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JPMB vs. XEMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPMB vs. XEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). The values are adjusted to include any dividend payments, if applicable.

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JPMB vs. XEMD - Yearly Performance Comparison


2026 (YTD)2025202420232022
JPMB
JPMorgan USD Emerging Markets Sovereign Bond ETF
-1.42%13.73%1.46%9.48%4.23%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
-0.24%13.98%8.77%10.26%1.82%

Returns By Period

In the year-to-date period, JPMB achieves a -1.42% return, which is significantly lower than XEMD's -0.24% return.


JPMB

1D
0.44%
1M
-2.63%
YTD
-1.42%
6M
0.13%
1Y
8.51%
3Y*
6.69%
5Y*
1.39%
10Y*

XEMD

1D
0.27%
1M
-2.11%
YTD
-0.24%
6M
3.46%
1Y
10.90%
3Y*
10.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPMB vs. XEMD - Expense Ratio Comparison

JPMB has a 0.39% expense ratio, which is higher than XEMD's 0.29% expense ratio.


Return for Risk

JPMB vs. XEMD — Risk / Return Rank

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

JPMB
JPMB Risk / Return Rank: 7070
Overall Rank
JPMB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JPMB Sortino Ratio Rank: 7070
Sortino Ratio Rank
JPMB Omega Ratio Rank: 7070
Omega Ratio Rank
JPMB Calmar Ratio Rank: 7070
Calmar Ratio Rank
JPMB Martin Ratio Rank: 6868
Martin Ratio Rank

XEMD
XEMD Risk / Return Rank: 9090
Overall Rank
XEMD Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XEMD Sortino Ratio Rank: 9090
Sortino Ratio Rank
XEMD Omega Ratio Rank: 9191
Omega Ratio Rank
XEMD Calmar Ratio Rank: 9090
Calmar Ratio Rank
XEMD Martin Ratio Rank: 9191
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. XEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). 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.


JPMBXEMDDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.88

-0.59

Sortino ratio

Return per unit of downside risk

1.83

2.65

-0.82

Omega ratio

Gain probability vs. loss probability

1.27

1.40

-0.13

Calmar ratio

Return relative to maximum drawdown

1.91

3.17

-1.26

Martin ratio

Return relative to average drawdown

7.37

13.31

-5.94

JPMB vs. XEMD - Sharpe Ratio Comparison

The current JPMB Sharpe Ratio is 1.29, which is lower than the XEMD Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of JPMB and XEMD, 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


JPMBXEMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.88

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.32

-1.08

Correlation

The correlation between JPMB and XEMD is 0.89, 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. XEMD - Dividend Comparison

JPMB's dividend yield for the trailing twelve months is around 6.21%, more than XEMD's 6.06% yield.


TTM20252024202320222021202020192018
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%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
6.06%6.15%6.30%6.19%3.08%0.00%0.00%0.00%0.00%

Drawdowns

JPMB vs. XEMD - Drawdown Comparison

The maximum JPMB drawdown since its inception was -26.33%, which is greater than XEMD's maximum drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for JPMB and XEMD.


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Drawdown Indicators


JPMBXEMDDifference

Max Drawdown

Largest peak-to-trough decline

-26.33%

-10.01%

-16.32%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-3.52%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-26.16%

Current Drawdown

Current decline from peak

-3.09%

-2.46%

-0.63%

Average Drawdown

Average peak-to-trough decline

-7.19%

-1.29%

-5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

0.84%

+0.36%

Volatility

JPMB vs. XEMD - Volatility Comparison

JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) has a higher volatility of 3.05% compared to BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) at 2.45%. This indicates that JPMB's price experiences larger fluctuations and is considered to be riskier than XEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPMBXEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

2.45%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.81%

3.39%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

6.62%

5.81%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.92%

6.94%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.71%

6.94%

+2.77%