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JPMorgan Short Duration Core Plus ETF (JSCP)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US46641Q2747
Issuer
JPMorgan
Inception Date
Mar 1, 2021
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan Short Duration Core Plus ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

JPMorgan Short Duration Core Plus ETF (JSCP) has returned 0.17% so far this year and 4.90% over the past 12 months.


JPMorgan Short Duration Core Plus ETF

1D
0.19%
1M
-0.80%
YTD
0.17%
6M
1.53%
1Y
4.90%
3Y*
5.41%
5Y*
2.45%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 2, 2021, JSCP's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, your investment would double in approximately 28.9 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +2.2%, while the worst month was Sep 2022 at -2.1%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 4 months.

On a daily basis, JSCP closed higher 50% of trading days. The best single day was Apr 14, 2025 with a return of +0.8%, while the worst single day was Jun 13, 2022 at -1.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.29%0.69%-0.80%0.17%
20250.71%1.04%0.29%0.57%0.24%0.93%0.04%1.16%0.33%0.37%0.58%0.41%6.86%
20240.43%-0.54%0.81%-0.77%1.12%0.52%1.65%0.90%1.14%-0.87%0.46%0.12%5.06%
20231.72%-1.04%1.33%0.41%-0.33%-0.13%0.40%0.32%-0.68%-0.10%2.17%2.03%6.22%
2022-1.18%-0.98%-1.53%-1.29%0.53%-1.58%1.32%-1.01%-2.10%-0.09%1.64%0.39%-5.80%
2021-0.17%0.48%0.18%-0.03%0.18%0.13%-0.18%-0.29%-0.43%0.30%0.18%

Benchmark Metrics

JPMorgan Short Duration Core Plus ETF has an annualized alpha of 1.97%, beta of 0.04, and R² of 0.06 versus S&P 500 Index. Calculated based on daily prices since March 03, 2021.

  • This ETF participated in 13.16% of S&P 500 Index downside but only 12.72% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.04 may look defensive, but with R² of 0.06 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.06 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.97%
Beta
0.04
0.06
Upside Capture
12.72%
Downside Capture
13.16%

Expense Ratio

JSCP has an expense ratio of 0.33%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JSCP ranks 94 for risk / return — in the top 94% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


JSCP Risk / Return Rank: 9494
Overall Rank
JSCP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JSCP Sortino Ratio Rank: 9797
Sortino Ratio Rank
JSCP Omega Ratio Rank: 9696
Omega Ratio Rank
JSCP Calmar Ratio Rank: 9090
Calmar Ratio Rank
JSCP Martin Ratio Rank: 9494
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan Short Duration Core Plus ETF (JSCP) and compare them to a chosen benchmark (S&P 500 Index).


JSCPBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.33

0.90

+1.43

Sortino ratio

Return per unit of downside risk

3.75

1.39

+2.36

Omega ratio

Gain probability vs. loss probability

1.49

1.21

+0.28

Calmar ratio

Return relative to maximum drawdown

3.13

1.40

+1.73

Martin ratio

Return relative to average drawdown

14.78

6.61

+8.17

Explore JSCP risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

JPMorgan Short Duration Core Plus ETF provided a 4.60% dividend yield over the last twelve months, with an annual payout of $2.18 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.0020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$2.18$2.21$2.22$1.92$1.15$0.54

Dividend yield

4.60%4.64%4.76%4.13%2.51%1.09%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Short Duration Core Plus ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.17$0.17$0.34
2025$0.00$0.19$0.18$0.19$0.20$0.20$0.19$0.19$0.18$0.18$0.17$0.34$2.21
2024$0.00$0.18$0.16$0.18$0.18$0.17$0.19$0.19$0.21$0.19$0.18$0.38$2.22
2023$0.00$0.15$0.18$0.15$0.16$0.16$0.12$0.17$0.17$0.17$0.17$0.34$1.92
2022$0.00$0.05$0.07$0.07$0.08$0.08$0.08$0.10$0.11$0.12$0.12$0.25$1.15
2021$0.03$0.05$0.05$0.06$0.05$0.05$0.06$0.06$0.13$0.54

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Short Duration Core Plus 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 JPMorgan Short Duration Core Plus ETF was 8.90%, occurring on Oct 20, 2022. Recovery took 359 trading sessions.

The current JPMorgan Short Duration Core Plus ETF drawdown is 0.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.9%Sep 16, 2021277Oct 20, 2022359Mar 27, 2024636
-1.59%Apr 4, 20256Apr 11, 202511Apr 29, 202517
-1.27%Mar 2, 202619Mar 26, 2026
-1.2%Sep 30, 202428Nov 6, 202453Jan 27, 202581
-1.18%Mar 28, 202413Apr 16, 202417May 9, 202430

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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