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IUSB vs. JPLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSB vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Universal USD Bond ETF (IUSB) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSB achieves a 0.67% return, which is significantly lower than JPLD's 1.20% return.


IUSB

1D
-0.07%
1M
1.10%
YTD
0.67%
6M
1.05%
1Y
5.21%
3Y*
4.70%
5Y*
0.39%
10Y*
1.97%

JPLD

1D
-0.04%
1M
0.34%
YTD
1.20%
6M
1.54%
1Y
4.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSB vs. JPLD - Yearly Performance Comparison


2026 (YTD)202520242023
IUSB
iShares Core Universal USD Bond ETF
0.67%7.38%2.11%3.70%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
1.20%6.01%6.49%3.15%

Correlation

The correlation between IUSB and JPLD is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2023

0.71

The correlation between IUSB and JPLD has been stable across timeframes, ranging from 0.69 to 0.71 - a consistent structural relationship.

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Return for Risk

IUSB vs. JPLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUSB
IUSB Risk / Return Rank: 4343
Overall Rank
IUSB Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4545
Sortino Ratio Rank
IUSB Omega Ratio Rank: 4242
Omega Ratio Rank
IUSB Calmar Ratio Rank: 4444
Calmar Ratio Rank
IUSB Martin Ratio Rank: 4040
Martin Ratio Rank

JPLD
JPLD Risk / Return Rank: 9393
Overall Rank
JPLD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JPLD Sortino Ratio Rank: 9696
Sortino Ratio Rank
JPLD Omega Ratio Rank: 9595
Omega Ratio Rank
JPLD Calmar Ratio Rank: 8888
Calmar Ratio Rank
JPLD Martin Ratio Rank: 9393
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.

IUSB vs. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Universal USD Bond ETF (IUSB) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). 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.


IUSBJPLDDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-3.09

Omega ratioGain probability vs. loss probability

1.24

1.66

-0.42

Calmar ratioReturn relative to maximum drawdown

1.92

4.54

-2.62

Martin ratioReturn relative to average drawdown

5.62

21.02

-15.40

IUSB vs. JPLD - Sharpe Ratio Comparison

The current IUSB Sharpe Ratio is 1.35, which is lower than the JPLD Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of IUSB and JPLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IUSB vs. JPLD - Drawdown Comparison

The maximum IUSB drawdown since its inception was -17.90%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for IUSB and JPLD.


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Drawdown Indicators


IUSBJPLDDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-1.17%

-16.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-1.00%

-1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-5.82%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

Max Drawdown (10Y)

Largest decline over 10 years

-17.90%

Current Drawdown

Current decline from peak

-1.09%

-0.04%

-1.05%

Average Drawdown

Average peak-to-trough decline

-3.58%

-0.15%

-3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.22%

+0.64%

Volatility

IUSB vs. JPLD - Volatility Comparison

iShares Core Universal USD Bond ETF (IUSB) has a higher volatility of 1.30% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.38%. This indicates that IUSB's price experiences larger fluctuations and is considered to be riskier than JPLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSBJPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

0.38%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

0.97%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

1.46%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.80%

1.83%

+3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

1.83%

+3.21%

IUSB vs. JPLD - Expense Ratio Comparison

IUSB has a 0.06% expense ratio, which is lower than JPLD's 0.24% 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

IUSB vs. JPLD - Dividend Comparison

IUSB's dividend yield for the trailing twelve months is around 4.22%, which matches JPLD's 4.20% yield.


PositionTTM20252024202320222021202020192018201720162015
IUSB
iShares Core Universal USD Bond ETF
4.22%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
4.20%4.24%4.47%1.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUSB and JPLD have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IUSB has higher volatility (1.30%) compared to JPLD (0.38%). In terms of maximum drawdown, IUSB dropped -17.90% vs JPLD's -1.17%.

On 1-year performance, IUSB leads with 5.21% vs 4.59% for JPLD. On fees, IUSB is cheaper at 0.06% per year. On volatility, JPLD has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IUSB has performed better with a 5.21% return vs 4.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSB is cheaper with a 0.06% expense ratio, compared with 0.24% for JPLD.

IUSB has the higher dividend yield at 4.22%, compared with 4.20% for JPLD.

IUSB is categorized as Intermediate Core-Plus Bond, while JPLD is Short-Term Bond. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.06% for IUSB and 0.24% for JPLD.

JPLD currently has the higher Sharpe Ratio (3.17 vs 1.35), 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.

Portfolio Optimizer

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