PortfoliosLab logoPortfoliosLab logo
JPMB.L vs. AGGU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPMB.L vs. AGGU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM USD Emerging Markets Sovereign Bond UCITS ETF USD (Dist) (JPMB.L) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JPMB.L achieves a 1.42% return, which is significantly higher than AGGU.L's 0.52% return.


JPMB.L

1D
-0.07%
1M
-0.73%
6M
1.57%
YTD
1.42%
1Y
9.06%
3Y*
7.06%
5Y*
1.26%
10Y*

AGGU.L

1D
0.17%
1M
-0.34%
6M
0.52%
YTD
0.52%
1Y
3.18%
3Y*
4.08%
5Y*
0.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPMB.L vs. AGGU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JPMB.L
JPM USD Emerging Markets Sovereign Bond UCITS ETF USD (Dist)
1.42%13.29%1.97%9.51%-16.15%-2.40%5.30%18.66%-3.06%
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
0.52%4.68%3.54%6.65%-11.53%-1.81%5.15%8.16%2.91%

Correlation

The correlation between JPMB.L and AGGU.L is 0.67, 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

0.67

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

0.67

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

0.61

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2018

0.46

Over the past year, JPMB.L and AGGU.L have become more correlated (0.67) than their long-term average of 0.46, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JPMB.L vs. AGGU.L — Risk / Return Rank

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

JPMB.L
JPMB.L Risk / Return Rank: 6868
Overall Rank
JPMB.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
JPMB.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
JPMB.L Omega Ratio Rank: 7474
Omega Ratio Rank
JPMB.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
JPMB.L Martin Ratio Rank: 6666
Martin Ratio Rank

AGGU.L
AGGU.L Risk / Return Rank: 3232
Overall Rank
AGGU.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
AGGU.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
AGGU.L Omega Ratio Rank: 3030
Omega Ratio Rank
AGGU.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
AGGU.L Martin Ratio Rank: 3434
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.

JPMB.L vs. AGGU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM USD Emerging Markets Sovereign Bond UCITS ETF USD (Dist) (JPMB.L) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.L). 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.


JPMB.LAGGU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.32

1.17

+0.15

Calmar ratioReturn relative to maximum drawdown

2.00

1.44

+0.56

Martin ratioReturn relative to average drawdown

8.71

4.15

+4.55

JPMB.L vs. AGGU.L - Sharpe Ratio Comparison

The current JPMB.L Sharpe Ratio is 1.67, which is higher than the AGGU.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of JPMB.L and AGGU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

JPMB.L vs. AGGU.L - Drawdown Comparison

The maximum JPMB.L drawdown since its inception was -26.70%, which is greater than AGGU.L's maximum drawdown of -15.55%. Use the drawdown chart below to compare losses from any high point for JPMB.L and AGGU.L.


Loading charts...

Drawdown Indicators


JPMB.LAGGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.70%

-15.55%

-11.15%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-2.21%

-2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-7.27%

-3.47%

-3.80%

Max Drawdown (5Y)

Largest decline over 5 years

-25.95%

-15.20%

-10.75%

Current Drawdown

Current decline from peak

-1.01%

-0.85%

-0.16%

Average Drawdown

Average peak-to-trough decline

-6.95%

-3.84%

-3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.76%

+0.28%

Volatility

JPMB.L vs. AGGU.L - Volatility Comparison

JPM USD Emerging Markets Sovereign Bond UCITS ETF USD (Dist) (JPMB.L) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) have volatilities of 1.00% and 1.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JPMB.LAGGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

1.05%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.55%

2.77%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

5.41%

3.36%

+2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.47%

4.86%

+3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.61%

4.47%

+5.14%

JPMB.L vs. AGGU.L - Expense Ratio Comparison

JPMB.L has a 0.39% expense ratio, which is higher than AGGU.L's 0.10% expense ratio.


Dividends

JPMB.L vs. AGGU.L - Dividend Comparison

JPMB.L's dividend yield for the trailing twelve months is around 5.91%, while AGGU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPMB.L
JPM USD Emerging Markets Sovereign Bond UCITS ETF USD (Dist)
5.91%5.98%5.84%5.31%5.49%4.13%4.08%4.41%4.13%

Frequently Asked Questions


JPMB.L and AGGU.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AGGU.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGGU.L is cheaper with a 0.10% expense ratio, compared with 0.39% for JPMB.L.

JPMB.L is categorized as Emerging Markets Bonds, while AGGU.L is Global Bonds. JPMB.L tracks J.P. Morgan Emerging Market Risk Aware Bond Index, while AGGU.L tracks Bloomberg Global Aggregate Bond Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.39% for JPMB.L and 0.10% for AGGU.L.

Portfolio Optimizer

Find the right allocation for JPMB.L and AGGU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer