluctuations and is considered to be less risky than EMQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.26%
5.93%
JPEM
EMQQ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab