JIGB vs. SPSB
Compare and contrast key facts about JPMorgan Corporate Bond Research Enhanced ETF (JIGB) and SPDR Portfolio Short Term Corporate Bond ETF (SPSB).
JIGB and SPSB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JIGB is an actively managed fund by JPMorgan. It was launched on Dec 12, 2018. SPSB is a passively managed fund by State Street that tracks the performance of the Bloomberg Barclays U.S. 1-3 Year Corporate Bond Index. It was launched on Dec 16, 2009.
Performance
JIGB vs. SPSB - Performance Comparison
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JIGB vs. SPSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JIGB JPMorgan Corporate Bond Research Enhanced ETF | -0.28% | 7.69% | 1.97% | 8.42% | -15.72% | -2.23% | 10.39% | 14.86% | 0.43% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 0.32% | 5.86% | 5.25% | 5.60% | -3.31% | -0.20% | 3.83% | 5.21% | 0.45% |
Returns By Period
In the year-to-date period, JIGB achieves a -0.28% return, which is significantly lower than SPSB's 0.32% return.
JIGB
- 1D
- -0.06%
- 1M
- -1.44%
- YTD
- -0.28%
- 6M
- 0.14%
- 1Y
- 4.71%
- 3Y*
- 4.58%
- 5Y*
- 0.48%
- 10Y*
- —
SPSB
- 1D
- 0.04%
- 1M
- -0.35%
- YTD
- 0.32%
- 6M
- 1.39%
- 1Y
- 4.49%
- 3Y*
- 5.19%
- 5Y*
- 2.65%
- 10Y*
- 2.62%
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JIGB vs. SPSB - Expense Ratio Comparison
JIGB has a 0.14% expense ratio, which is higher than SPSB's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
JIGB vs. SPSB — Risk / Return Rank
JIGB
SPSB
JIGB vs. SPSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Corporate Bond Research Enhanced ETF (JIGB) and SPDR Portfolio Short Term Corporate Bond ETF (SPSB). 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.
| JIGB | SPSB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 3.01 | -2.13 |
Sortino ratioReturn per unit of downside risk | 1.22 | 4.62 | -3.40 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.68 | -0.51 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 5.19 | -3.55 |
Martin ratioReturn relative to average drawdown | 4.98 | 21.29 | -16.31 |
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
| JIGB | SPSB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 3.01 | -2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 1.35 | -1.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.86 | -0.45 |
Correlation
The correlation between JIGB and SPSB is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JIGB vs. SPSB - Dividend Comparison
JIGB's dividend yield for the trailing twelve months is around 5.04%, more than SPSB's 4.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JIGB JPMorgan Corporate Bond Research Enhanced ETF | 5.04% | 5.02% | 5.22% | 4.22% | 3.39% | 3.47% | 4.59% | 5.25% | 0.20% | 0.00% | 0.00% | 0.00% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 4.45% | 4.55% | 4.85% | 4.05% | 1.92% | 1.19% | 1.94% | 2.77% | 2.36% | 1.94% | 1.65% | 1.43% |
Drawdowns
JIGB vs. SPSB - Drawdown Comparison
The maximum JIGB drawdown since its inception was -22.48%, which is greater than SPSB's maximum drawdown of -11.75%. Use the drawdown chart below to compare losses from any high point for JIGB and SPSB.
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Drawdown Indicators
| JIGB | SPSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.48% | -11.75% | -10.73% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -0.87% | -2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -22.32% | -5.96% | -16.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -11.75% | — |
Current DrawdownCurrent decline from peak | -2.17% | -0.43% | -1.74% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -0.55% | -6.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 0.21% | +0.78% |
Volatility
JIGB vs. SPSB - Volatility Comparison
JPMorgan Corporate Bond Research Enhanced ETF (JIGB) has a higher volatility of 2.12% compared to SPDR Portfolio Short Term Corporate Bond ETF (SPSB) at 0.65%. This indicates that JIGB's price experiences larger fluctuations and is considered to be riskier than SPSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIGB | SPSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.12% | 0.65% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 3.04% | 0.87% | +2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.38% | 1.50% | +3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.17% | 1.97% | +5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.50% | 3.05% | +4.45% |