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J P Morgan Exchange-Traded Fund Trust - Limited Du...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

JPMorgan

Inception Date

Feb 2, 1993

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

JPLD has an expense ratio of 0.24%, which is considered low compared to other funds.


Expense ratio chart for JPLD: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
JPLD vs. ISDB JPLD vs. BBSA JPLD vs. JPST JPLD vs. BND JPLD vs. VCIT JPLD vs. TLT JPLD vs. VCSH JPLD vs. JMST JPLD vs. SHYG JPLD vs. CCRV
Popular comparisons:
JPLD vs. ISDB JPLD vs. BBSA JPLD vs. JPST JPLD vs. BND JPLD vs. VCIT JPLD vs. TLT JPLD vs. VCSH JPLD vs. JMST JPLD vs. SHYG JPLD vs. CCRV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
9.72%
29.24%
JPLD (J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF)
Benchmark (^GSPC)

Returns By Period

J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF had a return of 6.29% year-to-date (YTD) and 6.62% in the last 12 months.


JPLD

YTD

6.29%

1M

0.43%

6M

2.96%

1Y

6.62%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of JPLD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.72%0.06%0.65%-0.13%1.07%0.71%1.28%0.82%0.88%-0.46%0.56%6.29%
20230.38%-0.09%0.38%1.13%1.38%3.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, JPLD is among the top 2% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JPLD is 9898
Overall Rank
The Sharpe Ratio Rank of JPLD is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of JPLD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of JPLD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of JPLD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of JPLD is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JPLD, currently valued at 3.67, compared to the broader market0.002.004.003.672.10
The chart of Sortino ratio for JPLD, currently valued at 6.05, compared to the broader market-2.000.002.004.006.008.0010.006.052.80
The chart of Omega ratio for JPLD, currently valued at 1.80, compared to the broader market0.501.001.502.002.503.001.801.39
The chart of Calmar ratio for JPLD, currently valued at 9.43, compared to the broader market0.005.0010.0015.009.433.09
The chart of Martin ratio for JPLD, currently valued at 27.59, compared to the broader market0.0020.0040.0060.0080.00100.0027.5913.49
JPLD
^GSPC

The current J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF Sharpe ratio is 3.67. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
3.67
2.10
JPLD (J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF provided a 4.47% dividend yield over the last twelve months, with an annual payout of $2.31 per share.


1.83%$0.00$0.20$0.40$0.60$0.80$1.002023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$2.31$0.93

Dividend yield

4.47%1.83%

Monthly Dividends

The table displays the monthly dividend distributions for J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.19$0.19$0.19$0.19$0.19$0.19$0.19$0.19$0.19$0.19$0.19$2.11
2023$0.18$0.18$0.18$0.38$0.93

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.29%
-2.62%
JPLD (J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF was 0.71%, occurring on Nov 6, 2024. Recovery took 16 trading sessions.

The current J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF drawdown is 0.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.71%Sep 30, 202428Nov 6, 202416Nov 29, 202444
-0.58%Sep 25, 202318Oct 18, 20236Oct 26, 202324
-0.55%Aug 10, 20238Aug 21, 20236Aug 29, 202314
-0.53%Mar 28, 202413Apr 16, 202412May 2, 202425
-0.43%Dec 9, 20248Dec 18, 2024

Volatility

Volatility Chart

The current J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF volatility is 0.51%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.51%
3.79%
JPLD (J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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