IGSB vs. JPUS
IGSB (iShares 1-5 Year Investment Grade Corporate Bond ETF) and JPUS (JPMorgan Diversified Return US Equity ETF) are both exchange-traded funds - IGSB is a Corporate Bonds fund tracking the ICE BofA 1-5 Year US Corporate Index, while JPUS is a Large Cap Blend Equities fund tracking the JPMorgan Diversified Factor US Equity Index. Both are passively managed. Over the past 10 years, IGSB returned 2.72%/yr vs 11.27%/yr for JPUS. At a 0.18 correlation, their price movements are largely independent. IGSB charges 0.04%/yr vs 0.18%/yr for JPUS.
Performance
IGSB vs. JPUS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IGSB achieves a 0.93% return, which is significantly lower than JPUS's 14.28% return. Over the past 10 years, IGSB has underperformed JPUS with an annualized return of 2.72%, while JPUS has yielded a comparatively higher 11.27% annualized return.
IGSB
- 1D
- -0.07%
- 1M
- 0.14%
- 6M
- 0.85%
- YTD
- 0.93%
- 1Y
- 3.86%
- 3Y*
- 5.59%
- 5Y*
- 2.44%
- 10Y*
- 2.72%
- ALL TIME*
- 2.82%
JPUS
- 1D
- -0.52%
- 1M
- 1.73%
- 6M
- 9.76%
- YTD
- 14.28%
- 1Y
- 20.45%
- 3Y*
- 14.33%
- 5Y*
- 10.09%
- 10Y*
- 11.27%
- ALL TIME*
- 12.05%
IGSB vs. JPUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGSB iShares 1-5 Year Investment Grade Corporate Bond ETF | 0.93% | 6.96% | 4.97% | 6.40% | -5.63% | -0.56% | 5.37% | 7.11% | 1.25% | 1.27% |
JPUS JPMorgan Diversified Return US Equity ETF | 14.28% | 11.18% | 13.48% | 10.98% | -8.47% | 29.09% | 7.54% | 25.50% | -6.14% | 20.58% |
Correlation
The correlation between IGSB and JPUS is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.18 |
The correlation between IGSB and JPUS shifts across timeframes, from 0.18 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IGSB vs. JPUS — Risk / Return Rank
IGSB
JPUS
IGSB vs. JPUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB) and JPMorgan Diversified Return US Equity ETF (JPUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| IGSB | JPUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.98 | -0.32 |
| Martin ratioReturn relative to average drawdown | 10.60 | 11.98 | -1.38 |
Loading charts...
Drawdowns
IGSB vs. JPUS - Drawdown Comparison
The maximum IGSB drawdown since its inception was -13.38%, smaller than the maximum JPUS drawdown of -38.69%. Use the drawdown chart below to compare losses from any high point for IGSB and JPUS.
Loading charts...
Drawdown Indicators
| IGSB | JPUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.38% | -38.69% | +25.31% |
Max Drawdown (1Y)Largest decline over 1 year | -1.46% | -6.90% | +5.44% |
Max Drawdown (3Y)Largest decline over 3 years | -1.46% | -15.96% | +14.50% |
Max Drawdown (5Y)Largest decline over 5 years | -9.46% | -19.04% | +9.58% |
Max Drawdown (10Y)Largest decline over 10 years | -13.38% | -38.69% | +25.31% |
Current DrawdownCurrent decline from peak | -0.21% | -0.92% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -0.85% | -3.78% | +2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 1.71% | -1.35% |
Volatility
IGSB vs. JPUS - Volatility Comparison
The current volatility for iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB) is 0.57%, while JPMorgan Diversified Return US Equity ETF (JPUS) has a volatility of 2.16%. This indicates that IGSB experiences smaller price fluctuations and is considered to be less risky than JPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IGSB | JPUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.57% | 2.16% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 1.56% | 7.65% | -6.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.96% | 10.39% | -8.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.95% | 14.45% | -11.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.47% | 16.71% | -13.24% |
IGSB vs. JPUS - Expense Ratio Comparison
IGSB has a 0.04% expense ratio, which is lower than JPUS's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IGSB vs. JPUS - Dividend Comparison
IGSB's dividend yield for the trailing twelve months is around 4.60%, more than JPUS's 1.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGSB iShares 1-5 Year Investment Grade Corporate Bond ETF | 4.60% | 4.44% | 4.02% | 3.26% | 2.07% | 1.82% | 2.36% | 3.06% | 2.46% | 1.65% | 1.45% | 1.18% |
JPUS JPMorgan Diversified Return US Equity ETF | 1.99% | 2.27% | 2.12% | 2.26% | 2.35% | 1.67% | 1.94% | 2.09% | 2.16% | 1.25% | 0.77% | 0.48% |
Frequently Asked Questions
IGSB and JPUS have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPUS has higher volatility (2.16%) compared to IGSB (0.57%). In terms of maximum drawdown, IGSB dropped -13.38% vs JPUS's -38.69%.
On 10-year performance, JPUS leads with 11.27% vs 2.72% for IGSB. On fees, IGSB is cheaper at 0.04% per year. On volatility, IGSB has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, JPUS has performed better with a 11.27% return vs 2.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IGSB is cheaper with a 0.04% expense ratio, compared with 0.18% for JPUS.
IGSB has the higher dividend yield at 4.60%, compared with 1.99% for JPUS.
IGSB is categorized as Corporate Bonds, while JPUS is Large Cap Blend Equities. IGSB tracks ICE BofA 1-5 Year US Corporate Index, while JPUS tracks JPMorgan Diversified Factor US Equity Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.04% for IGSB and 0.18% for JPUS.
JPUS currently has the higher Sharpe Ratio (1.98 vs 1.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for IGSB and JPUS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer