- ISIN
- US46641Q2747
- Issuer
- JPMorgan
- Inception Date
- Mar 1, 2021
- Region
- Global (Broad)
- Category
- Short-Term Bond
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $2B
Share Price Chart
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Performance
JSCP Performance Chart
JPMorgan Short Duration Core Plus ETF (JSCP) is up 0.6% since the beginning of the year. JSCP is currently trading at $47 per share. Investors who bought $1,000 worth of JSCP shares 5 years ago would now be looking at an investment worth $1,128.
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Returns By Period
JPMorgan Short Duration Core Plus ETF (JSCP) has returned 0.59% so far this year and 4.16% over the past 12 months.
JPMorgan Short Duration Core Plus ETF
- 1D
- -0.12%
- 1M
- 0.29%
- YTD
- 0.59%
- 6M
- 0.75%
- 1Y
- 4.16%
- 3Y*
- 5.55%
- 5Y*
- 2.44%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
JSCP Monthly Returns History
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, an 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.29% | 0.69% | -0.80% | 0.34% | 0.14% | -0.07% | 0.59% | ||||||
| 2025 | 0.71% | 1.04% | 0.29% | 0.57% | 0.24% | 0.93% | 0.04% | 1.16% | 0.33% | 0.37% | 0.58% | 0.41% | 6.86% |
| 2024 | 0.43% | -0.54% | 0.81% | -0.77% | 1.12% | 0.52% | 1.65% | 0.90% | 1.14% | -0.87% | 0.46% | 0.12% | 5.06% |
| 2023 | 1.72% | -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 | -0.20% | 0.48% | 0.18% | -0.03% | 0.18% | 0.13% | -0.18% | -0.29% | -0.43% | 0.30% | 0.15% |
Benchmark Metrics
JPMorgan Short Duration Core Plus ETF has an annualized alpha of 1.84%, beta of 0.04, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since March 02, 2021.
- This ETF participated in 12.98% of S&P 500 Index downside but only 11.65% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.04 may look defensive, but with R2 of 0.07 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 0.07 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
- 1.84%
- Beta
- 0.04
- R²
- 0.07
- Upside Capture
- 11.65%
- Downside Capture
- 12.98%
Expense Ratio
JSCP has an expense ratio of 0.33%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JSCP ranks 77 for risk / return — better than 77% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan Short Duration Core Plus ETF (JSCP) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JSCP | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.37 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 2.78 | +0.51 |
| Martin ratioReturn relative to average drawdown | 12.18 | 12.44 | -0.26 |
Dividends
Dividend History
JPMorgan Short Duration Core Plus ETF provided a 4.49% dividend yield over the last twelve months, with an annual payout of $2.11 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $2.11 | $2.21 | $2.22 | $1.92 | $1.15 | $0.54 |
Dividend yield | 4.49% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.17 | $0.17 | $0.17 | $0.18 | $0.17 | $0.86 | ||||||
| 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 0.38%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -8.90%Oct 2022 | 1y 1mo | 1y 5mo | 2y 6moSep 2021 - Mar 2024 |
2025 selloff2025 | -1.59%Apr 2025 | 7d | 18d | 25dApr 2025 - Apr 2025 |
2026 pullback2026 | -1.27%Mar 2026 | 24d | — | 3mo 23dMar 2026 - now |
2024 pullback2024 | -1.20%Nov 2024 | 1mo 7d | 2mo 22d | 3mo 29dSep 2024 - Jan 2025 |
2024 pullback2024 | -1.18%Apr 2024 | 19d | 23d | 1mo 12dMar 2024 - May 2024 |
Drawdown Indicators
| JSCP | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.90% | -56.78% | +47.88% |
Max Drawdown (1Y)Largest decline over 1 year | -1.27% | -9.10% | +7.83% |
Max Drawdown (3Y)Largest decline over 3 years | -1.59% | -18.90% | +17.31% |
Max Drawdown (5Y)Largest decline over 5 years | -8.90% | -25.43% | +16.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.38% | -1.80% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -2.05% | -10.71% | +8.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 2.03% | -1.69% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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