VWOB vs. JPMB
Compare and contrast key facts about Vanguard Emerging Markets Government Bond ETF (VWOB) and JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB).
VWOB and JPMB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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. Both VWOB and JPMB 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
VWOB vs. JPMB - Performance Comparison
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VWOB vs. JPMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Returns By Period
In the year-to-date period, VWOB achieves a -1.27% return, which is significantly higher than JPMB's -1.42% return.
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%
JPMB
- 1D
- 0.44%
- 1M
- -2.63%
- YTD
- -1.42%
- 6M
- 0.13%
- 1Y
- 8.51%
- 3Y*
- 6.69%
- 5Y*
- 1.39%
- 10Y*
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VWOB vs. JPMB - Expense Ratio Comparison
VWOB has a 0.20% expense ratio, which is lower than JPMB's 0.39% expense ratio.
Return for Risk
VWOB vs. JPMB — Risk / Return Rank
VWOB
JPMB
VWOB vs. JPMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Government Bond ETF (VWOB) and JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB). 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.
| VWOB | JPMB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.29 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.83 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.27 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.91 | +0.09 |
Martin ratioReturn relative to average drawdown | 8.18 | 7.37 | +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
| VWOB | JPMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.29 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.16 | +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 | 0.39 | 0.24 | +0.15 |
Correlation
The correlation between VWOB and JPMB 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
VWOB vs. JPMB - Dividend Comparison
VWOB's dividend yield for the trailing twelve months is around 5.96%, less than JPMB's 6.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
VWOB vs. JPMB - Drawdown Comparison
The maximum VWOB drawdown since its inception was -26.98%, roughly equal to the maximum JPMB drawdown of -26.33%. Use the drawdown chart below to compare losses from any high point for VWOB and JPMB.
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Drawdown Indicators
| VWOB | JPMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.98% | -26.33% | -0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -4.48% | -4.61% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -26.98% | -26.16% | -0.82% |
Max Drawdown (10Y)Largest decline over 10 years | -26.98% | — | — |
Current DrawdownCurrent decline from peak | -3.12% | -3.09% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -7.19% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 1.20% | -0.10% |
Volatility
VWOB vs. JPMB - Volatility Comparison
Vanguard Emerging Markets Government Bond ETF (VWOB) and JPMorgan USD Emerging Markets Sovereign Bond ETF (JPMB) have volatilities of 2.95% and 3.05%, 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
| VWOB | JPMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 3.05% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 3.75% | 3.81% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.52% | 6.62% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.17% | 8.92% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.32% | 9.71% | -0.39% |