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SEAG.L vs. JPMB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEAG.L vs. JPMB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (SEAG.L) and JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) (JPMB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SEAG.L is traded in GBP, while JPMB.L is traded in USD. To make them comparable, the JPMB.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SEAG.L achieves a -4.08% return, which is significantly lower than JPMB.L's 1.21% return.


SEAG.L

1D
-0.78%
1M
-2.48%
6M
-3.84%
YTD
-4.08%
1Y
-2.58%
3Y*
2.05%
5Y*
-2.46%
10Y*
-0.32%

JPMB.L

1D
0.00%
1M
-1.56%
6M
1.28%
YTD
1.21%
1Y
8.34%
3Y*
6.11%
5Y*
1.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEAG.L vs. JPMB.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SEAG.L
iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist)
-4.08%6.32%-2.34%4.78%-12.37%-9.36%9.60%0.66%1.83%
JPMB.L
JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist)
1.21%5.22%3.75%4.03%-6.18%-1.48%2.20%14.15%7.16%

Correlation

The correlation between SEAG.L and JPMB.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2018

0.46

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Return for Risk

SEAG.L vs. JPMB.L — Risk / Return Rank

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

SEAG.L
SEAG.L Risk / Return Rank: 88
Overall Rank
SEAG.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SEAG.L Sortino Ratio Rank: 88
Sortino Ratio Rank
SEAG.L Omega Ratio Rank: 77
Omega Ratio Rank
SEAG.L Calmar Ratio Rank: 88
Calmar Ratio Rank
SEAG.L Martin Ratio Rank: 88
Martin Ratio Rank

JPMB.L
JPMB.L Risk / Return Rank: 6969
Overall Rank
JPMB.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JPMB.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
JPMB.L Omega Ratio Rank: 7575
Omega Ratio Rank
JPMB.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
JPMB.L Martin Ratio Rank: 6666
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.

SEAG.L vs. JPMB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (SEAG.L) and JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) (JPMB.L). 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.


SEAG.LJPMB.LDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

0.99

1.22

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.15

1.83

-1.98

Martin ratioReturn relative to average drawdown

-0.22

4.99

-5.20

SEAG.L vs. JPMB.L - Sharpe Ratio Comparison

The current SEAG.L Sharpe Ratio is -0.13, which is lower than the JPMB.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SEAG.L and JPMB.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SEAG.L vs. JPMB.L - Drawdown Comparison

The maximum SEAG.L drawdown since its inception was -24.92%, which is greater than JPMB.L's maximum drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for SEAG.L and JPMB.L.


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Drawdown Indicators


SEAG.LJPMB.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.92%

-18.94%

-5.98%

Max Drawdown (1Y)

Largest decline over 1 year

-16.63%

-4.79%

-11.84%

Max Drawdown (3Y)

Largest decline over 3 years

-16.63%

-8.76%

-7.87%

Max Drawdown (5Y)

Largest decline over 5 years

-19.22%

-14.10%

-5.12%

Max Drawdown (10Y)

Largest decline over 10 years

-24.92%

Current Drawdown

Current decline from peak

-18.96%

-3.17%

-15.79%

Average Drawdown

Average peak-to-trough decline

-11.78%

-6.83%

-4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.93%

1.76%

+10.17%

Volatility

SEAG.L vs. JPMB.L - Volatility Comparison

The current volatility for iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (SEAG.L) is 1.45%, while JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) (JPMB.L) has a volatility of 1.90%. This indicates that SEAG.L experiences smaller price fluctuations and is considered to be less risky than JPMB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEAG.LJPMB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.90%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

4.24%

5.79%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

19.81%

7.09%

+12.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

9.25%

+1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.65%

10.51%

-0.86%

SEAG.L vs. JPMB.L - Expense Ratio Comparison

SEAG.L has a 0.16% expense ratio, which is lower than JPMB.L's 0.39% expense ratio.


Dividends

SEAG.L vs. JPMB.L - Dividend Comparison

SEAG.L's dividend yield for the trailing twelve months is around 1.22%, less than JPMB.L's 5.89% yield.


PositionTTM20252024202320222021202020192018201720162015
JPMB.L
JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist)
5.89%5.98%5.84%5.31%5.49%4.13%4.08%4.41%4.13%0.00%0.00%0.00%
SEAG.L
iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist)
1.22%2.28%1.97%1.15%0.59%0.49%0.61%0.93%1.04%1.13%1.22%0.72%

Frequently Asked Questions


SEAG.L and JPMB.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SEAG.L is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SEAG.L is cheaper with a 0.16% expense ratio, compared with 0.39% for JPMB.L.

SEAG.L tracks iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist), while JPMB.L tracks JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist). They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.16% for SEAG.L and 0.39% for JPMB.L.

Portfolio Optimizer

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