JSDSX vs. EWG
JSDSX (JPMorgan Short Duration Core Plus Fund) and EWG (iShares MSCI Germany ETF) are both funds - JSDSX is a Short-Term Bond fund managed by JPMorgan, while EWG is a Europe Equities fund tracking the MSCI Germany Index. Over the past 10 years, JSDSX returned 3.17%/yr vs 7.74%/yr for EWG. At a 0.22 correlation, their price movements are largely independent. JSDSX charges 0.60%/yr vs 0.49%/yr for EWG.
Performance
JSDSX vs. EWG - Performance Comparison
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Returns By Period
In the year-to-date period, JSDSX achieves a 0.54% return, which is significantly higher than EWG's -1.04% return. Over the past 10 years, JSDSX has underperformed EWG with an annualized return of 3.17%, while EWG has yielded a comparatively higher 7.74% annualized return.
JSDSX
- 1D
- 0.00%
- 1M
- 0.06%
- 6M
- 0.54%
- YTD
- 0.54%
- 1Y
- 3.72%
- 3Y*
- 5.55%
- 5Y*
- 2.29%
- 10Y*
- 3.17%
EWG
- 1D
- -0.63%
- 1M
- -0.60%
- 6M
- -4.05%
- YTD
- -1.04%
- 1Y
- -0.93%
- 3Y*
- 14.46%
- 5Y*
- 5.96%
- 10Y*
- 7.74%
JSDSX vs. EWG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSDSX JPMorgan Short Duration Core Plus Fund | 0.54% | 6.57% | 5.26% | 6.12% | -5.95% | 0.21% | 5.13% | 6.03% | 0.87% | 4.09% |
EWG iShares MSCI Germany ETF | -1.04% | 35.79% | 9.79% | 23.35% | -22.27% | 5.84% | 10.09% | 19.15% | -21.40% | 27.42% |
Correlation
The correlation between JSDSX and EWG is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2013 | 0.22 |
Over the past year, JSDSX and EWG have become more correlated (0.43) than their long-term average of 0.22, meaning their price movements have been converging.
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Return for Risk
JSDSX vs. EWG — Risk / Return Rank
JSDSX
EWG
JSDSX vs. EWG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Core Plus Fund (JSDSX) and iShares MSCI Germany ETF (EWG). 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.
| JSDSX | EWG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.03 | ||
| Sortino ratioReturn per unit of downside risk | +2.99 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.01 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | -0.06 | +2.36 |
| Martin ratioReturn relative to average drawdown | 7.13 | -0.18 | +7.31 |
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Drawdowns
JSDSX vs. EWG - Drawdown Comparison
The maximum JSDSX drawdown since its inception was -8.93%, smaller than the maximum EWG drawdown of -67.57%. Use the drawdown chart below to compare losses from any high point for JSDSX and EWG.
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Drawdown Indicators
| JSDSX | EWG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.93% | -67.57% | +58.64% |
Max Drawdown (1Y)Largest decline over 1 year | -1.58% | -14.54% | +12.96% |
Max Drawdown (3Y)Largest decline over 3 years | -1.58% | -15.81% | +14.23% |
Max Drawdown (5Y)Largest decline over 5 years | -8.93% | -42.59% | +33.66% |
Max Drawdown (10Y)Largest decline over 10 years | -8.93% | -46.80% | +37.87% |
Current DrawdownCurrent decline from peak | -0.53% | -5.62% | +5.09% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -19.15% | +17.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.51% | 5.11% | -4.60% |
Volatility
JSDSX vs. EWG - Volatility Comparison
The current volatility for JPMorgan Short Duration Core Plus Fund (JSDSX) is 0.67%, while iShares MSCI Germany ETF (EWG) has a volatility of 5.48%. This indicates that JSDSX experiences smaller price fluctuations and is considered to be less risky than EWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSDSX | EWG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.67% | 5.48% | -4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 1.39% | 15.18% | -13.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.83% | 17.78% | -15.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.65% | 20.57% | -17.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.34% | 20.80% | -18.46% |
JSDSX vs. EWG - Expense Ratio Comparison
JSDSX has a 0.60% expense ratio, which is higher than EWG's 0.49% expense ratio.
Dividends
JSDSX vs. EWG - Dividend Comparison
JSDSX's dividend yield for the trailing twelve months is around 4.01%, more than EWG's 2.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWG iShares MSCI Germany ETF | 2.02% | 1.60% | 2.38% | 2.56% | 3.24% | 2.70% | 1.67% | 2.51% | 2.93% | 2.06% | 2.35% | 1.93% |
JSDSX JPMorgan Short Duration Core Plus Fund | 4.01% | 3.88% | 3.91% | 3.33% | 2.51% | 1.86% | 2.39% | 2.66% | 2.68% | 3.93% | 4.72% | 4.81% |
Frequently Asked Questions
JSDSX and EWG have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWG has higher volatility (5.48%) compared to JSDSX (0.67%). In terms of maximum drawdown, JSDSX dropped -8.93% vs EWG's -67.57%.
JSDSX currently has the higher Sharpe Ratio (1.98 vs -0.05), 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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