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XUEB.L vs. JMAB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XUEB.L vs. JMAB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.L) and JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF (JMAB.L). The values are adjusted to include any dividend payments, if applicable.

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XUEB.L vs. JMAB.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XUEB.L
Xtrackers II USD Emerging Markets Bond UCITS ETF 2C
-0.46%13.61%6.10%11.06%5.53%
JMAB.L
JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF
-1.48%13.61%1.87%8.97%6.92%
Different Trading Currencies

XUEB.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, XUEB.L achieves a -0.46% return, which is significantly higher than JMAB.L's -1.48% return.


XUEB.L

1D
0.26%
1M
-1.00%
YTD
-0.46%
6M
2.38%
1Y
10.47%
3Y*
9.01%
5Y*
10Y*

JMAB.L

1D
0.15%
1M
-1.84%
YTD
-1.48%
6M
0.27%
1Y
8.17%
3Y*
6.51%
5Y*
1.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XUEB.L vs. JMAB.L - Expense Ratio Comparison

XUEB.L has a 0.25% expense ratio, which is lower than JMAB.L's 0.39% expense ratio.


Return for Risk

XUEB.L vs. JMAB.L — Risk / Return Rank

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

XUEB.L
XUEB.L Risk / Return Rank: 8181
Overall Rank
XUEB.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XUEB.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XUEB.L Omega Ratio Rank: 8282
Omega Ratio Rank
XUEB.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
XUEB.L Martin Ratio Rank: 8484
Martin Ratio Rank

JMAB.L
JMAB.L Risk / Return Rank: 4242
Overall Rank
JMAB.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
JMAB.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
JMAB.L Omega Ratio Rank: 3535
Omega Ratio Rank
JMAB.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
JMAB.L Martin Ratio Rank: 3636
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.

XUEB.L vs. JMAB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.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.


XUEB.LJMAB.LDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.18

+0.43

Sortino ratio

Return per unit of downside risk

2.28

1.67

+0.62

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

2.72

1.93

+0.79

Martin ratio

Return relative to average drawdown

11.74

8.77

+2.97

XUEB.L vs. JMAB.L - Sharpe Ratio Comparison

The current XUEB.L Sharpe Ratio is 1.61, which is higher than the JMAB.L Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of XUEB.L and JMAB.L, 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


XUEB.LJMAB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.18

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.15

+0.96

Correlation

The correlation between XUEB.L and JMAB.L is 0.73, 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

XUEB.L vs. JMAB.L - Dividend Comparison

Neither XUEB.L nor JMAB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XUEB.L vs. JMAB.L - Drawdown Comparison

The maximum XUEB.L drawdown since its inception was -14.08%, smaller than the maximum JMAB.L drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for XUEB.L and JMAB.L.


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Drawdown Indicators


XUEB.LJMAB.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.08%

-16.21%

+2.13%

Max Drawdown (1Y)

Largest decline over 1 year

-4.49%

-4.57%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-13.80%

Current Drawdown

Current decline from peak

-2.61%

-1.80%

-0.81%

Average Drawdown

Average peak-to-trough decline

-2.15%

-7.29%

+5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

1.93%

-0.98%

Volatility

XUEB.L vs. JMAB.L - Volatility Comparison

Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.L) and JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF (JMAB.L) have volatilities of 2.50% and 2.63%, 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


XUEB.LJMAB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

2.63%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.66%

4.17%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

6.48%

6.88%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.61%

9.12%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.61%

10.33%

-1.72%