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JPMB vs. NEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPMB vs. NEMD - Performance Comparison

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

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Returns By Period

In the year-to-date period, JPMB achieves a 1.95% return, which is significantly lower than NEMD's 3.64% return.


JPMB

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

NEMD

1D
0.13%
1M
1.16%
YTD
3.64%
6M
3.74%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPMB vs. NEMD - Yearly Performance Comparison


Correlation

The correlation between JPMB and NEMD is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 11, 2025

0.88

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Return for Risk

JPMB vs. NEMD — 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

NEMD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. NEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) and Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD). 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.


JPMBNEMDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

2.31

Martin ratioReturn relative to average drawdown

9.81

JPMB vs. NEMD - Sharpe Ratio Comparison


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Drawdowns

JPMB vs. NEMD - Drawdown Comparison

The maximum JPMB drawdown since its inception was -26.33%, which is greater than NEMD's maximum drawdown of -4.43%. Use the drawdown chart below to compare losses from any high point for JPMB and NEMD.


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Drawdown Indicators


JPMBNEMDDifference

Max Drawdown

Largest peak-to-trough decline

-26.33%

-4.43%

-21.90%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

Max Drawdown (3Y)

Largest decline over 3 years

-7.53%

Max Drawdown (5Y)

Largest decline over 5 years

-26.16%

Current Drawdown

Current decline from peak

-0.53%

-1.18%

+0.65%

Average Drawdown

Average peak-to-trough decline

-7.02%

-0.56%

-6.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

Volatility

JPMB vs. NEMD - Volatility Comparison


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Volatility by Period


JPMBNEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

Volatility (6M)

Calculated over the trailing 6-month period

4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

5.43%

6.63%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.94%

6.63%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.63%

6.63%

+3.00%

JPMB vs. NEMD - Expense Ratio Comparison

JPMB has a 0.39% expense ratio, which is lower than NEMD's 0.60% expense ratio.


Dividends

JPMB vs. NEMD - Dividend Comparison

JPMB's dividend yield for the trailing twelve months is around 5.78%, more than NEMD's 4.73% yield.


PositionTTM20252024202320222021202020192018
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%
NEMD
Neuberger Berman Emerging Markets Debt Hard Currency ETF
4.73%2.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JPMB and NEMD have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPMB is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPMB is cheaper with a 0.39% expense ratio, compared with 0.60% for NEMD.

JPMB has the higher dividend yield at 5.78%, compared with 4.73% for NEMD.

They also come from different issuers: JPMorgan and Neuberger Berman. Their fees differ too: 0.39% for JPMB and 0.60% for NEMD.

Portfolio Optimizer

Find the right allocation for JPMB and NEMD

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

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