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JPIB vs. EDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPIB vs. EDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Bond Opportunities ETF (JPIB) and SPDR S&P Emerging Markets Dividend ETF (EDIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPIB achieves a 1.10% return, which is significantly lower than EDIV's 7.76% return.


JPIB

1D
0.17%
1M
1.08%
YTD
1.10%
6M
1.62%
1Y
5.24%
3Y*
5.93%
5Y*
2.76%
10Y*

EDIV

1D
0.70%
1M
0.84%
YTD
7.76%
6M
9.12%
1Y
15.09%
3Y*
18.11%
5Y*
10.84%
10Y*
9.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPIB vs. EDIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPIB
JPMorgan International Bond Opportunities ETF
1.10%8.19%3.48%8.68%-6.38%0.14%7.14%10.76%-2.17%2.61%
EDIV
SPDR S&P Emerging Markets Dividend ETF
7.76%16.45%12.75%41.91%-15.31%11.21%-9.95%11.80%-6.16%11.53%

Correlation

The correlation between JPIB and EDIV is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.40

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

0.36

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2017

0.30

Over the past year, JPIB and EDIV have become more correlated (0.61) than their long-term average of 0.30, meaning their price movements have been converging.

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Return for Risk

JPIB vs. EDIV — Risk / Return Rank

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

JPIB
JPIB Risk / Return Rank: 3939
Overall Rank
JPIB Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
JPIB Sortino Ratio Rank: 4343
Sortino Ratio Rank
JPIB Omega Ratio Rank: 4747
Omega Ratio Rank
JPIB Calmar Ratio Rank: 3030
Calmar Ratio Rank
JPIB Martin Ratio Rank: 3333
Martin Ratio Rank

EDIV
EDIV Risk / Return Rank: 3333
Overall Rank
EDIV Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EDIV Sortino Ratio Rank: 3434
Sortino Ratio Rank
EDIV Omega Ratio Rank: 3434
Omega Ratio Rank
EDIV Calmar Ratio Rank: 3030
Calmar Ratio Rank
EDIV Martin Ratio Rank: 3131
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.

JPIB vs. EDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Bond Opportunities ETF (JPIB) and SPDR S&P Emerging Markets Dividend ETF (EDIV). 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.


JPIBEDIVDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratioReturn relative to maximum drawdown

1.29

1.33

-0.04

Martin ratioReturn relative to average drawdown

4.42

4.01

+0.41

JPIB vs. EDIV - Sharpe Ratio Comparison

The current JPIB Sharpe Ratio is 1.36, which is comparable to the EDIV Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of JPIB and EDIV, 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

JPIB vs. EDIV - Drawdown Comparison

The maximum JPIB drawdown since its inception was -13.13%, smaller than the maximum EDIV drawdown of -53.36%. Use the drawdown chart below to compare losses from any high point for JPIB and EDIV.


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Drawdown Indicators


JPIBEDIVDifference

Max Drawdown

Largest peak-to-trough decline

-13.13%

-53.36%

+40.23%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-10.36%

+6.61%

Max Drawdown (3Y)

Largest decline over 3 years

-3.75%

-13.84%

+10.09%

Max Drawdown (5Y)

Largest decline over 5 years

-11.83%

-28.32%

+16.49%

Max Drawdown (10Y)

Largest decline over 10 years

-40.76%

Current Drawdown

Current decline from peak

-0.77%

-2.86%

+2.09%

Average Drawdown

Average peak-to-trough decline

-1.93%

-19.33%

+17.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

3.43%

-2.34%

Volatility

JPIB vs. EDIV - Volatility Comparison

The current volatility for JPMorgan International Bond Opportunities ETF (JPIB) is 1.19%, while SPDR S&P Emerging Markets Dividend ETF (EDIV) has a volatility of 4.64%. This indicates that JPIB experiences smaller price fluctuations and is considered to be less risky than EDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPIBEDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

4.64%

-3.45%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

10.57%

-7.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

12.64%

-9.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.12%

13.90%

-9.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.44%

17.49%

-13.05%

JPIB vs. EDIV - Expense Ratio Comparison

JPIB has a 0.50% expense ratio, which is higher than EDIV's 0.49% expense ratio.


Dividends

JPIB vs. EDIV - Dividend Comparison

JPIB's dividend yield for the trailing twelve months is around 5.00%, more than EDIV's 4.45% yield.


PositionTTM20252024202320222021202020192018201720162015
EDIV
SPDR S&P Emerging Markets Dividend ETF
4.45%4.69%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.94%5.33%
JPIB
JPMorgan International Bond Opportunities ETF
5.00%4.85%4.57%4.35%3.10%2.59%3.14%4.66%5.83%1.81%0.00%0.00%

Frequently Asked Questions


JPIB and EDIV have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDIV has higher volatility (4.64%) compared to JPIB (1.19%). In terms of maximum drawdown, JPIB dropped -13.13% vs EDIV's -53.36%.

On 5-year performance, EDIV leads with 10.84% vs 2.76% for JPIB. On fees, EDIV is cheaper at 0.49% per year. On volatility, JPIB has been the lower-risk option at 1.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EDIV has performed better with a 10.84% return vs 2.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EDIV is cheaper with a 0.49% expense ratio, compared with 0.50% for JPIB.

JPIB has the higher dividend yield at 5.00%, compared with 4.45% for EDIV.

JPIB is categorized as Global Bonds, while EDIV is Emerging Markets Equities. They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.50% for JPIB and 0.49% for EDIV.

JPIB currently has the higher Sharpe Ratio (1.36 vs 1.09), 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 JPIB and EDIV

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