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

Performance

JPMB vs. JPIB - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, JPMB achieves a 1.95% return, which is significantly higher than JPIB's 1.10% return.


JPMB

1D
-0.11%
1M
1.76%
YTD
1.95%
6M
1.93%
1Y
10.60%
3Y*
7.78%
5Y*
1.42%
10Y*

JPIB

1D
-0.04%
1M
0.94%
YTD
1.10%
6M
1.25%
1Y
4.85%
3Y*
5.96%
5Y*
2.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPMB vs. JPIB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JPMB
JPMorgan USD Emerging Markets Sovereign Bond ETF
1.95%13.73%1.46%9.48%-16.05%-2.26%5.36%17.71%-4.74%
JPIB
JPMorgan International Bond Opportunities ETF
1.10%8.19%3.48%8.68%-6.38%0.14%7.14%10.76%-2.68%

Correlation

The correlation between JPMB and JPIB is 0.80, 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

0.80

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

0.79

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

0.70

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2018

0.55

Over the past year, JPMB and JPIB have become more correlated (0.80) than their long-term average of 0.55, 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 vs. JPIB — Risk / Return Rank

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

JPMB
JPMB Risk / Return Rank: 6262
Overall Rank
JPMB Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
JPMB Sortino Ratio Rank: 6868
Sortino Ratio Rank
JPMB Omega Ratio Rank: 6868
Omega Ratio Rank
JPMB Calmar Ratio Rank: 5050
Calmar Ratio Rank
JPMB Martin Ratio Rank: 5959
Martin Ratio Rank

JPIB
JPIB Risk / Return Rank: 3636
Overall Rank
JPIB Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JPIB Sortino Ratio Rank: 3939
Sortino Ratio Rank
JPIB Omega Ratio Rank: 4343
Omega Ratio Rank
JPIB Calmar Ratio Rank: 2727
Calmar Ratio Rank
JPIB Martin Ratio Rank: 3232
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 vs. JPIB - Risk-Adjusted Trends Comparison

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


JPMBJPIBDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.38

1.27

+0.11

Calmar ratioReturn relative to maximum drawdown

2.31

1.30

+1.02

Martin ratioReturn relative to average drawdown

9.81

4.42

+5.39

JPMB vs. JPIB - Sharpe Ratio Comparison

The current JPMB Sharpe Ratio is 1.96, which is higher than the JPIB Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of JPMB and JPIB, 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 vs. JPIB - Drawdown Comparison

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


Loading charts...

Drawdown Indicators


JPMBJPIBDifference

Max Drawdown

Largest peak-to-trough decline

-26.33%

-13.13%

-13.20%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-3.75%

-0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-7.53%

-3.75%

-3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-26.16%

-11.83%

-14.33%

Current Drawdown

Current decline from peak

-0.53%

-0.77%

+0.24%

Average Drawdown

Average peak-to-trough decline

-7.02%

-1.93%

-5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

1.10%

-0.02%

Volatility

JPMB vs. JPIB - Volatility Comparison

JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) has a higher volatility of 1.79% compared to JPMorgan International Bond Opportunities ETF (JPIB) at 1.06%. This indicates that JPMB's price experiences larger fluctuations and is considered to be riskier than JPIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JPMBJPIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

1.06%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

4.53%

3.09%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

5.43%

3.57%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.94%

4.12%

+4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.63%

4.44%

+5.19%

JPMB vs. JPIB - Expense Ratio Comparison

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


Dividends

JPMB vs. JPIB - Dividend Comparison

JPMB's dividend yield for the trailing twelve months is around 5.78%, more than JPIB's 5.00% yield.


PositionTTM202520242023202220212020201920182017
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%
JPMB
JPMorgan USD Emerging Markets Sovereign Bond ETF
5.78%6.71%6.32%5.99%4.94%4.29%4.29%4.51%4.58%0.00%

Frequently Asked Questions


JPMB and JPIB have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPMB has higher volatility (1.79%) compared to JPIB (1.06%). In terms of maximum drawdown, JPMB dropped -26.33% vs JPIB's -13.13%.

On 5-year performance, JPIB leads with 2.81% vs 1.42% for JPMB. On fees, JPMB is cheaper at 0.39% per year. On volatility, JPIB has been the lower-risk option at 1.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JPIB has performed better with a 2.81% return vs 1.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JPMB is cheaper with a 0.39% expense ratio, compared with 0.50% for JPIB.

JPMB has the higher dividend yield at 5.78%, compared with 5.00% for JPIB.

JPMB is categorized as Emerging Markets Bonds, while JPIB is Global Bonds. Their fees differ too: 0.39% for JPMB and 0.50% for JPIB.

JPMB currently has the higher Sharpe Ratio (1.96 vs 1.36), 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 JPMB and JPIB

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