JCPB vs. IMTB
JCPB (JPMorgan Core Plus Bond ETF) and IMTB (iShares Core 5-10 Year USD Bond ETF) are both Intermediate Core-Plus Bond funds. JCPB is actively managed, while IMTB is passively managed. Over the past 5 years, JCPB returned 1.14%/yr vs 0.58%/yr for IMTB. Their correlation of 0.81 suggests significant overlap in exposure. JCPB charges 0.38%/yr vs 0.06%/yr for IMTB.
Performance
JCPB vs. IMTB - Performance Comparison
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Returns By Period
In the year-to-date period, JCPB achieves a 0.71% return, which is significantly higher than IMTB's 0.14% return.
JCPB
- 1D
- 0.13%
- 1M
- 0.29%
- YTD
- 0.71%
- 6M
- 0.84%
- 1Y
- 5.60%
- 3Y*
- 5.11%
- 5Y*
- 1.14%
- 10Y*
- —
IMTB
- 1D
- 0.16%
- 1M
- 0.13%
- YTD
- 0.14%
- 6M
- 0.49%
- 1Y
- 5.66%
- 3Y*
- 4.82%
- 5Y*
- 0.58%
- 10Y*
- —
JCPB vs. IMTB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JCPB JPMorgan Core Plus Bond ETF | 0.71% | 7.98% | 2.96% | 7.13% | -12.90% | -0.51% | 9.19% | 7.76% |
IMTB iShares Core 5-10 Year USD Bond ETF | 0.14% | 8.88% | 1.94% | 6.10% | -12.75% | -1.41% | 6.25% | 7.38% |
Correlation
The correlation between JCPB and IMTB is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2019 | 0.81 |
The correlation between JCPB and IMTB shifts across timeframes, from 0.81 (all time) to 0.94 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
JCPB vs. IMTB — Risk / Return Rank
JCPB
IMTB
JCPB vs. IMTB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Core Plus Bond ETF (JCPB) and iShares Core 5-10 Year USD Bond ETF (IMTB). 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 | IMTB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.25 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 1.99 | +0.08 |
| Martin ratioReturn relative to average drawdown | 6.28 | 6.13 | +0.14 |
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 | IMTB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 1.41 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.09 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.36 | +0.19 |
Drawdowns
JCPB vs. IMTB - Drawdown Comparison
The maximum JCPB drawdown since its inception was -16.67%, smaller than the maximum IMTB drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for JCPB and IMTB.
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Drawdown Indicators
| JCPB | IMTB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.67% | -18.15% | +1.48% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -2.86% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -5.97% | -6.80% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -16.67% | -18.11% | +1.44% |
Current DrawdownCurrent decline from peak | -1.36% | -1.58% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -4.13% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 0.92% | -0.03% |
Volatility
JCPB vs. IMTB - Volatility Comparison
The current volatility for JPMorgan Core Plus Bond ETF (JCPB) is 1.25%, while iShares Core 5-10 Year USD Bond ETF (IMTB) has a volatility of 1.46%. This indicates that JCPB experiences smaller price fluctuations and is considered to be less risky than IMTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JCPB | IMTB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 1.46% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 3.02% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.77% | 4.05% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.38% | 6.28% | -0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 5.18% | -0.13% |
JCPB vs. IMTB - Expense Ratio Comparison
JCPB has a 0.38% expense ratio, which is higher than IMTB's 0.06% expense ratio.
Dividends
JCPB vs. IMTB - Dividend Comparison
JCPB's dividend yield for the trailing twelve months is around 4.92%, more than IMTB's 4.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IMTB iShares Core 5-10 Year USD Bond ETF | 4.52% | 4.40% | 4.42% | 4.13% | 2.90% | 2.49% | 2.63% | 2.91% | 3.04% | 2.75% | 0.40% |
JCPB JPMorgan Core Plus Bond ETF | 4.92% | 4.90% | 5.16% | 4.32% | 3.01% | 2.19% | 2.97% | 3.01% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, JCPB and IMTB 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.
IMTB has higher volatility (1.46%) compared to JCPB (1.25%). In terms of maximum drawdown, JCPB dropped -16.67% vs IMTB's -18.15%.
On 5-year performance, JCPB leads with 1.14% vs 0.58% for IMTB. On fees, IMTB is cheaper at 0.06% per year. On volatility, JCPB has been the lower-risk option at 1.25%. 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 1.14% return vs 0.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IMTB is cheaper with a 0.06% expense ratio, compared with 0.38% for JCPB.
JCPB has the higher dividend yield at 4.92%, compared with 4.52% for IMTB.
They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.38% for JCPB and 0.06% for IMTB.
JCPB currently has the higher Sharpe Ratio (1.51 vs 1.41), 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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