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JPMB vs. MBND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPMB vs. MBND - Performance Comparison

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

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JPMB vs. MBND - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JPMB
JPMorgan USD Emerging Markets Sovereign Bond ETF
-1.85%13.73%1.46%9.48%-16.05%-1.49%
MBND
SPDR Nuveen Municipal Bond ETF
-0.15%2.90%2.75%5.62%-8.61%0.59%

Returns By Period

In the year-to-date period, JPMB achieves a -1.85% return, which is significantly lower than MBND's -0.15% return.


JPMB

1D
1.03%
1M
-3.52%
YTD
-1.85%
6M
0.04%
1Y
8.34%
3Y*
6.53%
5Y*
1.31%
10Y*

MBND

1D
0.25%
1M
-1.87%
YTD
-0.15%
6M
1.01%
1Y
3.10%
3Y*
3.05%
5Y*
0.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPMB vs. MBND - Expense Ratio Comparison

JPMB has a 0.39% expense ratio, which is lower than MBND's 0.40% expense ratio.


Return for Risk

JPMB vs. MBND — Risk / Return Rank

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

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

MBND
MBND Risk / Return Rank: 3838
Overall Rank
MBND Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MBND Sortino Ratio Rank: 3434
Sortino Ratio Rank
MBND Omega Ratio Rank: 4949
Omega Ratio Rank
MBND Calmar Ratio Rank: 3535
Calmar Ratio Rank
MBND 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.

JPMB vs. MBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) and SPDR Nuveen Municipal Bond ETF (MBND). 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.


JPMBMBNDDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.81

+0.46

Sortino ratio

Return per unit of downside risk

1.80

0.99

+0.81

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.08

Calmar ratio

Return relative to maximum drawdown

1.89

0.89

+1.00

Martin ratio

Return relative to average drawdown

7.38

2.71

+4.67

JPMB vs. MBND - Sharpe Ratio Comparison

The current JPMB Sharpe Ratio is 1.27, which is higher than the MBND Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of JPMB and MBND, 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


JPMBMBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.81

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.20

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.14

+0.09

Correlation

The correlation between JPMB and MBND 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. MBND - Dividend Comparison

JPMB's dividend yield for the trailing twelve months is around 6.24%, more than MBND's 3.53% yield.


TTM20252024202320222021202020192018
JPMB
JPMorgan USD Emerging Markets Sovereign Bond ETF
5.73%6.71%6.32%5.99%4.94%4.29%4.29%4.51%4.58%
MBND
SPDR Nuveen Municipal Bond ETF
3.26%3.43%2.72%2.53%1.61%1.62%0.00%0.00%0.00%

Drawdowns

JPMB vs. MBND - Drawdown Comparison

The maximum JPMB drawdown since its inception was -26.33%, which is greater than MBND's maximum drawdown of -13.18%. Use the drawdown chart below to compare losses from any high point for JPMB and MBND.


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Drawdown Indicators


JPMBMBNDDifference

Max Drawdown

Largest peak-to-trough decline

-26.33%

-13.18%

-13.15%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-3.67%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-26.16%

-13.18%

-12.98%

Current Drawdown

Current decline from peak

-3.52%

-1.87%

-1.65%

Average Drawdown

Average peak-to-trough decline

-7.19%

-4.29%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

1.21%

-0.03%

Volatility

JPMB vs. MBND - Volatility Comparison

JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) has a higher volatility of 3.02% compared to SPDR Nuveen Municipal Bond ETF (MBND) at 1.20%. This indicates that JPMB's price experiences larger fluctuations and is considered to be riskier than MBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPMBMBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

1.20%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

3.78%

1.62%

+2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

6.61%

3.86%

+2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.93%

3.45%

+5.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.71%

3.43%

+6.28%