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JPMorgan Short Duration Core Plus ETF (JSCP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46641Q2747

Issuer

JPMorgan

Inception Date

Mar 1, 2021

Region

Global (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

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


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.


Performance

Performance Chart


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Returns By Period

JPMorgan Short Duration Core Plus ETF (JSCP) returned 2.31% year-to-date (YTD) and 6.79% over the past 12 months.


JSCP

YTD

2.31%

1M

1.12%

6M

2.73%

1Y

6.79%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.71%1.04%0.28%0.57%-0.31%2.31%
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%1.34%0.41%-0.33%-0.13%0.40%0.32%-0.68%-0.10%2.17%2.03%6.21%
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%0.19%0.13%-0.18%-0.29%-0.42%0.30%0.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 97, JSCP is among the top 3% 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 JSCP is 9797
Overall Rank
The Sharpe Ratio Rank of JSCP is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of JSCP is 9797
Sortino Ratio Rank
The Omega Ratio Rank of JSCP is 9797
Omega Ratio Rank
The Calmar Ratio Rank of JSCP is 9797
Calmar Ratio Rank
The Martin Ratio Rank of JSCP is 9696
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 JPMorgan Short Duration Core Plus ETF (JSCP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

JPMorgan Short Duration Core Plus ETF Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 2.62
  • All Time: 0.66

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of JPMorgan Short Duration Core Plus ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

JPMorgan Short Duration Core Plus ETF provided a 4.84% dividend yield over the last twelve months, with an annual payout of $2.27 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.002021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$2.27$2.22$1.92$1.15$0.55

Dividend yield

4.84%4.76%4.13%2.51%1.10%

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
2025$0.00$0.19$0.18$0.19$0.20$0.76
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$0.06$0.05$0.06$0.05$0.05$0.06$0.06$0.13$0.55

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 0.31%.


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
-1.2%Sep 30, 202428Nov 6, 202453Jan 27, 202581
-1.17%Mar 28, 202413Apr 16, 202417May 9, 202430
-0.98%Mar 3, 202114Mar 22, 202111Apr 7, 202125

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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