JBK vs. ICSH
Compare and contrast key facts about Corporate Backed Trust Certificates, Goldman Sachs Capital I Securities-Backed Series 2004-6 04-6 A1 3.50 (JBK) and iShares Ultra Short Duration Bond Active ETF (ICSH).
ICSH is a passively managed fund by iShares that tracks the performance of the ICE BofA US 6-Month Treasury Bill Index (USD). It was launched on Dec 11, 2013.
Performance
JBK vs. ICSH - Performance Comparison
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JBK vs. ICSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JBK Corporate Backed Trust Certificates, Goldman Sachs Capital I Securities-Backed Series 2004-6 04-6 A1 3.50 | 2.55% | 4.08% | 9.63% | 6.33% | -9.11% | 4.88% | 7.89% | 25.00% | 5.72% | 22.03% |
ICSH iShares Ultra Short Duration Bond Active ETF | 0.74% | 4.96% | 5.52% | 5.58% | 0.97% | 0.16% | 1.61% | 3.17% | 2.25% | 1.63% |
Returns By Period
In the year-to-date period, JBK achieves a 2.55% return, which is significantly higher than ICSH's 0.74% return. Over the past 10 years, JBK has outperformed ICSH with an annualized return of 7.25%, while ICSH has yielded a comparatively lower 2.71% annualized return.
JBK
- 1D
- -2.34%
- 1M
- -0.12%
- YTD
- 2.55%
- 6M
- 2.83%
- 1Y
- 7.48%
- 3Y*
- 8.03%
- 5Y*
- 3.26%
- 10Y*
- 7.25%
ICSH
- 1D
- 0.02%
- 1M
- 0.12%
- YTD
- 0.74%
- 6M
- 1.89%
- 1Y
- 4.40%
- 3Y*
- 5.21%
- 5Y*
- 3.55%
- 10Y*
- 2.71%
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Return for Risk
JBK vs. ICSH — Risk / Return Rank
JBK
ICSH
JBK vs. ICSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Corporate Backed Trust Certificates, Goldman Sachs Capital I Securities-Backed Series 2004-6 04-6 A1 3.50 (JBK) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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.
| JBK | ICSH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 10.86 | -10.22 |
Sortino ratioReturn per unit of downside risk | 1.00 | 25.58 | -24.58 |
Omega ratioGain probability vs. loss probability | 1.21 | 6.41 | -5.20 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 45.33 | -43.49 |
Martin ratioReturn relative to average drawdown | 4.08 | 283.87 | -279.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JBK | ICSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 10.86 | -10.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 7.40 | -7.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 2.55 | -2.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 1.90 | -1.62 |
Correlation
The correlation between JBK and ICSH is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JBK vs. ICSH - Dividend Comparison
JBK's dividend yield for the trailing twelve months is around 6.12%, more than ICSH's 4.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JBK Corporate Backed Trust Certificates, Goldman Sachs Capital I Securities-Backed Series 2004-6 04-6 A1 3.50 | 6.12% | 6.10% | 5.97% | 6.16% | 6.15% | 5.28% | 5.25% | 5.38% | 6.34% | 6.31% | 7.19% | 6.36% |
ICSH iShares Ultra Short Duration Bond Active ETF | 4.46% | 4.55% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% |
Drawdowns
JBK vs. ICSH - Drawdown Comparison
The maximum JBK drawdown since its inception was -59.76%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for JBK and ICSH.
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Drawdown Indicators
| JBK | ICSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.76% | -3.94% | -55.82% |
Max Drawdown (1Y)Largest decline over 1 year | -3.95% | -0.10% | -3.85% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -0.73% | -22.57% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -3.94% | -19.83% |
Current DrawdownCurrent decline from peak | -3.00% | 0.00% | -3.00% |
Average DrawdownAverage peak-to-trough decline | -7.55% | -0.08% | -7.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 0.02% | +1.75% |
Volatility
JBK vs. ICSH - Volatility Comparison
Corporate Backed Trust Certificates, Goldman Sachs Capital I Securities-Backed Series 2004-6 04-6 A1 3.50 (JBK) has a higher volatility of 4.65% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.16%. This indicates that JBK's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JBK | ICSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 0.16% | +4.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 0.26% | +7.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 0.41% | +11.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 0.48% | +19.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.42% | 1.06% | +19.36% |