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JMST vs. SHV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JMST vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Ultra-Short Municipal Income ETF (JMST) and iShares 0-1 Year Treasury Bond ETF (SHV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JMST achieves a 0.99% return, which is significantly lower than SHV's 1.42% return.


JMST

1D
0.00%
1M
0.26%
YTD
0.99%
6M
1.32%
1Y
2.98%
3Y*
3.35%
5Y*
2.27%
10Y*

SHV

1D
0.00%
1M
0.27%
YTD
1.42%
6M
1.75%
1Y
3.90%
3Y*
4.64%
5Y*
3.31%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMST vs. SHV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JMST
JPMorgan Ultra-Short Municipal Income ETF
0.99%3.35%3.31%3.56%0.07%0.31%2.00%2.09%0.70%
SHV
iShares 0-1 Year Treasury Bond ETF
1.42%4.21%5.12%5.04%0.94%-0.10%0.81%2.36%0.45%

Correlation

The correlation between JMST and SHV is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2018

0.15

The correlation between JMST and SHV shifts across timeframes, from 0.07 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

JMST vs. SHV — Risk / Return Rank

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

JMST
JMST Risk / Return Rank: 9898
Overall Rank
JMST Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JMST Sortino Ratio Rank: 9898
Sortino Ratio Rank
JMST Omega Ratio Rank: 9999
Omega Ratio Rank
JMST Calmar Ratio Rank: 9797
Calmar Ratio Rank
JMST Martin Ratio Rank: 9898
Martin Ratio Rank

SHV
SHV Risk / Return Rank: 100100
Overall Rank
SHV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SHV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SHV Omega Ratio Rank: 100100
Omega Ratio Rank
SHV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SHV Martin Ratio Rank: 100100
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.

JMST vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Ultra-Short Municipal Income ETF (JMST) and iShares 0-1 Year Treasury Bond ETF (SHV). 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.


JMSTSHVDifference
Sharpe ratioReturn per unit of total volatility

-14.38

Sortino ratioReturn per unit of downside risk

-141.06

Omega ratioGain probability vs. loss probability

2.57

53.77

-51.20

Calmar ratioReturn relative to maximum drawdown

11.74

431.38

-419.64

Martin ratioReturn relative to average drawdown

64.44

2,419.80

-2,355.36

JMST vs. SHV - Sharpe Ratio Comparison

The current JMST Sharpe Ratio is 5.11, which is lower than the SHV Sharpe Ratio of 19.49. The chart below compares the historical Sharpe Ratios of JMST and SHV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JMSTSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.11

19.49

-14.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.76

11.56

-8.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.89

4.50

-2.61

Drawdowns

JMST vs. SHV - Drawdown Comparison

The maximum JMST drawdown since its inception was -2.41%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for JMST and SHV.


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Drawdown Indicators


JMSTSHVDifference

Max Drawdown

Largest peak-to-trough decline

-2.41%

-0.45%

-1.96%

Max Drawdown (1Y)

Largest decline over 1 year

-0.25%

-0.01%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-0.71%

-0.03%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-1.15%

-0.40%

-0.75%

Max Drawdown (10Y)

Largest decline over 10 years

-0.45%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.12%

-0.03%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.00%

+0.05%

Volatility

JMST vs. SHV - Volatility Comparison

JPMorgan Ultra-Short Municipal Income ETF (JMST) has a higher volatility of 0.17% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.05%. This indicates that JMST's price experiences larger fluctuations and is considered to be riskier than SHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMSTSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.17%

0.05%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

0.41%

0.12%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

0.59%

0.20%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.83%

0.29%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.14%

0.28%

+0.86%

JMST vs. SHV - Expense Ratio Comparison

JMST has a 0.18% expense ratio, which is higher than SHV's 0.15% 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%.


Dividends

JMST vs. SHV - Dividend Comparison

JMST's dividend yield for the trailing twelve months is around 2.65%, less than SHV's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
JMST
JPMorgan Ultra-Short Municipal Income ETF
2.65%2.84%3.32%3.09%1.10%0.27%0.87%1.63%0.28%0.00%0.00%0.00%
SHV
iShares 0-1 Year Treasury Bond ETF
3.83%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%

Frequently Asked Questions


JMST and SHV have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JMST has higher volatility (0.17%) compared to SHV (0.05%). In terms of maximum drawdown, JMST dropped -2.41% vs SHV's -0.45%.

On 5-year performance, SHV leads with 3.31% vs 2.27% for JMST. On fees, SHV is cheaper at 0.15% per year. On volatility, SHV has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SHV has performed better with a 3.31% return vs 2.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHV is cheaper with a 0.15% expense ratio, compared with 0.18% for JMST.

SHV has the higher dividend yield at 3.83%, compared with 2.65% for JMST.

JMST is categorized as Ultrashort Bond, while SHV is Government Bonds. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.18% for JMST and 0.15% for SHV.

SHV currently has the higher Sharpe Ratio (19.49 vs 5.11), 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.

Portfolio Optimizer

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