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JPEM vs. IEMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JPEM and IEMG is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

JPEM vs. IEMG - 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 iShares Core MSCI Emerging Markets ETF (IEMG). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%50.00%55.00%NovemberDecember2025FebruaryMarchApril
48.01%
48.45%
JPEM
IEMG

Key characteristics

Sharpe Ratio

JPEM:

0.31

IEMG:

0.47

Sortino Ratio

JPEM:

0.54

IEMG:

0.80

Omega Ratio

JPEM:

1.07

IEMG:

1.10

Calmar Ratio

JPEM:

0.31

IEMG:

0.38

Martin Ratio

JPEM:

0.78

IEMG:

1.52

Ulcer Index

JPEM:

5.69%

IEMG:

5.80%

Daily Std Dev

JPEM:

14.24%

IEMG:

18.70%

Max Drawdown

JPEM:

-40.22%

IEMG:

-38.71%

Current Drawdown

JPEM:

-5.72%

IEMG:

-13.17%

Returns By Period

The year-to-date returns for both stocks are quite close, with JPEM having a 3.10% return and IEMG slightly lower at 2.95%. Over the past 10 years, JPEM has outperformed IEMG with an annualized return of 2.99%, while IEMG has yielded a comparatively lower 2.84% annualized return.


JPEM

YTD

3.10%

1M

0.33%

6M

0.29%

1Y

4.10%

5Y*

10.02%

10Y*

2.99%

IEMG

YTD

2.95%

1M

-1.95%

6M

-2.50%

1Y

8.22%

5Y*

7.78%

10Y*

2.84%

*Annualized

Compare stocks, funds, or ETFs

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JPEM vs. IEMG - Expense Ratio Comparison

JPEM has a 0.44% expense ratio, which is higher than IEMG's 0.14% expense ratio.


Expense ratio chart for JPEM: current value is 0.44%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JPEM: 0.44%
Expense ratio chart for IEMG: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IEMG: 0.14%

Risk-Adjusted Performance

JPEM vs. IEMG — 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 4141
Overall Rank
The Sharpe Ratio Rank of JPEM is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of JPEM is 4141
Sortino Ratio Rank
The Omega Ratio Rank of JPEM is 4040
Omega Ratio Rank
The Calmar Ratio Rank of JPEM is 4646
Calmar Ratio Rank
The Martin Ratio Rank of JPEM is 3636
Martin Ratio Rank

IEMG
The Risk-Adjusted Performance Rank of IEMG is 5252
Overall Rank
The Sharpe Ratio Rank of IEMG is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of IEMG is 5555
Sortino Ratio Rank
The Omega Ratio Rank of IEMG is 5252
Omega Ratio Rank
The Calmar Ratio Rank of IEMG is 5151
Calmar Ratio Rank
The Martin Ratio Rank of IEMG is 5050
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. IEMG - 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 iShares Core MSCI Emerging Markets ETF (IEMG). 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.


The chart of Sharpe ratio for JPEM, currently valued at 0.31, compared to the broader market-1.000.001.002.003.004.00
JPEM: 0.31
IEMG: 0.47
The chart of Sortino ratio for JPEM, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.00
JPEM: 0.54
IEMG: 0.80
The chart of Omega ratio for JPEM, currently valued at 1.07, compared to the broader market0.501.001.502.00
JPEM: 1.07
IEMG: 1.10
The chart of Calmar ratio for JPEM, currently valued at 0.31, compared to the broader market0.002.004.006.008.0010.0012.00
JPEM: 0.31
IEMG: 0.38
The chart of Martin ratio for JPEM, currently valued at 0.78, compared to the broader market0.0020.0040.0060.00
JPEM: 0.78
IEMG: 1.52

The current JPEM Sharpe Ratio is 0.31, which is lower than the IEMG Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of JPEM and IEMG, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.31
0.47
JPEM
IEMG

Dividends

JPEM vs. IEMG - Dividend Comparison

JPEM's dividend yield for the trailing twelve months is around 5.25%, more than IEMG's 3.11% yield.


TTM20242023202220212020201920182017201620152014
JPEM
J.P. Morgan Diversified Return Emerging Markets Equity ETF
5.25%5.12%4.46%4.71%4.40%2.85%3.47%2.79%2.14%1.28%3.22%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
3.11%3.20%2.89%2.70%3.06%1.87%3.15%2.76%2.34%2.28%2.52%2.30%

Drawdowns

JPEM vs. IEMG - Drawdown Comparison

The maximum JPEM drawdown since its inception was -40.22%, roughly equal to the maximum IEMG drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for JPEM and IEMG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-5.72%
-13.17%
JPEM
IEMG

Volatility

JPEM vs. IEMG - Volatility Comparison

The current volatility for J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) is 8.18%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 11.18%. This indicates that JPEM experiences smaller price fluctuations and is considered to be less risky than IEMG 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%12.00%NovemberDecember2025FebruaryMarchApril
8.18%
11.18%
JPEM
IEMG