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LDRC vs. JCPB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDRC vs. JCPB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 1-5 Year Corporate Ladder ETF (LDRC) and JPMorgan Core Plus Bond ETF (JCPB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LDRC achieves a 0.75% return, which is significantly higher than JCPB's -0.11% return.


LDRC

1D
-0.16%
1M
-0.50%
6M
0.51%
YTD
0.75%
1Y
3.12%
3Y*
5Y*
10Y*
ALL TIME*
4.26%

JCPB

1D
-0.24%
1M
-1.20%
6M
-0.44%
YTD
-0.11%
1Y
2.73%
3Y*
5.02%
5Y*
0.68%
10Y*
ALL TIME*
2.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$69.07M$70.96M$101.73M
$277.08K$298.53K$510.97K

LDRC vs. JCPB - Yearly Performance Comparison


2026 (YTD)20252024
LDRC
iShares iBonds 1-5 Year Corporate Ladder ETF
0.75%6.33%0.31%
JCPB
JPMorgan Core Plus Bond ETF
-0.11%7.98%-0.53%

Correlation

The correlation between LDRC and JCPB is 0.68, 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.

0.68

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.68

The correlation between LDRC and JCPB has been stable across timeframes, ranging from 0.68 to 0.68 - a consistent structural relationship.

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Return for Risk

LDRC vs. JCPB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LDRC
LDRC Risk / Return Rank: 7878
Overall Rank
LDRC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LDRC Sortino Ratio Rank: 7575
Sortino Ratio Rank
LDRC Omega Ratio Rank: 7979
Omega Ratio Rank
LDRC Calmar Ratio Rank: 8888
Calmar Ratio Rank
LDRC Martin Ratio Rank: 7777
Martin Ratio Rank

JCPB
JCPB Risk / Return Rank: 3737
Overall Rank
JCPB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
JCPB Sortino Ratio Rank: 3838
Sortino Ratio Rank
JCPB Omega Ratio Rank: 3636
Omega Ratio Rank
JCPB Calmar Ratio Rank: 3838
Calmar Ratio Rank
JCPB Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LDRC vs. JCPB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year Corporate Ladder ETF (LDRC) and JPMorgan Core Plus Bond ETF (JCPB). 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.


LDRCJCPBDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.33

1.17

+0.16

Calmar ratioReturn relative to maximum drawdown

3.62

1.33

+2.29

Martin ratioReturn relative to average drawdown

9.87

3.43

+6.44

LDRC vs. JCPB - Sharpe Ratio Comparison

The current LDRC Sharpe Ratio is 1.63, which is higher than the JCPB Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of LDRC and JCPB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LDRC vs. JCPB - Drawdown Comparison

The maximum LDRC drawdown since its inception was -1.00%, smaller than the maximum JCPB drawdown of -16.67%. Use the drawdown chart below to compare losses from any high point for LDRC and JCPB.


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Drawdown Indicators


LDRCJCPBDifference

Max Drawdown

Largest peak-to-trough decline

-1.00%

-16.67%

+15.67%

Max Drawdown (1Y)

Largest decline over 1 year

-1.00%

-2.71%

+1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-4.94%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

Current Drawdown

Current decline from peak

-0.50%

-2.16%

+1.66%

Average Drawdown

Average peak-to-trough decline

-0.25%

-4.20%

+3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

1.05%

-0.68%

Volatility

LDRC vs. JCPB - Volatility Comparison

The current volatility for iShares iBonds 1-5 Year Corporate Ladder ETF (LDRC) is 0.60%, while JPMorgan Core Plus Bond ETF (JCPB) has a volatility of 0.98%. This indicates that LDRC experiences smaller price fluctuations and is considered to be less risky than JCPB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDRCJCPBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

0.98%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

1.26%

2.94%

-1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

2.22%

3.70%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.45%

5.40%

-2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.45%

5.03%

-2.58%

LDRC vs. JCPB - Expense Ratio Comparison

LDRC has a 0.10% expense ratio, which is lower than JCPB's 0.38% expense ratio.


Dividends

LDRC vs. JCPB - Dividend Comparison

LDRC's dividend yield for the trailing twelve months is around 4.22%, less than JCPB's 4.96% yield.


PositionTTM2025202420232022202120202019
JCPB
JPMorgan Core Plus Bond ETF
4.54%4.90%5.16%4.32%3.01%2.19%2.97%3.01%
LDRC
iShares iBonds 1-5 Year Corporate Ladder ETF
4.22%4.22%0.75%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LDRC and JCPB have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JCPB has higher volatility (0.98%) compared to LDRC (0.60%). In terms of maximum drawdown, LDRC dropped -1.00% vs JCPB's -16.67%.

On 1-year performance, LDRC leads with 3.12% vs 2.73% for JCPB. On fees, LDRC is cheaper at 0.10% per year. On volatility, LDRC has been the lower-risk option at 0.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LDRC has performed better with a 3.12% return vs 2.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LDRC is cheaper with a 0.10% expense ratio, compared with 0.38% for JCPB.

JCPB has the higher dividend yield at 4.54%, compared with 4.22% for LDRC.

LDRC is categorized as Short-Term Bond, while JCPB is Intermediate Core-Plus Bond. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.10% for LDRC and 0.38% for JCPB.

LDRC currently has the higher Sharpe Ratio (1.63 vs 0.98), 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.

Portfolio Optimizer

Find the right allocation for LDRC and JCPB

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