JPSE vs. JPLD
Compare and contrast key facts about JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD).
JPSE and JPLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPSE is a passively managed fund by JPMorgan that tracks the performance of the JPMorgan Diversified Factor US Small Cap Equity Index. It was launched on Nov 15, 2016. JPLD is an actively managed fund by JPMorgan. It was launched on Feb 2, 1993.
Performance
JPSE vs. JPLD - Performance Comparison
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JPSE vs. JPLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPSE JPMorgan Diversified Return U.S. Small Cap Equity ETF | 4.88% | 8.77% | 8.07% | 3.45% |
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 0.38% | 6.01% | 6.49% | 3.23% |
Returns By Period
In the year-to-date period, JPSE achieves a 4.88% return, which is significantly higher than JPLD's 0.38% return.
JPSE
- 1D
- 2.12%
- 1M
- -3.77%
- YTD
- 4.88%
- 6M
- 6.09%
- 1Y
- 22.22%
- 3Y*
- 11.49%
- 5Y*
- 5.73%
- 10Y*
- —
JPLD
- 1D
- -0.08%
- 1M
- -0.74%
- YTD
- 0.38%
- 6M
- 1.58%
- 1Y
- 4.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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JPSE vs. JPLD - Expense Ratio Comparison
JPSE has a 0.29% expense ratio, which is higher than JPLD's 0.24% expense ratio.
Return for Risk
JPSE vs. JPLD — Risk / Return Rank
JPSE
JPLD
JPSE vs. JPLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) and J P Morgan Exchange-Traded Fund Trust - 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.
| JPSE | JPLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 2.63 | -1.52 |
Sortino ratioReturn per unit of downside risk | 1.66 | 4.05 | -2.39 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.55 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 4.03 | -2.34 |
Martin ratioReturn relative to average drawdown | 7.13 | 19.92 | -12.79 |
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
| JPSE | JPLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.63 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 3.28 | -2.84 |
Correlation
The correlation between JPSE and JPLD is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JPSE vs. JPLD - Dividend Comparison
JPSE's dividend yield for the trailing twelve months is around 1.52%, less than JPLD's 4.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JPSE JPMorgan Diversified Return U.S. Small Cap Equity ETF | 1.52% | 1.62% | 1.66% | 1.76% | 1.55% | 1.24% | 1.32% | 1.23% | 1.18% | 0.74% | 0.14% |
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% |
Drawdowns
JPSE vs. JPLD - Drawdown Comparison
The maximum JPSE drawdown since its inception was -43.02%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for JPSE and JPLD.
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Drawdown Indicators
| JPSE | JPLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.02% | -1.17% | -41.85% |
Max Drawdown (1Y)Largest decline over 1 year | -13.42% | -1.17% | -12.25% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | — | — |
Current DrawdownCurrent decline from peak | -4.86% | -0.74% | -4.12% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -0.14% | -7.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 0.24% | +2.93% |
Volatility
JPSE vs. JPLD - Volatility Comparison
JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) has a higher volatility of 5.95% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.54%. This indicates that JPSE's price experiences larger fluctuations and is considered to be riskier than JPLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPSE | JPLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 0.54% | +5.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 0.99% | +10.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 1.79% | +18.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 1.86% | +18.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.93% | 1.86% | +20.07% |