JSCP vs. UYLD
JSCP (JPMorgan Short Duration Core Plus ETF) and UYLD (Angel Oak Ultrashort Income ETF) are both exchange-traded funds - JSCP is a Short-Term Bond fund actively managed by JPMorgan, while UYLD is a Ultrashort Bond fund actively managed by Angel Oak. Both are actively managed. Over the past 3 years, JSCP returned 5.52%/yr vs 5.79%/yr for UYLD. Their 0.43 correlation means their historical movements had little consistent relationship. JSCP charges 0.33%/yr vs 0.34%/yr for UYLD.
Performance
JSCP vs. UYLD - Performance Comparison
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Returns By Period
In the year-to-date period, JSCP achieves a 0.81% return, which is significantly lower than UYLD's 2.61% return.
JSCP
- 1D
- -0.09%
- 1M
- -0.17%
- 6M
- 0.52%
- YTD
- 0.81%
- 1Y
- 3.14%
- 3Y*
- 5.52%
- 5Y*
- 2.42%
- 10Y*
- —
- ALL TIME*
- 2.35%
UYLD
- 1D
- 0.04%
- 1M
- 0.30%
- 6M
- 2.22%
- YTD
- 2.61%
- 1Y
- 4.80%
- 3Y*
- 5.79%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.77M | $14.57M | $12.08M | |
| $6.00M | $7.92M | $9.46M |
JSCP vs. UYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JSCP JPMorgan Short Duration Core Plus ETF | 0.81% | 6.86% | 5.06% | 6.22% | 2.45% |
UYLD Angel Oak Ultrashort Income ETF | 2.61% | 5.36% | 6.10% | 6.90% | 1.09% |
Correlation
The correlation between JSCP and UYLD is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2022 | 0.43 |
The correlation between JSCP and UYLD shifts across timeframes, from 0.43 (all time) to 0.55 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JSCP vs. UYLD — Risk / Return Rank
JSCP
UYLD
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.
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 | UYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.68 | ||
| Sortino ratioReturn per unit of downside risk | -17.66 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 4.26 | -2.85 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 36.45 | -33.52 |
| Martin ratioReturn relative to average drawdown | 10.89 | 213.98 | -203.09 |
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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.
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Drawdown Indicators
| JSCP | UYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.90% | -0.54% | -8.36% |
Max Drawdown (1Y)Largest decline over 1 year | -1.27% | -0.14% | -1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -1.59% | -0.54% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -8.90% | — | — |
Current DrawdownCurrent decline from peak | -0.23% | 0.00% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -2.01% | -0.03% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.02% | +0.32% |
Volatility
JSCP vs. UYLD - Volatility Comparison
JPMorgan Short Duration Core Plus ETF (JSCP) has a higher volatility of 0.43% compared to Angel Oak Ultrashort Income ETF (UYLD) at 0.13%. 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.
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Volatility by Period
| JSCP | UYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.43% | 0.13% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 1.34% | 0.51% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.73% | 0.64% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.58% | 0.98% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.53% | 0.98% | +1.55% |
JSCP vs. UYLD - Expense Ratio Comparison
JSCP has a 0.33% expense ratio, which is lower than UYLD's 0.34% expense ratio.
Dividends
JSCP vs. UYLD - Dividend Comparison
JSCP's dividend yield for the trailing twelve months is around 4.46%, less than UYLD's 4.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JSCP JPMorgan Short Duration Core Plus ETF | 4.07% | 4.64% | 4.76% | 4.13% | 2.51% | 1.09% |
UYLD Angel Oak Ultrashort Income ETF | 4.94% | 5.07% | 4.97% | 5.92% | 0.75% | 0.00% |
Frequently Asked Questions
JSCP and UYLD have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JSCP has higher volatility (0.43%) compared to UYLD (0.13%). In terms of maximum drawdown, JSCP dropped -8.90% vs UYLD's -0.54%.
On 3-year performance, UYLD leads with 5.79% vs 5.52% for JSCP. On fees, JSCP is cheaper at 0.33% per year. On volatility, UYLD has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, UYLD has performed better with a 5.79% return vs 5.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JSCP is cheaper with a 0.33% expense ratio, compared with 0.34% for UYLD.
UYLD has the higher dividend yield at 4.94%, compared with 4.07% for JSCP.
JSCP is categorized as Short-Term Bond, while UYLD is Ultrashort Bond. They also come from different issuers: JPMorgan and Angel Oak. Their fees differ too: 0.33% for JSCP and 0.34% for UYLD.
UYLD currently has the higher Sharpe Ratio (7.83 vs 2.15), 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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