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JPIB vs. JPMB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPIB vs. JPMB - Performance Comparison

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

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JPIB vs. JPMB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JPIB
JPMorgan International Bond Opportunities ETF
-1.04%8.19%3.48%8.68%-6.38%0.14%7.14%10.76%-2.48%
JPMB
JPMorgan USD Emerging Markets Sovereign Bond ETF
-1.85%13.73%1.46%9.48%-16.05%-2.26%5.36%17.71%-4.72%

Returns By Period

In the year-to-date period, JPIB achieves a -1.04% return, which is significantly higher than JPMB's -1.85% return.


JPIB

1D
0.78%
1M
-2.80%
YTD
-1.04%
6M
-0.01%
1Y
4.84%
3Y*
5.16%
5Y*
2.59%
10Y*

JPMB

1D
1.03%
1M
-3.52%
YTD
-1.85%
6M
0.04%
1Y
8.34%
3Y*
6.53%
5Y*
1.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPIB vs. JPMB - Expense Ratio Comparison

JPIB has a 0.50% expense ratio, which is higher than JPMB's 0.39% expense ratio.


Return for Risk

JPIB vs. JPMB — Risk / Return Rank

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

JPIB
JPIB Risk / Return Rank: 6868
Overall Rank
JPIB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
JPIB Sortino Ratio Rank: 7474
Sortino Ratio Rank
JPIB Omega Ratio Rank: 7474
Omega Ratio Rank
JPIB Calmar Ratio Rank: 5353
Calmar Ratio Rank
JPIB Martin Ratio Rank: 6161
Martin Ratio Rank

JPMB
JPMB Risk / Return Rank: 7272
Overall Rank
JPMB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JPMB Sortino Ratio Rank: 7272
Sortino Ratio Rank
JPMB Omega Ratio Rank: 7373
Omega Ratio Rank
JPMB Calmar Ratio Rank: 7373
Calmar Ratio Rank
JPMB Martin Ratio Rank: 7272
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. JPMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Bond Opportunities ETF (JPIB) and JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB). 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.


JPIBJPMBDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.27

+0.08

Sortino ratio

Return per unit of downside risk

1.82

1.80

+0.03

Omega ratio

Gain probability vs. loss probability

1.27

1.27

0.00

Calmar ratio

Return relative to maximum drawdown

1.28

1.89

-0.61

Martin ratio

Return relative to average drawdown

5.87

7.38

-1.51

JPIB vs. JPMB - Sharpe Ratio Comparison

The current JPIB Sharpe Ratio is 1.35, which is comparable to the JPMB Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of JPIB and JPMB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPIBJPMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.27

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.15

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.24

+0.55

Correlation

The correlation between JPIB and JPMB is 0.54, 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.


Dividends

JPIB vs. JPMB - Dividend Comparison

JPIB's dividend yield for the trailing twelve months is around 4.96%, less than JPMB's 6.24% yield.


TTM202520242023202220212020201920182017
JPIB
JPMorgan International Bond Opportunities ETF
4.96%4.85%4.57%4.35%3.10%2.59%3.14%4.66%5.83%1.81%
JPMB
JPMorgan USD Emerging Markets Sovereign Bond ETF
6.24%6.71%6.32%5.99%4.94%4.29%4.29%4.51%4.58%0.00%

Drawdowns

JPIB vs. JPMB - Drawdown Comparison

The maximum JPIB drawdown since its inception was -13.13%, smaller than the maximum JPMB drawdown of -26.33%. Use the drawdown chart below to compare losses from any high point for JPIB and JPMB.


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Drawdown Indicators


JPIBJPMBDifference

Max Drawdown

Largest peak-to-trough decline

-13.13%

-26.33%

+13.20%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-4.61%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-11.83%

-26.16%

+14.33%

Current Drawdown

Current decline from peak

-2.86%

-3.52%

+0.66%

Average Drawdown

Average peak-to-trough decline

-1.94%

-7.19%

+5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

1.18%

-0.36%

Volatility

JPIB vs. JPMB - Volatility Comparison

The current volatility for JPMorgan International Bond Opportunities ETF (JPIB) is 2.21%, while JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) has a volatility of 3.02%. This indicates that JPIB experiences smaller price fluctuations and is considered to be less risky than JPMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPIBJPMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

3.02%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

3.78%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.60%

6.61%

-3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.08%

8.93%

-4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

9.71%

-5.26%