JPMB vs. VWOB
Compare and contrast key facts about JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) and Vanguard Emerging Markets Government Bond ETF (VWOB).
JPMB and VWOB 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. VWOB is a passively managed fund by Vanguard that tracks the performance of the Barclays USD Emerging Markets Government RIC Capped Index. It was launched on May 31, 2013. Both JPMB and VWOB 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. VWOB - Performance Comparison
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JPMB vs. VWOB - 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% |
VWOB Vanguard Emerging Markets Government Bond ETF | -1.27% | 13.49% | 5.20% | 10.68% | -17.39% | -1.80% | 5.65% | 14.46% | -2.48% |
Returns By Period
In the year-to-date period, JPMB achieves a -1.42% return, which is significantly lower than VWOB's -1.27% return.
JPMB
- 1D
- 0.44%
- 1M
- -2.63%
- YTD
- -1.42%
- 6M
- 0.13%
- 1Y
- 8.51%
- 3Y*
- 6.69%
- 5Y*
- 1.39%
- 10Y*
- —
VWOB
- 1D
- 0.37%
- 1M
- -2.64%
- YTD
- -1.27%
- 6M
- 1.07%
- 1Y
- 8.63%
- 3Y*
- 8.17%
- 5Y*
- 2.10%
- 10Y*
- 3.49%
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JPMB vs. VWOB - Expense Ratio Comparison
JPMB has a 0.39% expense ratio, which is higher than VWOB's 0.20% expense ratio.
Return for Risk
JPMB vs. VWOB — Risk / Return Rank
JPMB
VWOB
JPMB vs. VWOB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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 | VWOB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.33 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.84 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.28 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.00 | -0.09 |
Martin ratioReturn relative to average drawdown | 7.37 | 8.18 | -0.81 |
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 | VWOB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.33 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.23 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.39 | -0.15 |
Correlation
The correlation between JPMB and VWOB is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JPMB vs. VWOB - Dividend Comparison
JPMB's dividend yield for the trailing twelve months is around 6.21%, more than VWOB's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VWOB Vanguard Emerging Markets Government Bond ETF | 5.96% | 5.92% | 6.08% | 5.50% | 5.30% | 4.04% | 4.18% | 4.58% | 4.52% | 4.61% | 4.71% | 4.93% |
Drawdowns
JPMB vs. VWOB - Drawdown Comparison
The maximum JPMB drawdown since its inception was -26.33%, roughly equal to the maximum VWOB drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for JPMB and VWOB.
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Drawdown Indicators
| JPMB | VWOB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.33% | -26.98% | +0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -4.61% | -4.48% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -26.98% | +0.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.98% | — |
Current DrawdownCurrent decline from peak | -3.09% | -3.12% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -4.83% | -2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 1.10% | +0.10% |
Volatility
JPMB vs. VWOB - Volatility Comparison
JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) and Vanguard Emerging Markets Government Bond ETF (VWOB) have volatilities of 3.05% and 2.95%, 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.
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Volatility by Period
| JPMB | VWOB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 2.95% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 3.81% | 3.75% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.62% | 6.52% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.92% | 9.17% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.71% | 9.32% | +0.39% |