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JPUS vs. JPLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPUS vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Diversified Return US Equity ETF (JPUS) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

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JPUS vs. JPLD - Yearly Performance Comparison


2026 (YTD)202520242023
JPUS
JPMorgan Diversified Return US Equity ETF
5.49%11.18%13.48%3.36%
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, JPUS achieves a 5.49% return, which is significantly higher than JPLD's 0.38% return.


JPUS

1D
1.68%
1M
-4.62%
YTD
5.49%
6M
6.29%
1Y
15.64%
3Y*
13.41%
5Y*
9.55%
10Y*
11.08%

JPLD

1D
-0.08%
1M
-0.74%
YTD
0.38%
6M
1.58%
1Y
4.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPUS vs. JPLD - Expense Ratio Comparison

JPUS has a 0.18% expense ratio, which is lower than JPLD's 0.24% expense ratio. Despite the difference, 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

JPUS vs. JPLD — Risk / Return Rank

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

JPUS
JPUS Risk / Return Rank: 6262
Overall Rank
JPUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
JPUS Sortino Ratio Rank: 6262
Sortino Ratio Rank
JPUS Omega Ratio Rank: 6161
Omega Ratio Rank
JPUS Calmar Ratio Rank: 5858
Calmar Ratio Rank
JPUS Martin Ratio Rank: 6969
Martin Ratio Rank

JPLD
JPLD Risk / Return Rank: 9797
Overall Rank
JPLD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JPLD Sortino Ratio Rank: 9898
Sortino Ratio Rank
JPLD Omega Ratio Rank: 9797
Omega Ratio Rank
JPLD Calmar Ratio Rank: 9595
Calmar Ratio Rank
JPLD Martin Ratio Rank: 9797
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.

JPUS vs. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) 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.


JPUSJPLDDifference

Sharpe ratio

Return per unit of total volatility

1.05

2.63

-1.58

Sortino ratio

Return per unit of downside risk

1.55

4.05

-2.50

Omega ratio

Gain probability vs. loss probability

1.22

1.55

-0.33

Calmar ratio

Return relative to maximum drawdown

1.45

4.03

-2.58

Martin ratio

Return relative to average drawdown

6.85

19.92

-13.07

JPUS vs. JPLD - Sharpe Ratio Comparison

The current JPUS Sharpe Ratio is 1.05, which is lower than the JPLD Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of JPUS and JPLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPUSJPLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

2.63

-1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

3.28

-2.59

Correlation

The correlation between JPUS and JPLD is 0.15, 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

JPUS vs. JPLD - Dividend Comparison

JPUS's dividend yield for the trailing twelve months is around 2.16%, less than JPLD's 4.22% yield.


TTM20252024202320222021202020192018201720162015
JPUS
JPMorgan Diversified Return US Equity ETF
2.16%2.27%2.12%2.26%2.35%1.67%1.94%2.09%2.16%1.25%0.77%0.48%
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%

Drawdowns

JPUS vs. JPLD - Drawdown Comparison

The maximum JPUS drawdown since its inception was -38.69%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for JPUS and JPLD.


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Drawdown Indicators


JPUSJPLDDifference

Max Drawdown

Largest peak-to-trough decline

-38.69%

-1.17%

-37.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-1.17%

-10.46%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

Max Drawdown (10Y)

Largest decline over 10 years

-38.69%

Current Drawdown

Current decline from peak

-4.68%

-0.74%

-3.94%

Average Drawdown

Average peak-to-trough decline

-3.87%

-0.14%

-3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

0.24%

+2.21%

Volatility

JPUS vs. JPLD - Volatility Comparison

JPMorgan Diversified Return US Equity ETF (JPUS) has a higher volatility of 4.12% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.54%. This indicates that JPUS'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


JPUSJPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

0.54%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.76%

0.99%

+6.77%

Volatility (1Y)

Calculated over the trailing 1-year period

14.93%

1.79%

+13.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.52%

1.86%

+12.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

1.86%

+14.88%