JSCP vs. JPLD

Last updated Jun 11, 2026

JSCP (JPMorgan Short Duration Core Plus ETF) and JPLD (J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF) are both Short-Term Bond funds from JPMorgan. Both are actively managed. Over the past year, JSCP returned 4.52% vs 4.72% for JPLD. A 0.73 correlation means they provide meaningful diversification when combined. JSCP charges 0.33%/yr vs 0.24%/yr for JPLD.

Performance

JSCP vs. JPLD - Performance Comparison

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

Returns By Period

In the year-to-date period, JSCP achieves a 0.54% return, which is significantly lower than JPLD's 1.11% return.

JSCP

• 1D: 0.05%
• 1M: -0.04%
• YTD: 0.54%
• 6M: 0.93%
• 1Y: 4.52%
• 3Y*: 5.51%
• 5Y*: 2.40%
• 10Y*: —

JPLD

• 1D: -0.01%
• 1M: 0.10%
• YTD: 1.11%
• 6M: 1.42%
• 1Y: 4.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JSCP vs. JPLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JSCP JPMorgan Short Duration Core Plus ETF	0.54%	6.86%	5.06%	3.70%
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	1.11%	6.01%	6.49%	3.15%

Correlation

The correlation between JSCP and JPLD is 0.71, 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	0.71
Correlation (All Time) Calculated using the full available price history since Jul 31, 2023	0.73

The correlation between JSCP and JPLD has been stable across timeframes, ranging from 0.71 to 0.73 - a consistent structural relationship.

JSCP vs. JPLD - Sectors Allocation Comparison

Sectors	JSCP	JPLD
Communication Services	19.6%	10.1%
Financial Services	13.9%	13.8%
Real Estate	8.5%	8.0%
Technology	8.5%	8.0%
Healthcare	3.0%	5.6%
Consumer Cyclical	1.4%	1.6%
Energy	1.0%	0.1%
Utilities	0.9%	0.4%
Basic Materials	0.7%	1.4%
Industrials	0.5%	0.1%
Consumer Defensive	0.5%	0.1%

Return for Risk

JSCP vs. JPLD — Risk / Return Rank

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

JSCP

JSCP Risk / Return Rank: 87
JSCP Sharpe Ratio Rank: 90
JSCP Sortino Ratio Rank: 94
JSCP Omega Ratio Rank: 92
JSCP Calmar Ratio Rank: 81
JSCP Martin Ratio Rank: 80

JPLD

JPLD Risk / Return Rank: 94
JPLD Sharpe Ratio Rank: 95
JPLD Sortino Ratio Rank: 96
JPLD Omega Ratio Rank: 95
JPLD Calmar Ratio Rank: 90
JPLD Martin Ratio Rank: 93

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. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus ETF (JSCP) 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.

	JSCP	JPLD	Difference
Sharpe ratio: Return per unit of total volatility	2.65	3.25	-0.59
Sortino ratio: Return per unit of downside risk	4.24	5.32	-1.07
Omega ratio: Gain probability vs. loss probability	1.53	1.68	-0.15
Calmar ratio: Return relative to maximum drawdown	3.58	4.72	-1.14
Martin ratio: Return relative to average drawdown	13.32	21.86	-8.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JSCP vs. JPLD - Sharpe Ratio Comparison

The current JSCP Sharpe Ratio is 2.65, which is comparable to the JPLD Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of JSCP and JPLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JSCP	JPLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.65	3.25	-0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	3.23	-2.30

Drawdowns

JSCP vs. JPLD - Drawdown Comparison

The maximum JSCP drawdown since its inception was -8.90%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for JSCP and JPLD.

Drawdown Indicators

	JSCP	JPLD	Difference
Max Drawdown Largest peak-to-trough decline	-8.90%	-1.17%	-7.73%
Max Drawdown (1Y) Largest decline over 1 year	-1.27%	-1.00%	-0.27%
Max Drawdown (3Y) Largest decline over 3 years	-1.59%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-8.90%	—	—
Current Drawdown Current decline from peak	-0.43%	-0.05%	-0.38%
Average Drawdown Average peak-to-trough decline	-2.06%	-0.15%	-1.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.34%	0.22%	+0.12%

Volatility

JSCP vs. JPLD - Volatility Comparison

JPMorgan Short Duration Core Plus ETF (JSCP) has a higher volatility of 0.54% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.36%. This indicates that JSCP'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.

Volatility by Period

	JSCP	JPLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.54%	0.36%	+0.18%
Volatility (6M) Calculated over the trailing 6-month period	1.24%	0.98%	+0.26%
Volatility (1Y) Calculated over the trailing 1-year period	1.71%	1.46%	+0.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.57%	1.83%	+0.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.55%	1.83%	+0.72%

JSCP vs. JPLD - Expense Ratio Comparison

JSCP has a 0.33% expense ratio, which is higher than JPLD's 0.24% expense ratio.

Dividends

JSCP vs. JPLD - Dividend Comparison

JSCP's dividend yield for the trailing twelve months is around 4.50%, more than JPLD's 4.21% yield.

Position	TTM	2025	2024	2023	2022	2021
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	4.21%	4.24%	4.47%	1.83%	0.00%	0.00%
JSCP JPMorgan Short Duration Core Plus ETF	4.50%	4.64%	4.76%	4.13%	2.51%	1.09%

Frequently Asked Questions

Can I hold both JSCP and JPLD in my portfolio?

JSCP and JPLD have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JSCP or JPLD?

JSCP has higher volatility (0.54%) compared to JPLD (0.36%). In terms of maximum drawdown, JSCP dropped -8.90% vs JPLD's -1.17%.

Which ETF is better, JSCP or JPLD?

On 1-year performance, JPLD leads with 4.72% vs 4.52% for JSCP. On fees, JPLD is cheaper at 0.24% per year. On volatility, JPLD has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JSCP or JPLD?

Over the 1-year period, JPLD has performed better with a 4.72% return vs 4.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JSCP or JPLD?

JPLD is cheaper with a 0.24% expense ratio, compared with 0.33% for JSCP.

Which ETF pays a higher dividend yield, JSCP or JPLD?

JSCP has the higher dividend yield at 4.50%, compared with 4.21% for JPLD.

What is the main difference between JSCP and JPLD?

Their fees differ too: 0.33% for JSCP and 0.24% for JPLD.

Which has better risk-adjusted returns?

JPLD currently has the higher Sharpe Ratio (3.25 vs 2.65), 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.