VDEA.L vs. JMAB.L
Compare and contrast key facts about Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L) and JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF (JMAB.L).
VDEA.L and JMAB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VDEA.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg EM USD Sovereign + Quasi-Sov Index. It was launched on Feb 19, 2019. JMAB.L is a passively managed fund by JPMorgan that tracks the performance of the JPM EMBI Global Diversified TR USD. It was launched on Dec 3, 2019. Both VDEA.L and JMAB.L 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
VDEA.L vs. JMAB.L - Performance Comparison
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VDEA.L vs. JMAB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VDEA.L Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation | -1.18% | 11.45% | 6.35% | 9.72% | -15.28% | -1.74% | 6.10% | 1.73% |
JMAB.L JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF | -1.58% | 13.61% | 1.87% | 8.97% | -16.14% | -2.08% | 4.87% | 2.86% |
Different Trading Currencies
VDEA.L is traded in USD, while JMAB.L is traded in GBP. To make them comparable, the JMAB.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VDEA.L achieves a -1.18% return, which is significantly higher than JMAB.L's -1.58% return.
VDEA.L
- 1D
- 0.78%
- 1M
- -2.34%
- YTD
- -1.18%
- 6M
- 1.72%
- 1Y
- 7.68%
- 3Y*
- 7.86%
- 5Y*
- 2.22%
- 10Y*
- —
JMAB.L
- 1D
- 0.83%
- 1M
- -2.55%
- YTD
- -1.58%
- 6M
- 0.41%
- 1Y
- 8.35%
- 3Y*
- 6.84%
- 5Y*
- 1.44%
- 10Y*
- —
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VDEA.L vs. JMAB.L - Expense Ratio Comparison
VDEA.L has a 0.23% expense ratio, which is lower than JMAB.L's 0.39% expense ratio.
Return for Risk
VDEA.L vs. JMAB.L — Risk / Return Rank
VDEA.L
JMAB.L
VDEA.L vs. JMAB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L) and JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF (JMAB.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.
| VDEA.L | JMAB.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 1.21 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.70 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.68 | +0.43 |
Martin ratioReturn relative to average drawdown | 8.38 | 7.23 | +1.15 |
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
| VDEA.L | JMAB.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.21 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.16 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.15 | +0.23 |
Correlation
The correlation between VDEA.L and JMAB.L is 0.72, 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
VDEA.L vs. JMAB.L - Dividend Comparison
Neither VDEA.L nor JMAB.L has paid dividends to shareholders.
Drawdowns
VDEA.L vs. JMAB.L - Drawdown Comparison
The maximum VDEA.L drawdown since its inception was -24.08%, smaller than the maximum JMAB.L drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for VDEA.L and JMAB.L.
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Drawdown Indicators
| VDEA.L | JMAB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.08% | -16.21% | -7.87% |
Max Drawdown (1Y)Largest decline over 1 year | -3.88% | -5.51% | +1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -24.08% | -13.80% | -10.28% |
Current DrawdownCurrent decline from peak | -2.79% | -2.42% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -6.20% | -7.29% | +1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 1.93% | -1.01% |
Volatility
VDEA.L vs. JMAB.L - Volatility Comparison
The current volatility for Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L) is 2.31%, while JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF (JMAB.L) has a volatility of 2.68%. This indicates that VDEA.L experiences smaller price fluctuations and is considered to be less risky than JMAB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDEA.L | JMAB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.31% | 2.68% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 3.27% | 4.18% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.53% | 6.91% | -1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 9.12% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.40% | 10.34% | -1.94% |