JPLD vs. TLT
Compare and contrast key facts about J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) and iShares 20+ Year Treasury Bond ETF (TLT).
JPLD and TLT 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. TLT is a passively managed fund by iShares that tracks the performance of the ICE U.S. Treasury 20+ Year Bond Index. It was launched on Jul 22, 2002.
Performance
JPLD vs. TLT - Performance Comparison
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JPLD vs. TLT - 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% |
TLT iShares 20+ Year Treasury Bond ETF | 0.17% | 4.25% | -8.05% | 0.70% |
Returns By Period
In the year-to-date period, JPLD achieves a 0.38% return, which is significantly higher than TLT's 0.17% return.
JPLD
- 1D
- -0.08%
- 1M
- -0.74%
- YTD
- 0.38%
- 6M
- 1.58%
- 1Y
- 4.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TLT
- 1D
- -0.10%
- 1M
- -4.23%
- YTD
- 0.17%
- 6M
- -0.87%
- 1Y
- -0.49%
- 3Y*
- -2.78%
- 5Y*
- -5.85%
- 10Y*
- -1.38%
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JPLD vs. TLT - Expense Ratio Comparison
JPLD has a 0.24% expense ratio, which is higher than TLT'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%.
Return for Risk
JPLD vs. TLT — Risk / Return Rank
JPLD
TLT
JPLD vs. TLT - 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 20+ Year Treasury Bond ETF (TLT). 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 | TLT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.63 | -0.04 | +2.67 |
Sortino ratioReturn per unit of downside risk | 4.05 | 0.02 | +4.03 |
Omega ratioGain probability vs. loss probability | 1.55 | 1.00 | +0.55 |
Calmar ratioReturn relative to maximum drawdown | 4.03 | 0.05 | +3.97 |
Martin ratioReturn relative to average drawdown | 19.92 | 0.11 | +19.80 |
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
| JPLD | TLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | -0.04 | +2.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.37 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.28 | 0.26 | +3.02 |
Correlation
The correlation between JPLD and TLT is 0.62, 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
JPLD vs. TLT - Dividend Comparison
JPLD's dividend yield for the trailing twelve months is around 4.22%, less than TLT's 4.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 4.22% | 4.24% | 4.47% | 1.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.49% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
Drawdowns
JPLD vs. TLT - Drawdown Comparison
The maximum JPLD drawdown since its inception was -1.17%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for JPLD and TLT.
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Drawdown Indicators
| JPLD | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.17% | -48.35% | +47.18% |
Max Drawdown (1Y)Largest decline over 1 year | -1.17% | -9.23% | +8.06% |
Max Drawdown (5Y)Largest decline over 5 years | — | -43.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.35% | — |
Current DrawdownCurrent decline from peak | -0.74% | -40.17% | +39.43% |
Average DrawdownAverage peak-to-trough decline | -0.14% | -13.62% | +13.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.24% | 4.38% | -4.14% |
Volatility
JPLD vs. TLT - Volatility Comparison
The current volatility for J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) is 0.54%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 3.71%. This indicates that JPLD experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPLD | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.54% | 3.71% | -3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 0.99% | 6.61% | -5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.79% | 11.44% | -9.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.86% | 15.90% | -14.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.86% | 14.93% | -13.07% |