JSCP vs. UYLD

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan Short Duration Core Plus ETF (JSCP) and Angel Oak Ultrashort Income ETF (UYLD).

JSCP and UYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JSCP is an actively managed fund by JPMorgan. It was launched on Mar 1, 2021. UYLD is an actively managed fund by Angel Oak. It was launched on Oct 24, 2022.

Performance

JSCP vs. UYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Short Duration Core Plus ETF (JSCP) and Angel Oak Ultrashort Income ETF (UYLD). The values are adjusted to include any dividend payments, if applicable.

JSCP vs. UYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JSCP JPMorgan Short Duration Core Plus ETF	0.18%	6.86%	5.06%	6.22%	2.26%
UYLD Angel Oak Ultrashort Income ETF	0.87%	5.36%	6.10%	6.90%	1.12%

Returns By Period

In the year-to-date period, JSCP achieves a 0.18% return, which is significantly lower than UYLD's 0.87% return.

JSCP

• 1D: 0.00%
• 1M: -0.61%
• YTD: 0.18%
• 6M: 1.36%
• 1Y: 4.84%
• 3Y*: 5.41%
• 5Y*: 2.45%
• 10Y*: —

UYLD

• 1D: 0.01%
• 1M: 0.15%
• YTD: 0.87%
• 6M: 2.07%
• 1Y: 4.91%
• 3Y*: 5.83%
• 5Y*: —
• 10Y*: —

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

JSCP vs. UYLD - Expense Ratio Comparison

JSCP has a 0.33% expense ratio, which is higher than UYLD's 0.29% expense ratio.

JSCP

JPMorgan Short Duration Core Plus ETF

UYLD

Angel Oak Ultrashort Income ETF

Return for Risk

JSCP vs. UYLD — Risk / Return Rank

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

JSCP

JSCP Risk / Return Rank: 94
JSCP Sharpe Ratio Rank: 93
JSCP Sortino Ratio Rank: 97
JSCP Omega Ratio Rank: 95
JSCP Calmar Ratio Rank: 89
JSCP Martin Ratio Rank: 93

UYLD

UYLD Risk / Return Rank: 99
UYLD Sharpe Ratio Rank: 99
UYLD Sortino Ratio Rank: 99
UYLD Omega Ratio Rank: 99
UYLD Calmar Ratio Rank: 99
UYLD Martin Ratio Rank: 99

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. UYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus ETF (JSCP) and Angel Oak Ultrashort Income ETF (UYLD). 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	UYLD	Difference
Sharpe ratio Return per unit of total volatility	2.30	7.85	-5.55
Sortino ratio Return per unit of downside risk	3.71	16.21	-12.50
Omega ratio Gain probability vs. loss probability	1.49	3.59	-2.11
Calmar ratio Return relative to maximum drawdown	3.09	26.17	-23.08
Martin ratio Return relative to average drawdown	14.44	156.21	-141.77
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. UYLD - Sharpe Ratio Comparison

The current JSCP Sharpe Ratio is 2.30, which is lower than the UYLD Sharpe Ratio of 7.85. The chart below compares the historical Sharpe Ratios of JSCP and UYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JSCP	UYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	7.85	-5.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	5.97	-5.04

Correlation

The correlation between JSCP and UYLD is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

JSCP vs. UYLD - Dividend Comparison

JSCP's dividend yield for the trailing twelve months is around 4.59%, less than UYLD's 4.90% yield.

	TTM	2025	2024	2023	2022	2021
JSCP JPMorgan Short Duration Core Plus ETF	4.59%	4.64%	4.76%	4.13%	2.51%	1.09%
UYLD Angel Oak Ultrashort Income ETF	4.90%	5.07%	4.97%	5.92%	0.75%	0.00%

Drawdowns

JSCP vs. UYLD - Drawdown Comparison

The maximum JSCP drawdown since its inception was -8.90%, which is greater than UYLD's maximum drawdown of -0.54%. Use the drawdown chart below to compare losses from any high point for JSCP and UYLD.

Drawdown Indicators

	JSCP	UYLD	Difference
Max Drawdown Largest peak-to-trough decline	-8.90%	-0.54%	-8.36%
Max Drawdown (1Y) Largest decline over 1 year	-1.59%	-0.19%	-1.40%
Max Drawdown (5Y) Largest decline over 5 years	-8.90%	—	—
Current Drawdown Current decline from peak	-0.79%	0.00%	-0.79%
Average Drawdown Average peak-to-trough decline	-2.12%	-0.04%	-2.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.34%	0.03%	+0.31%

Volatility

JSCP vs. UYLD - Volatility Comparison

JPMorgan Short Duration Core Plus ETF (JSCP) has a higher volatility of 0.72% compared to Angel Oak Ultrashort Income ETF (UYLD) at 0.19%. This indicates that JSCP's price experiences larger fluctuations and is considered to be riskier than UYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JSCP	UYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.72%	0.19%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	1.14%	0.38%	+0.76%
Volatility (1Y) Calculated over the trailing 1-year period	2.11%	0.63%	+1.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.55%	1.00%	+1.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.57%	1.00%	+1.57%