JPEM vs. JPLD
Compare and contrast key facts about J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD).
JPEM and JPLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPEM is a passively managed fund by JPMorgan that tracks the performance of the JPMorgan Diversified Factor Emerging Markets Equity Index. It was launched on Jan 7, 2015. JPLD is an actively managed fund by JPMorgan. It was launched on Feb 2, 1993.
Performance
JPEM vs. JPLD - Performance Comparison
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JPEM vs. JPLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPEM J.P. Morgan Diversified Return Emerging Markets Equity ETF | 2.74% | 22.90% | 4.23% | 1.57% |
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 0.38% | 6.01% | 6.49% | 3.23% |
Returns By Period
In the year-to-date period, JPEM achieves a 2.74% return, which is significantly higher than JPLD's 0.38% return.
JPEM
- 1D
- 3.07%
- 1M
- -6.52%
- YTD
- 2.74%
- 6M
- 7.57%
- 1Y
- 23.72%
- 3Y*
- 12.52%
- 5Y*
- 6.75%
- 10Y*
- 7.44%
JPLD
- 1D
- -0.08%
- 1M
- -0.74%
- YTD
- 0.38%
- 6M
- 1.58%
- 1Y
- 4.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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JPEM vs. JPLD - Expense Ratio Comparison
JPEM has a 0.44% expense ratio, which is higher than JPLD's 0.24% expense ratio.
Return for Risk
JPEM vs. JPLD — Risk / Return Rank
JPEM
JPLD
JPEM vs. JPLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). 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.
| JPEM | JPLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 2.63 | -0.94 |
Sortino ratioReturn per unit of downside risk | 2.30 | 4.05 | -1.75 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.55 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.27 | 4.03 | -1.75 |
Martin ratioReturn relative to average drawdown | 9.15 | 19.92 | -10.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPEM | JPLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 2.63 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 3.28 | -2.97 |
Correlation
The correlation between JPEM and JPLD is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JPEM vs. JPLD - Dividend Comparison
JPEM's dividend yield for the trailing twelve months is around 4.59%, more than JPLD's 4.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPEM J.P. Morgan Diversified Return Emerging Markets Equity ETF | 4.59% | 4.65% | 5.12% | 4.46% | 4.71% | 4.40% | 2.85% | 3.47% | 2.79% | 2.14% | 1.28% | 3.22% |
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 4.22% | 4.24% | 4.47% | 1.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JPEM vs. JPLD - Drawdown Comparison
The maximum JPEM drawdown since its inception was -40.22%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for JPEM and JPLD.
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Drawdown Indicators
| JPEM | JPLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -1.17% | -39.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -1.17% | -9.15% |
Max Drawdown (5Y)Largest decline over 5 years | -21.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | — | — |
Current DrawdownCurrent decline from peak | -7.11% | -0.74% | -6.37% |
Average DrawdownAverage peak-to-trough decline | -9.57% | -0.14% | -9.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 0.24% | +2.33% |
Volatility
JPEM vs. JPLD - Volatility Comparison
J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) has a higher volatility of 7.35% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.54%. This indicates that JPEM's price experiences larger fluctuations and is considered to be riskier than JPLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPEM | JPLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 0.54% | +6.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 0.99% | +9.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.07% | 1.79% | +12.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.38% | 1.86% | +11.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 1.86% | +15.19% |