JSCP vs. LDRT
JSCP (JPMorgan Short Duration Core Plus ETF) and LDRT (iShares iBonds 1-5 Year Treasury Ladder ETF) are both exchange-traded funds - JSCP is a Short-Term Bond fund actively managed by JPMorgan, while LDRT is a Government Bonds fund tracking the BlackRock iBonds® 1-5 Year Treasury Ladder Index. JSCP is actively managed, while LDRT is passively managed. Over the past year, JSCP returned 4.02% vs 3.31% for LDRT. A 0.63 correlation means they provide meaningful diversification when combined. JSCP charges 0.33%/yr vs 0.07%/yr for LDRT.
Performance
JSCP vs. LDRT - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with JSCP having a 0.69% return and LDRT slightly higher at 0.70%.
JSCP
- 1D
- 0.10%
- 1M
- 0.39%
- YTD
- 0.69%
- 6M
- 0.91%
- 1Y
- 4.02%
- 3Y*
- 5.58%
- 5Y*
- 2.45%
- 10Y*
- —
LDRT
- 1D
- -0.04%
- 1M
- 0.12%
- YTD
- 0.70%
- 6M
- 0.88%
- 1Y
- 3.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JSCP vs. LDRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JSCP JPMorgan Short Duration Core Plus ETF | 0.69% | 6.86% | 0.39% |
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF | 0.70% | 5.55% | 0.44% |
Correlation
The correlation between JSCP and LDRT is 0.64, 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 | 0.64 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.63 |
The correlation between JSCP and LDRT has been stable across timeframes, ranging from 0.63 to 0.64 - a consistent structural relationship.
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Return for Risk
JSCP vs. LDRT — Risk / Return Rank
JSCP
LDRT
JSCP vs. LDRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus ETF (JSCP) and iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT). 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.
| JSCP | LDRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.24 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 2.98 | +0.20 |
| Martin ratioReturn relative to average drawdown | 11.76 | 7.70 | +4.06 |
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Drawdowns
JSCP vs. LDRT - Drawdown Comparison
The maximum JSCP drawdown since its inception was -8.90%, which is greater than LDRT's maximum drawdown of -1.11%. Use the drawdown chart below to compare losses from any high point for JSCP and LDRT.
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Drawdown Indicators
| JSCP | LDRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.90% | -1.11% | -7.79% |
Max Drawdown (1Y)Largest decline over 1 year | -1.27% | -1.11% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -1.59% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -8.90% | — | — |
Current DrawdownCurrent decline from peak | -0.28% | -0.54% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -2.04% | -0.33% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.43% | -0.09% |
Volatility
JSCP vs. LDRT - Volatility Comparison
The current volatility for JPMorgan Short Duration Core Plus ETF (JSCP) is 0.61%, while iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) has a volatility of 0.79%. This indicates that JSCP experiences smaller price fluctuations and is considered to be less risky than LDRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSCP | LDRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 0.79% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 1.29% | 1.64% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.76% | 2.79% | -1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.58% | 2.76% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.55% | 2.76% | -0.21% |
JSCP vs. LDRT - Expense Ratio Comparison
JSCP has a 0.33% expense ratio, which is higher than LDRT's 0.07% expense ratio.
Dividends
JSCP vs. LDRT - Dividend Comparison
JSCP's dividend yield for the trailing twelve months is around 4.49%, more than LDRT's 4.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JSCP JPMorgan Short Duration Core Plus ETF | 4.49% | 4.64% | 4.76% | 4.13% | 2.51% | 1.09% |
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF | 4.09% | 3.86% | 0.69% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JSCP and LDRT have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LDRT has higher volatility (0.79%) compared to JSCP (0.61%). In terms of maximum drawdown, JSCP dropped -8.90% vs LDRT's -1.11%.
On 1-year performance, JSCP leads with 4.02% vs 3.31% for LDRT. On fees, LDRT is cheaper at 0.07% per year. On volatility, JSCP has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, JSCP has performed better with a 4.02% return vs 3.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LDRT is cheaper with a 0.07% expense ratio, compared with 0.33% for JSCP.
JSCP has the higher dividend yield at 4.49%, compared with 4.09% for LDRT.
JSCP is categorized as Short-Term Bond, while LDRT is Government Bonds. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.33% for JSCP and 0.07% for LDRT.
JSCP currently has the higher Sharpe Ratio (2.32 vs 1.19), 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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