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JPEM vs. SBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPEM vs. SBIT - 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 Proshares Ultrashort Bitcoin ETF (SBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPEM achieves a 5.31% return, which is significantly lower than SBIT's 44.00% return.


JPEM

1D
-1.15%
1M
-1.73%
6M
2.13%
YTD
5.31%
1Y
16.44%
3Y*
11.85%
5Y*
6.32%
10Y*
6.93%

SBIT

1D
5.38%
1M
1.44%
6M
58.27%
YTD
44.00%
1Y
124.12%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPEM vs. SBIT - Yearly Performance Comparison


2026 (YTD)20252024
JPEM
J.P. Morgan Diversified Return Emerging Markets Equity ETF
5.31%22.90%1.60%
SBIT
Proshares Ultrashort Bitcoin ETF
44.00%-25.11%-73.74%

Correlation

The correlation between JPEM and SBIT is -0.41, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.41

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2024

-0.36

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Return for Risk

JPEM vs. SBIT — Risk / Return Rank

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

JPEM
JPEM Risk / Return Rank: 4242
Overall Rank
JPEM Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
JPEM Sortino Ratio Rank: 4141
Sortino Ratio Rank
JPEM Omega Ratio Rank: 4343
Omega Ratio Rank
JPEM Calmar Ratio Rank: 3939
Calmar Ratio Rank
JPEM Martin Ratio Rank: 4242
Martin Ratio Rank

SBIT
SBIT Risk / Return Rank: 5252
Overall Rank
SBIT Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 5252
Sortino Ratio Rank
SBIT Omega Ratio Rank: 4848
Omega Ratio Rank
SBIT Calmar Ratio Rank: 6666
Calmar Ratio Rank
SBIT Martin Ratio Rank: 4545
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.

JPEM vs. SBIT - 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 Proshares Ultrashort Bitcoin ETF (SBIT). 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.


JPEMSBITDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratioReturn relative to maximum drawdown

1.60

2.60

-1.01

Martin ratioReturn relative to average drawdown

5.36

5.92

-0.57

JPEM vs. SBIT - Sharpe Ratio Comparison

The current JPEM Sharpe Ratio is 1.21, which is comparable to the SBIT Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of JPEM and SBIT, 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

JPEM vs. SBIT - Drawdown Comparison

The maximum JPEM drawdown since its inception was -40.22%, smaller than the maximum SBIT drawdown of -91.35%. Use the drawdown chart below to compare losses from any high point for JPEM and SBIT.


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Drawdown Indicators


JPEMSBITDifference

Max Drawdown

Largest peak-to-trough decline

-40.22%

-91.35%

+51.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.32%

-47.94%

+37.62%

Max Drawdown (3Y)

Largest decline over 3 years

-14.30%

Max Drawdown (5Y)

Largest decline over 5 years

-21.57%

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

Current Drawdown

Current decline from peak

-4.78%

-77.15%

+72.37%

Average Drawdown

Average peak-to-trough decline

-9.42%

-68.83%

+59.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

21.04%

-17.96%

Volatility

JPEM vs. SBIT - Volatility Comparison

The current volatility for J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) is 4.54%, while Proshares Ultrashort Bitcoin ETF (SBIT) has a volatility of 22.98%. This indicates that JPEM experiences smaller price fluctuations and is considered to be less risky than SBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPEMSBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

22.98%

-18.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

68.89%

-56.74%

Volatility (1Y)

Calculated over the trailing 1-year period

13.64%

88.51%

-74.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

96.89%

-83.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

96.89%

-79.98%

JPEM vs. SBIT - Expense Ratio Comparison

JPEM has a 0.44% expense ratio, which is lower than SBIT's 0.95% expense ratio.


Dividends

JPEM vs. SBIT - Dividend Comparison

JPEM's dividend yield for the trailing twelve months is around 4.41%, more than SBIT's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
JPEM
J.P. Morgan Diversified Return Emerging Markets Equity ETF
4.41%4.65%5.12%4.46%4.71%4.40%2.85%3.47%2.79%2.14%1.28%3.22%
SBIT
Proshares Ultrashort Bitcoin ETF
3.97%0.52%1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JPEM and SBIT have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBIT has higher volatility (22.98%) compared to JPEM (4.54%). In terms of maximum drawdown, JPEM dropped -40.22% vs SBIT's -91.35%.

On 1-year performance, SBIT leads with 124.12% vs 16.44% for JPEM. On fees, JPEM is cheaper at 0.44% per year. On volatility, JPEM has been the lower-risk option at 4.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SBIT has performed better with a 124.12% return vs 16.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JPEM is cheaper with a 0.44% expense ratio, compared with 0.95% for SBIT.

JPEM has the higher dividend yield at 4.41%, compared with 3.97% for SBIT.

JPEM is categorized as Emerging Markets Equities, while SBIT is Cryptocurrency. JPEM tracks JPMorgan Diversified Factor Emerging Markets Equity Index, while SBIT tracks Bloomberg Bitcoin Index (-200%). They also come from different issuers: JPMorgan and ProShares. Their fees differ too: 0.44% for JPEM and 0.95% for SBIT.

SBIT currently has the higher Sharpe Ratio (1.41 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for JPEM and SBIT

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