PortfoliosLab logoPortfoliosLab logo
JPST vs. XONE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPST vs. XONE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Ultra-Short Income ETF (JPST) and BondBloxx Bloomberg One Year Target Duration US Treasury ETF (XONE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JPST achieves a 1.40% return, which is significantly higher than XONE's 1.11% return.


JPST

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

XONE

1D
-0.02%
1M
0.24%
YTD
1.11%
6M
1.47%
1Y
3.85%
3Y*
4.57%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPST vs. XONE - Yearly Performance Comparison


2026 (YTD)2025202420232022
JPST
JPMorgan Ultra-Short Income ETF
1.40%4.99%5.58%5.13%1.11%
XONE
BondBloxx Bloomberg One Year Target Duration US Treasury ETF
1.11%4.41%4.83%4.74%0.60%

Correlation

The correlation between JPST and XONE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.62

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2022

0.62

The correlation between JPST and XONE has been stable across timeframes, ranging from 0.59 to 0.62 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JPST vs. XONE — 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

XONE
XONE Risk / Return Rank: 9999
Overall Rank
XONE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XONE Sortino Ratio Rank: 9999
Sortino Ratio Rank
XONE Omega Ratio Rank: 9999
Omega Ratio Rank
XONE Calmar Ratio Rank: 9999
Calmar Ratio Rank
XONE Martin Ratio Rank: 9999
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. XONE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Ultra-Short Income ETF (JPST) and BondBloxx Bloomberg One Year Target Duration US Treasury ETF (XONE). 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.


JPSTXONEDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

3.94

3.57

+0.37

Calmar ratioReturn relative to maximum drawdown

29.16

24.16

+5.01

Martin ratioReturn relative to average drawdown

144.13

138.74

+5.39

JPST vs. XONE - Sharpe Ratio Comparison

The current JPST Sharpe Ratio is 8.09, which is comparable to the XONE Sharpe Ratio of 7.06. The chart below compares the historical Sharpe Ratios of JPST and XONE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


JPSTXONEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.09

7.06

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.32

Sharpe Ratio (All Time)

Calculated using the full available price history

3.20

4.96

-1.76

Drawdowns

JPST vs. XONE - Drawdown Comparison

The maximum JPST drawdown since its inception was -3.28%, which is greater than XONE's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for JPST and XONE.


Loading charts...

Drawdown Indicators


JPSTXONEDifference

Max Drawdown

Largest peak-to-trough decline

-3.28%

-0.40%

-2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-0.15%

-0.16%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-0.30%

-0.28%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-0.79%

Current Drawdown

Current decline from peak

-0.02%

-0.02%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.08%

-0.04%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

0.03%

0.00%

Volatility

JPST vs. XONE - Volatility Comparison

JPMorgan Ultra-Short Income ETF (JPST) has a higher volatility of 0.15% compared to BondBloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) at 0.10%. This indicates that JPST's price experiences larger fluctuations and is considered to be riskier than XONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JPSTXONEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

0.10%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

0.36%

0.34%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

0.54%

0.55%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

0.86%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.93%

0.86%

+0.07%

JPST vs. XONE - Expense Ratio Comparison

JPST has a 0.18% expense ratio, which is higher than XONE's 0.03% 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. XONE - Dividend Comparison

JPST's dividend yield for the trailing twelve months is around 4.26%, more than XONE's 4.06% yield.


PositionTTM202520242023202220212020201920182017
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%
XONE
BondBloxx Bloomberg One Year Target Duration US Treasury ETF
4.06%4.33%5.21%4.46%1.17%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JPST and XONE have a correlation of 0.59, 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 XONE (0.10%). In terms of maximum drawdown, JPST dropped -3.28% vs XONE's -0.40%.

On 3-year performance, JPST leads with 5.16% vs 4.57% for XONE. On fees, XONE is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, JPST has performed better with a 5.16% return vs 4.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XONE is cheaper with a 0.03% expense ratio, compared with 0.18% for JPST.

JPST has the higher dividend yield at 4.26%, compared with 4.06% for XONE.

JPST is categorized as Ultrashort Bond, while XONE is Government Bonds. They also come from different issuers: JPMorgan and BondBloxx. Their fees differ too: 0.18% for JPST and 0.03% for XONE.

JPST currently has the higher Sharpe Ratio (8.09 vs 7.06), 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

Find the right allocation for JPST and XONE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer