JSCP vs. SPTI
JSCP (JPMorgan Short Duration Core Plus ETF) and SPTI (SPDR Portfolio Intermediate Term Treasury ETF) are both exchange-traded funds - JSCP is a Short-Term Bond fund actively managed by JPMorgan, while SPTI is a Government Bonds fund tracking the Bloomberg 3-10 Year U.S. Treasury Bond Index. JSCP is actively managed, while SPTI is passively managed. Over the past 5 years, JSCP returned 2.38%/yr vs 0.06%/yr for SPTI. Their correlation of 0.80 suggests significant overlap in exposure. JSCP charges 0.33%/yr vs 0.06%/yr for SPTI.
Performance
JSCP vs. SPTI - Performance Comparison
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Returns By Period
In the year-to-date period, JSCP achieves a 0.67% return, which is significantly higher than SPTI's -0.31% return.
JSCP
- 1D
- 0.06%
- 1M
- 0.17%
- YTD
- 0.67%
- 6M
- 1.06%
- 1Y
- 4.44%
- 3Y*
- 5.55%
- 5Y*
- 2.38%
- 10Y*
- —
SPTI
- 1D
- 0.11%
- 1M
- -0.09%
- YTD
- -0.31%
- 6M
- -0.23%
- 1Y
- 3.18%
- 3Y*
- 3.46%
- 5Y*
- 0.06%
- 10Y*
- 1.36%
JSCP vs. SPTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JSCP JPMorgan Short Duration Core Plus ETF | 0.67% | 6.86% | 5.06% | 6.22% | -5.80% | 0.18% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | -0.31% | 7.46% | 1.32% | 4.24% | -10.65% | -0.92% |
Correlation
The correlation between JSCP and SPTI is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2021 | 0.80 |
The correlation between JSCP and SPTI shifts across timeframes, from 0.80 (all time) to 0.93 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JSCP vs. SPTI — Risk / Return Rank
JSCP
SPTI
JSCP vs. SPTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus ETF (JSCP) and SPDR Portfolio Intermediate Term Treasury ETF (SPTI). 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 | SPTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.75 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.16 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 1.14 | +2.37 |
| Martin ratioReturn relative to average drawdown | 13.34 | 3.41 | +9.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JSCP | SPTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 0.94 | +1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.01 | +0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.55 | +0.39 |
Drawdowns
JSCP vs. SPTI - Drawdown Comparison
The maximum JSCP drawdown since its inception was -8.90%, smaller than the maximum SPTI drawdown of -16.12%. Use the drawdown chart below to compare losses from any high point for JSCP and SPTI.
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Drawdown Indicators
| JSCP | SPTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.90% | -16.12% | +7.22% |
Max Drawdown (1Y)Largest decline over 1 year | -1.27% | -2.80% | +1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -1.59% | -4.35% | +2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -8.90% | -15.06% | +6.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.12% | — |
Current DrawdownCurrent decline from peak | -0.31% | -2.28% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -2.06% | -2.92% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.94% | -0.60% |
Volatility
JSCP vs. SPTI - Volatility Comparison
The current volatility for JPMorgan Short Duration Core Plus ETF (JSCP) is 0.54%, while SPDR Portfolio Intermediate Term Treasury ETF (SPTI) has a volatility of 1.06%. This indicates that JSCP experiences smaller price fluctuations and is considered to be less risky than SPTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSCP | SPTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.54% | 1.06% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 1.21% | 2.34% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.73% | 3.41% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.56% | 5.35% | -2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.55% | 4.37% | -1.82% |
JSCP vs. SPTI - Expense Ratio Comparison
JSCP has a 0.33% expense ratio, which is higher than SPTI's 0.06% expense ratio.
Dividends
JSCP vs. SPTI - Dividend Comparison
JSCP's dividend yield for the trailing twelve months is around 4.49%, more than SPTI's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSCP JPMorgan Short Duration Core Plus ETF | 4.49% | 4.64% | 4.76% | 4.13% | 2.51% | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 3.86% | 3.79% | 3.77% | 2.99% | 1.45% | 0.53% | 0.75% | 2.02% | 1.97% | 1.46% | 1.23% | 1.18% |
Frequently Asked Questions
With a correlation of 0.93, JSCP and SPTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SPTI has higher volatility (1.06%) compared to JSCP (0.54%). In terms of maximum drawdown, JSCP dropped -8.90% vs SPTI's -16.12%.
On 5-year performance, JSCP leads with 2.38% vs 0.06% for SPTI. On fees, SPTI is cheaper at 0.06% per year. On volatility, JSCP has been the lower-risk option at 0.54%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, JSCP has performed better with a 2.38% return vs 0.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPTI is cheaper with a 0.06% expense ratio, compared with 0.33% for JSCP.
JSCP has the higher dividend yield at 4.49%, compared with 3.86% for SPTI.
JSCP is categorized as Short-Term Bond, while SPTI is Government Bonds. They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.33% for JSCP and 0.06% for SPTI.
JSCP currently has the higher Sharpe Ratio (2.60 vs 0.94), 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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