Correlation
The correlation between JPMB and VWOB is 0.44, 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.
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 Chase 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPMB or VWOB.
Performance
JPMB vs. VWOB - Performance Comparison
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Key characteristics
JPMB:
0.86
VWOB:
1.16
JPMB:
1.24
VWOB:
1.66
JPMB:
1.16
VWOB:
1.23
JPMB:
0.54
VWOB:
0.81
JPMB:
2.65
VWOB:
5.63
JPMB:
2.34%
VWOB:
1.48%
JPMB:
7.30%
VWOB:
7.13%
JPMB:
-26.33%
VWOB:
-26.97%
JPMB:
-5.69%
VWOB:
-2.40%
Returns By Period
The year-to-date returns for both investments are quite close, with JPMB having a 3.55% return and VWOB slightly higher at 3.71%.
JPMB
3.55%
1.41%
0.85%
6.23%
4.15%
1.36%
N/A
VWOB
3.71%
1.05%
1.40%
8.18%
5.22%
1.71%
2.99%
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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.
Risk-Adjusted Performance
JPMB vs. VWOB — Risk-Adjusted Performance Rank
JPMB
VWOB
JPMB vs. VWOB - Risk-Adjusted Performance 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.
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Dividends
JPMB vs. VWOB - Dividend Comparison
JPMB's dividend yield for the trailing twelve months is around 7.34%, more than VWOB's 6.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPMB JPMorgan USD Emerging Markets Sovereign Bond ETF | 7.34% | 6.32% | 5.99% | 4.94% | 4.29% | 4.29% | 4.51% | 4.58% | 0.00% | 0.00% | 0.00% | 0.00% |
VWOB Vanguard Emerging Markets Government Bond ETF | 6.28% | 6.08% | 5.50% | 5.31% | 4.04% | 4.18% | 4.58% | 4.53% | 4.61% | 4.71% | 4.93% | 4.49% |
Drawdowns
JPMB vs. VWOB - Drawdown Comparison
The maximum JPMB drawdown since its inception was -26.33%, roughly equal to the maximum VWOB drawdown of -26.97%. Use the drawdown chart below to compare losses from any high point for JPMB and VWOB.
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Volatility
JPMB vs. VWOB - Volatility Comparison
JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) has a higher volatility of 1.70% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 1.49%. This indicates that JPMB's price experiences larger fluctuations and is considered to be riskier than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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