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JPST vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPST vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Ultra-Short Income ETF (JPST) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPST achieves a 1.40% return, which is significantly lower than USFR's 1.60% return.


JPST

1D
0.00%
1M
0.35%
YTD
1.40%
6M
1.74%
1Y
4.31%
3Y*
5.16%
5Y*
3.61%
10Y*

USFR

1D
0.02%
1M
0.29%
YTD
1.60%
6M
1.98%
1Y
4.03%
3Y*
4.76%
5Y*
3.66%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPST vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPST
JPMorgan Ultra-Short Income ETF
1.40%4.99%5.58%5.13%1.14%0.11%2.18%3.34%2.23%1.00%
USFR
WisdomTree Floating Rate Treasury Fund
1.60%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%0.93%

Correlation

The correlation between JPST and USFR is 0.08, 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

0.08

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

0.09

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

0.13

Correlation (All Time)
Calculated using the full available price history since May 22, 2017

0.05

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Return for Risk

JPST vs. USFR — Risk / Return Rank

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

JPST
JPST Risk / Return Rank: 9999
Overall Rank
JPST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST Omega Ratio Rank: 9999
Omega Ratio Rank
JPST Calmar Ratio Rank: 9999
Calmar Ratio Rank
JPST Martin Ratio Rank: 9999
Martin Ratio Rank

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

JPST vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Ultra-Short Income ETF (JPST) and WisdomTree Floating Rate Treasury Fund (USFR). 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.


JPSTUSFRDifference
Sharpe ratioReturn per unit of total volatility

-7.02

Sortino ratioReturn per unit of downside risk

-33.04

Omega ratioGain probability vs. loss probability

3.94

13.43

-9.49

Calmar ratioReturn relative to maximum drawdown

29.16

203.42

-174.26

Martin ratioReturn relative to average drawdown

144.13

787.84

-643.71

JPST vs. USFR - Sharpe Ratio Comparison

The current JPST Sharpe Ratio is 8.09, which is lower than the USFR Sharpe Ratio of 15.11. The chart below compares the historical Sharpe Ratios of JPST and USFR, 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


JPSTUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.09

15.11

-7.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.32

9.26

-2.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.07

Sharpe Ratio (All Time)

Calculated using the full available price history

3.20

1.60

+1.60

Drawdowns

JPST vs. USFR - Drawdown Comparison

The maximum JPST drawdown since its inception was -3.28%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for JPST and USFR.


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Drawdown Indicators


JPSTUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-3.28%

-1.36%

-1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-0.15%

-0.02%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-0.30%

-0.06%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-0.79%

-0.18%

-0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.08%

-0.16%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

0.01%

+0.02%

Volatility

JPST vs. USFR - Volatility Comparison

JPMorgan Ultra-Short Income ETF (JPST) has a higher volatility of 0.15% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that JPST's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPSTUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

0.06%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

0.36%

0.18%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

0.54%

0.27%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

0.40%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.93%

0.81%

+0.12%

JPST vs. USFR - Expense Ratio Comparison

JPST has a 0.18% expense ratio, which is higher than USFR'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

JPST vs. USFR - Dividend Comparison

JPST's dividend yield for the trailing twelve months is around 4.26%, more than USFR's 3.91% yield.


PositionTTM2025202420232022202120202019201820172016
JPST
JPMorgan Ultra-Short Income ETF
4.26%4.43%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%0.00%
USFR
WisdomTree Floating Rate Treasury Fund
3.91%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%

Frequently Asked Questions


JPST and USFR have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPST has higher volatility (0.15%) compared to USFR (0.06%). In terms of maximum drawdown, JPST dropped -3.28% vs USFR's -1.36%.

On 5-year performance, USFR leads with 3.66% vs 3.61% for JPST. On fees, USFR is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USFR has performed better with a 3.66% return vs 3.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USFR is cheaper with a 0.15% expense ratio, compared with 0.18% for JPST.

JPST has the higher dividend yield at 4.26%, compared with 3.91% for USFR.

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

USFR currently has the higher Sharpe Ratio (15.11 vs 8.09), 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.

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