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JSCP vs. BBSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JSCP vs. BBSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Short Duration Core Plus ETF (JSCP) and JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JSCP achieves a 0.69% return, which is significantly higher than BBSB's 0.46% return.


JSCP

1D
0.10%
1M
0.39%
YTD
0.69%
6M
0.91%
1Y
4.02%
3Y*
5.58%
5Y*
2.45%
10Y*

BBSB

1D
0.07%
1M
0.16%
YTD
0.46%
6M
0.63%
1Y
2.97%
3Y*
4.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JSCP vs. BBSB - Yearly Performance Comparison


2026 (YTD)202520242023
JSCP
JPMorgan Short Duration Core Plus ETF
0.69%6.86%5.06%4.35%
BBSB
JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF
0.46%5.12%4.00%2.56%

Correlation

The correlation between JSCP and BBSB is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.85

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2023

0.85

The correlation between JSCP and BBSB has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

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Return for Risk

JSCP vs. BBSB — Risk / Return Rank

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

JSCP
JSCP Risk / Return Rank: 7676
Overall Rank
JSCP Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
JSCP Sortino Ratio Rank: 8686
Sortino Ratio Rank
JSCP Omega Ratio Rank: 8282
Omega Ratio Rank
JSCP Calmar Ratio Rank: 6868
Calmar Ratio Rank
JSCP Martin Ratio Rank: 6868
Martin Ratio Rank

BBSB
BBSB Risk / Return Rank: 8181
Overall Rank
BBSB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BBSB Sortino Ratio Rank: 9090
Sortino Ratio Rank
BBSB Omega Ratio Rank: 8585
Omega Ratio Rank
BBSB Calmar Ratio Rank: 7474
Calmar Ratio Rank
BBSB Martin Ratio Rank: 7878
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.

JSCP vs. BBSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus ETF (JSCP) and JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JSCPBBSBDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.46

1.48

-0.02

Calmar ratioReturn relative to maximum drawdown

3.19

3.48

-0.30

Martin ratioReturn relative to average drawdown

11.76

13.90

-2.14

JSCP vs. BBSB - Sharpe Ratio Comparison

The current JSCP Sharpe Ratio is 2.32, which is comparable to the BBSB Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of JSCP and BBSB, 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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Drawdowns

JSCP vs. BBSB - Drawdown Comparison

The maximum JSCP drawdown since its inception was -8.90%, which is greater than BBSB's maximum drawdown of -1.57%. Use the drawdown chart below to compare losses from any high point for JSCP and BBSB.


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Drawdown Indicators


JSCPBBSBDifference

Max Drawdown

Largest peak-to-trough decline

-8.90%

-1.57%

-7.33%

Max Drawdown (1Y)

Largest decline over 1 year

-1.27%

-0.86%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-1.59%

-0.96%

-0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-8.90%

Current Drawdown

Current decline from peak

-0.28%

-0.26%

-0.02%

Average Drawdown

Average peak-to-trough decline

-2.04%

-0.31%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.21%

+0.13%

Volatility

JSCP vs. BBSB - Volatility Comparison

JPMorgan Short Duration Core Plus ETF (JSCP) has a higher volatility of 0.61% compared to JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) at 0.41%. This indicates that JSCP's price experiences larger fluctuations and is considered to be riskier than BBSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JSCPBBSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

0.41%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

1.29%

0.90%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

1.76%

1.28%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.58%

1.66%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.55%

1.66%

+0.89%

JSCP vs. BBSB - Expense Ratio Comparison

JSCP has a 0.33% expense ratio, which is higher than BBSB's 0.04% expense ratio.


Dividends

JSCP vs. BBSB - Dividend Comparison

JSCP's dividend yield for the trailing twelve months is around 4.49%, more than BBSB's 3.81% yield.


PositionTTM20252024202320222021
BBSB
JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF
3.81%3.69%4.84%3.50%0.00%0.00%
JSCP
JPMorgan Short Duration Core Plus ETF
4.49%4.64%4.76%4.13%2.51%1.09%

Frequently Asked Questions


JSCP and BBSB have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JSCP has higher volatility (0.61%) compared to BBSB (0.41%). In terms of maximum drawdown, JSCP dropped -8.90% vs BBSB's -1.57%.

On 3-year performance, JSCP leads with 5.58% vs 4.20% for BBSB. On fees, BBSB is cheaper at 0.04% per year. On volatility, BBSB has been the lower-risk option at 0.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, JSCP has performed better with a 5.58% return vs 4.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBSB is cheaper with a 0.04% expense ratio, compared with 0.33% for JSCP.

JSCP has the higher dividend yield at 4.49%, compared with 3.81% for BBSB.

JSCP is categorized as Short-Term Bond, while BBSB is Government Bonds. Their fees differ too: 0.33% for JSCP and 0.04% for BBSB.

BBSB currently has the higher Sharpe Ratio (2.34 vs 2.32), 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 JSCP and BBSB

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

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