JPLD vs. CCRV

Last updated Apr 1, 2026

Compare and contrast key facts about J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) and iShares Commodity Curve Carry Strategy ETF (CCRV).

JPLD and CCRV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPLD is an actively managed fund by JPMorgan. It was launched on Feb 2, 1993. CCRV is a passively managed fund by iShares that tracks the performance of the CCRV-US - ICE BofA Commodity Enhanced Carry Index. It was launched on Sep 1, 2020.

Performance

JPLD vs. CCRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) and iShares Commodity Curve Carry Strategy ETF (CCRV). The values are adjusted to include any dividend payments, if applicable.

JPLD vs. CCRV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	0.38%	6.01%	6.49%	3.23%
CCRV iShares Commodity Curve Carry Strategy ETF	0.00%	-0.05%	5.74%	-1.18%

Returns By Period

JPLD

• 1D: -0.08%
• 1M: -0.74%
• YTD: 0.38%
• 6M: 1.58%
• 1Y: 4.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CCRV

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JPLD vs. CCRV - Expense Ratio Comparison

JPLD has a 0.24% expense ratio, which is lower than CCRV's 0.40% expense ratio.

CCRV

iShares Commodity Curve Carry Strategy ETF

JPLD

J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF

Return for Risk

JPLD vs. CCRV — Risk / Return Rank

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

JPLD

JPLD Risk / Return Rank: 97
JPLD Sharpe Ratio Rank: 97
JPLD Sortino Ratio Rank: 98
JPLD Omega Ratio Rank: 97
JPLD Calmar Ratio Rank: 95
JPLD Martin Ratio Rank: 97

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.

JPLD vs. CCRV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) and iShares Commodity Curve Carry Strategy ETF (CCRV). 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.

	JPLD	CCRV	Difference
Sharpe ratio Return per unit of total volatility	2.63	—	—
Sortino ratio Return per unit of downside risk	4.05	—	—
Omega ratio Gain probability vs. loss probability	1.55	—	—
Calmar ratio Return relative to maximum drawdown	4.03	—	—
Martin ratio Return relative to average drawdown	19.92	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	JPLD	CCRV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.28	—	—

Correlation

The correlation between JPLD and CCRV is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

JPLD vs. CCRV - Dividend Comparison

JPLD's dividend yield for the trailing twelve months is around 4.22%, while CCRV has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	4.22%	4.24%	4.47%	1.83%	0.00%	0.00%
CCRV iShares Commodity Curve Carry Strategy ETF	0.00%	0.00%	4.43%	7.26%	33.27%	26.22%

Drawdowns

Drawdown Indicators

	JPLD	CCRV	Difference
Max Drawdown Largest peak-to-trough decline	-1.17%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-1.17%	—	—
Current Drawdown Current decline from peak	-0.74%	—	—
Average Drawdown Average peak-to-trough decline	-0.14%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.24%	—	—

Volatility

Volatility by Period

	JPLD	CCRV	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.54%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.99%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.79%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.86%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.86%	—	—