See what your fund actually adds
JPMorgan USD Emerging Markets Sovereign Bond ETF JPMB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JPMB | Replication |
|---|---|---|
| Annualized growth | 0.9% | 1.6% |
| Annualized volatility | 8.0% | 7.8% |
| Sharpe ratio | 0.16 | 0.24 |
| Maximum drawdown | 24.9% | 25.4% |
| Replication fit (R²) | 0.97 · Tracking error 1.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model JPMB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWOB | FI · EM Bonds USD | 97.5% |
| EMLC | FI · EM Local Currency | 2.5% |