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JCPB vs. BYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JCPB vs. BYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Core Plus Bond ETF (JCPB) and iShares Yield Optimized Bond ETF (BYLD). The values are adjusted to include any dividend payments, if applicable.

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JCPB vs. BYLD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JCPB
JPMorgan Core Plus Bond ETF
0.23%7.98%2.96%7.13%-12.90%-0.51%9.19%7.76%
BYLD
iShares Yield Optimized Bond ETF
-0.20%8.41%4.17%8.30%-10.33%-1.25%4.25%10.09%

Returns By Period

In the year-to-date period, JCPB achieves a 0.23% return, which is significantly higher than BYLD's -0.20% return.


JCPB

1D
0.33%
1M
-1.82%
YTD
0.23%
6M
1.44%
1Y
5.14%
3Y*
4.75%
5Y*
1.25%
10Y*

BYLD

1D
0.54%
1M
-1.76%
YTD
-0.20%
6M
0.93%
1Y
5.97%
3Y*
6.04%
5Y*
2.16%
10Y*
3.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JCPB vs. BYLD - Expense Ratio Comparison

JCPB has a 0.38% expense ratio, which is higher than BYLD's 0.17% expense ratio.


Return for Risk

JCPB vs. BYLD — Risk / Return Rank

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

JCPB
JCPB Risk / Return Rank: 6868
Overall Rank
JCPB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JCPB Sortino Ratio Rank: 6969
Sortino Ratio Rank
JCPB Omega Ratio Rank: 6161
Omega Ratio Rank
JCPB Calmar Ratio Rank: 7777
Calmar Ratio Rank
JCPB Martin Ratio Rank: 6363
Martin Ratio Rank

BYLD
BYLD Risk / Return Rank: 7676
Overall Rank
BYLD Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BYLD Sortino Ratio Rank: 7474
Sortino Ratio Rank
BYLD Omega Ratio Rank: 7070
Omega Ratio Rank
BYLD Calmar Ratio Rank: 8181
Calmar Ratio Rank
BYLD Martin Ratio Rank: 7979
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.

JCPB vs. BYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Plus Bond ETF (JCPB) and iShares Yield Optimized Bond ETF (BYLD). 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.


JCPBBYLDDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.30

-0.11

Sortino ratio

Return per unit of downside risk

1.67

1.83

-0.16

Omega ratio

Gain probability vs. loss probability

1.22

1.26

-0.04

Calmar ratio

Return relative to maximum drawdown

1.95

2.22

-0.27

Martin ratio

Return relative to average drawdown

5.89

8.14

-2.25

JCPB vs. BYLD - Sharpe Ratio Comparison

The current JCPB Sharpe Ratio is 1.19, which is comparable to the BYLD Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of JCPB and BYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JCPBBYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.30

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.42

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.55

0.00

Correlation

The correlation between JCPB and BYLD is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JCPB vs. BYLD - Dividend Comparison

JCPB's dividend yield for the trailing twelve months is around 4.94%, less than BYLD's 5.36% yield.


TTM20252024202320222021202020192018201720162015
JCPB
JPMorgan Core Plus Bond ETF
4.94%4.90%5.16%4.32%3.01%2.19%2.97%3.01%0.00%0.00%0.00%0.00%
BYLD
iShares Yield Optimized Bond ETF
5.36%5.32%5.31%4.45%3.39%2.18%3.41%3.67%4.22%3.22%3.14%3.37%

Drawdowns

JCPB vs. BYLD - Drawdown Comparison

The maximum JCPB drawdown since its inception was -16.67%, which is greater than BYLD's maximum drawdown of -14.75%. Use the drawdown chart below to compare losses from any high point for JCPB and BYLD.


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Drawdown Indicators


JCPBBYLDDifference

Max Drawdown

Largest peak-to-trough decline

-16.67%

-14.75%

-1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-2.72%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

-14.65%

-2.02%

Max Drawdown (10Y)

Largest decline over 10 years

-14.75%

Current Drawdown

Current decline from peak

-1.82%

-1.76%

-0.06%

Average Drawdown

Average peak-to-trough decline

-4.33%

-2.54%

-1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.74%

+0.17%

Volatility

JCPB vs. BYLD - Volatility Comparison

The current volatility for JPMorgan Core Plus Bond ETF (JCPB) is 1.74%, while iShares Yield Optimized Bond ETF (BYLD) has a volatility of 1.98%. This indicates that JCPB experiences smaller price fluctuations and is considered to be less risky than BYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JCPBBYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.74%

1.98%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

2.70%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

4.60%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.36%

5.16%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

5.43%

-0.35%