JCPB vs. EUSB
JCPB (JPMorgan Core Plus Bond ETF) and EUSB (iShares ESG Advanced Total USD Bond Market ETF) are both Intermediate Core-Plus Bond funds. JCPB is actively managed, while EUSB is passively managed. Over the past 5 years, JCPB returned 1.11%/yr vs 0.34%/yr for EUSB. Their correlation of 0.90 suggests significant overlap in exposure. JCPB charges 0.38%/yr vs 0.12%/yr for EUSB.
Performance
JCPB vs. EUSB - Performance Comparison
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Returns By Period
In the year-to-date period, JCPB achieves a 0.58% return, which is significantly higher than EUSB's 0.13% return.
JCPB
- 1D
- -0.17%
- 1M
- 0.36%
- YTD
- 0.58%
- 6M
- 0.54%
- 1Y
- 6.11%
- 3Y*
- 5.02%
- 5Y*
- 1.11%
- 10Y*
- —
EUSB
- 1D
- -0.20%
- 1M
- 0.27%
- YTD
- 0.13%
- 6M
- 0.19%
- 1Y
- 5.15%
- 3Y*
- 4.27%
- 5Y*
- 0.34%
- 10Y*
- —
JCPB vs. EUSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JCPB JPMorgan Core Plus Bond ETF | 0.58% | 7.98% | 2.96% | 7.13% | -12.90% | -0.51% | 3.17% |
EUSB iShares ESG Advanced Total USD Bond Market ETF | 0.13% | 7.45% | 1.83% | 5.80% | -12.81% | -1.29% | 1.68% |
Correlation
The correlation between JCPB and EUSB is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2020 | 0.90 |
The correlation between JCPB and EUSB has been stable across timeframes, ranging from 0.90 to 0.97 - a consistent structural relationship.
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Return for Risk
JCPB vs. EUSB — Risk / Return Rank
JCPB
EUSB
JCPB vs. EUSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Plus Bond ETF (JCPB) and iShares ESG Advanced Total USD Bond Market ETF (EUSB). 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.
| JCPB | EUSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.26 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 2.09 | +0.17 |
| Martin ratioReturn relative to average drawdown | 6.88 | 6.26 | +0.62 |
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
| JCPB | EUSB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 1.45 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.06 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.04 | +0.50 |
Drawdowns
JCPB vs. EUSB - Drawdown Comparison
The maximum JCPB drawdown since its inception was -16.67%, smaller than the maximum EUSB drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for JCPB and EUSB.
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Drawdown Indicators
| JCPB | EUSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.67% | -17.87% | +1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -2.48% | -0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -5.97% | -5.76% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -16.67% | -17.45% | +0.78% |
Current DrawdownCurrent decline from peak | -1.48% | -1.36% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -6.50% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 0.82% | +0.07% |
Volatility
JCPB vs. EUSB - Volatility Comparison
JPMorgan Core Plus Bond ETF (JCPB) has a higher volatility of 1.26% compared to iShares ESG Advanced Total USD Bond Market ETF (EUSB) at 1.17%. This indicates that JCPB's price experiences larger fluctuations and is considered to be riskier than EUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JCPB | EUSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 1.17% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 2.49% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.77% | 3.57% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.38% | 5.77% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 5.41% | -0.36% |
JCPB vs. EUSB - Expense Ratio Comparison
JCPB has a 0.38% expense ratio, which is higher than EUSB's 0.12% expense ratio.
Dividends
JCPB vs. EUSB - Dividend Comparison
JCPB's dividend yield for the trailing twelve months is around 4.93%, more than EUSB's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EUSB iShares ESG Advanced Total USD Bond Market ETF | 3.97% | 3.84% | 3.67% | 3.08% | 2.21% | 1.10% | 0.57% | 0.00% |
JCPB JPMorgan Core Plus Bond ETF | 4.93% | 4.90% | 5.16% | 4.32% | 3.01% | 2.19% | 2.97% | 3.01% |
Frequently Asked Questions
With a correlation of 0.97, JCPB and EUSB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JCPB has higher volatility (1.26%) compared to EUSB (1.17%). In terms of maximum drawdown, JCPB dropped -16.67% vs EUSB's -17.87%.
On 5-year performance, JCPB leads with 1.11% vs 0.34% for EUSB. On fees, EUSB is cheaper at 0.12% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, JCPB has performed better with a 1.11% return vs 0.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EUSB is cheaper with a 0.12% expense ratio, compared with 0.38% for JCPB.
JCPB has the higher dividend yield at 4.93%, compared with 3.97% for EUSB.
They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.38% for JCPB and 0.12% for EUSB.
JCPB currently has the higher Sharpe Ratio (1.63 vs 1.45), 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.
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