JIDE vs. JPLD

Last updated Jul 8, 2026

JIDE (JPMorgan International Dynamic ETF) and JPLD (JPMorgan Limited Duration Bond ETF) are both exchange-traded funds - JIDE is a Foreign Large Cap Equities fund actively managed by JPMorgan, while JPLD is a Short-Term Bond fund actively managed by JPMorgan. Both are actively managed. At a 0.42 correlation, their price movements are largely independent. JIDE charges 0.55%/yr vs 0.24%/yr for JPLD.

Performance

JIDE vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Dynamic ETF (JIDE) and JPMorgan Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

JIDE

• 1D: -1.37%
• 1M: 4.11%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JPLD

• 1D: -0.10%
• 1M: 0.39%
• 6M: 1.33%
• YTD: 1.38%
• 1Y: 4.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JIDE vs. JPLD - Yearly Performance Comparison

	2026 (YTD)
JIDE JPMorgan International Dynamic ETF	2.33%
JPLD JPMorgan Limited Duration Bond ETF	1.12%

Correlation

The correlation between JIDE and JPLD is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 28, 2026	0.42

Return for Risk

JIDE vs. JPLD — Risk / Return Rank

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

JIDE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JPLD

JPLD Risk / Return Rank: 93
JPLD Sharpe Ratio Rank: 94
JPLD Sortino Ratio Rank: 95
JPLD Omega Ratio Rank: 95
JPLD Calmar Ratio Rank: 89
JPLD Martin Ratio Rank: 93

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.

JIDE vs. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Dynamic ETF (JIDE) and JPMorgan 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.

	JIDE	JPLD	Difference
Sharpe ratio: Return per unit of total volatility	—	2.93	—
Sortino ratio: Return per unit of downside risk	—	4.52	—
Omega ratio: Gain probability vs. loss probability	—	1.61	—
Calmar ratio: Return relative to maximum drawdown	—	4.34	—
Martin ratio: Return relative to average drawdown	—	19.93	—

Drawdowns

JIDE vs. JPLD - Drawdown Comparison

The maximum JIDE drawdown since its inception was -12.69%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for JIDE and JPLD.

Drawdown Indicators

	JIDE	JPLD	Difference
Max Drawdown Largest peak-to-trough decline	-12.69%	-1.17%	-11.52%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.00%	—
Current Drawdown Current decline from peak	-3.11%	-0.10%	-3.01%
Average Drawdown Average peak-to-trough decline	-4.61%	-0.15%	-4.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.22%	—

Volatility

Volatility by Period

	JIDE	JPLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.57%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.08%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.03%	1.49%	+19.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.03%	1.83%	+19.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.03%	1.83%	+19.20%

JIDE vs. JPLD - Expense Ratio Comparison

JIDE has a 0.55% expense ratio, which is higher than JPLD's 0.24% expense ratio.

Dividends

JIDE vs. JPLD - Dividend Comparison

JIDE has not paid dividends to shareholders, while JPLD's dividend yield for the trailing twelve months is around 4.28%.

Position	TTM	2025	2024	2023
JIDE JPMorgan International Dynamic ETF	0.00%	0.00%	0.00%	0.00%
JPLD JPMorgan Limited Duration Bond ETF	4.28%	4.24%	4.47%	1.83%

Frequently Asked Questions

Can I hold both JIDE and JPLD in my portfolio?

JIDE and JPLD have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JIDE or JPLD?

On fees, JPLD is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JIDE or JPLD?

JPLD is cheaper with a 0.24% expense ratio, compared with 0.55% for JIDE.

Which ETF pays a higher dividend yield, JIDE or JPLD?

JPLD has the higher dividend yield at 4.28%, compared with 0.00% for JIDE.

What is the main difference between JIDE and JPLD?

JIDE is categorized as Foreign Large Cap Equities, while JPLD is Short-Term Bond. Their fees differ too: 0.55% for JIDE and 0.24% for JPLD.