JPMorgan Mortgage-Backed Securities ETF (JMTG) Sharpe Ratio

Sharpe ratio is not yet available for JMTG. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares JPMorgan Mortgage-Backed Securities ETF's Sharpe Ratio with other ETFs in the Mortgage Backed Securities category across multiple time periods, showing how JMTG's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

Symbol	Name	1Y Sharpe Ratio
FTSD	Franklin Short Duration U.S. Government ETF	3.02
LMBS	First Trust Low Duration Mortgage Opportunities ETF	2.91
VABS	Virtus Newfleet ABS/MBS ETF	1.97
DEED	First Trust TCW Securitized Plus ETF	1.59
PMBS	PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund	1.58
MTBA	Simplify MBS ETF	1.50
JMBS	Janus Henderson Mortgage-Backed Securities ETF	1.49
VMBS	Vanguard Mortgage-Backed Securities ETF	1.44
SMBS	Schwab Mortgage-Backed Securities ETF	1.43
SPMB	SPDR Portfolio Mortgage Backed Bond ETF	1.42
JMTG	JPMorgan Mortgage-Backed Securities ETF	—

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Historical Sharpe Ratio

The chart shows JMTG's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JMTG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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