JPMB vs. JQUA
Compare and contrast key facts about JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) and JPMorgan U.S. Quality Factor ETF (JQUA).
JPMB and JQUA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPMB is a passively managed fund by JPMorgan that tracks the performance of the J.P. Morgan Emerging Markets Risk-Aware Bond Index. It was launched on Jan 29, 2018. JQUA is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Quality Factor Index. It was launched on Nov 8, 2017. Both JPMB and JQUA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JPMB vs. JQUA - Performance Comparison
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JPMB vs. JQUA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JPMB JPMorgan USD Emerging Markets Sovereign Bond ETF | -1.42% | 13.73% | 1.46% | 9.48% | -16.05% | -2.26% | 5.36% | 17.71% | -4.72% |
JQUA JPMorgan U.S. Quality Factor ETF | -2.29% | 11.69% | 21.21% | 25.13% | -13.45% | 28.68% | 16.56% | 28.47% | -7.02% |
Returns By Period
In the year-to-date period, JPMB achieves a -1.42% return, which is significantly higher than JQUA's -2.29% return.
JPMB
- 1D
- 0.44%
- 1M
- -2.63%
- YTD
- -1.42%
- 6M
- 0.13%
- 1Y
- 8.51%
- 3Y*
- 6.69%
- 5Y*
- 1.39%
- 10Y*
- —
JQUA
- 1D
- 0.39%
- 1M
- -4.17%
- YTD
- -2.29%
- 6M
- -1.53%
- 1Y
- 10.04%
- 3Y*
- 15.78%
- 5Y*
- 11.56%
- 10Y*
- —
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JPMB vs. JQUA - Expense Ratio Comparison
JPMB has a 0.39% expense ratio, which is higher than JQUA's 0.12% expense ratio.
Return for Risk
JPMB vs. JQUA — Risk / Return Rank
JPMB
JQUA
JPMB vs. JQUA - 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 U.S. Quality Factor ETF (JQUA). 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.
| JPMB | JQUA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.60 | +0.69 |
Sortino ratioReturn per unit of downside risk | 1.83 | 0.98 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.14 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 0.90 | +1.02 |
Martin ratioReturn relative to average drawdown | 7.37 | 4.40 | +2.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPMB | JQUA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.60 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.74 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.73 | -0.49 |
Correlation
The correlation between JPMB and JQUA is 0.47, 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
JPMB vs. JQUA - Dividend Comparison
JPMB's dividend yield for the trailing twelve months is around 6.21%, more than JQUA's 1.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPMB JPMorgan USD Emerging Markets Sovereign Bond ETF | 6.21% | 6.71% | 6.32% | 5.99% | 4.94% | 4.29% | 4.29% | 4.51% | 4.58% | 0.00% |
JQUA JPMorgan U.S. Quality Factor ETF | 1.25% | 1.19% | 1.24% | 1.21% | 1.60% | 1.32% | 1.44% | 1.67% | 2.10% | 0.40% |
Drawdowns
JPMB vs. JQUA - Drawdown Comparison
The maximum JPMB drawdown since its inception was -26.33%, smaller than the maximum JQUA drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for JPMB and JQUA.
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Drawdown Indicators
| JPMB | JQUA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.33% | -32.92% | +6.59% |
Max Drawdown (1Y)Largest decline over 1 year | -4.61% | -11.55% | +6.94% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -22.47% | -3.69% |
Current DrawdownCurrent decline from peak | -3.09% | -4.57% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -4.23% | -2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 2.36% | -1.16% |
Volatility
JPMB vs. JQUA - Volatility Comparison
The current volatility for JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) is 3.05%, while JPMorgan U.S. Quality Factor ETF (JQUA) has a volatility of 4.42%. This indicates that JPMB experiences smaller price fluctuations and is considered to be less risky than JQUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPMB | JQUA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 4.42% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 3.81% | 8.57% | -4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.62% | 16.71% | -10.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.92% | 15.61% | -6.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.71% | 18.10% | -8.39% |