LDRT vs. JSCP
LDRT (iShares iBonds 1-5 Year Treasury Ladder ETF) and JSCP (JPMorgan Short Duration Core Plus ETF) are both exchange-traded funds - LDRT is a Government Bonds fund tracking the BlackRock iBonds® 1-5 Year Treasury Ladder Index, while JSCP is a Short-Term Bond fund actively managed by JPMorgan. LDRT is passively managed, while JSCP is actively managed. Over the past year, LDRT returned 3.49% vs 4.16% for JSCP. A 0.63 correlation means they provide meaningful diversification when combined. LDRT charges 0.07%/yr vs 0.33%/yr for JSCP.
Performance
LDRT vs. JSCP - Performance Comparison
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Returns By Period
In the year-to-date period, LDRT achieves a 0.74% return, which is significantly higher than JSCP's 0.59% return.
LDRT
- 1D
- 0.00%
- 1M
- 0.16%
- YTD
- 0.74%
- 6M
- 0.93%
- 1Y
- 3.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JSCP
- 1D
- -0.12%
- 1M
- 0.29%
- YTD
- 0.59%
- 6M
- 0.75%
- 1Y
- 4.16%
- 3Y*
- 5.55%
- 5Y*
- 2.44%
- 10Y*
- —
LDRT vs. JSCP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF | 0.74% | 5.55% | 0.44% |
JSCP JPMorgan Short Duration Core Plus ETF | 0.59% | 6.86% | 0.39% |
Correlation
The correlation between LDRT and JSCP is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.63 |
The correlation between LDRT and JSCP has been stable across timeframes, ranging from 0.63 to 0.65 - a consistent structural relationship.
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Return for Risk
LDRT vs. JSCP — Risk / Return Rank
LDRT
JSCP
LDRT vs. JSCP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) and JPMorgan Short Duration Core Plus ETF (JSCP). 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.
| LDRT | JSCP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.47 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 3.30 | -0.15 |
| Martin ratioReturn relative to average drawdown | 8.16 | 12.18 | -4.02 |
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Drawdowns
LDRT vs. JSCP - Drawdown Comparison
The maximum LDRT drawdown since its inception was -1.11%, smaller than the maximum JSCP drawdown of -8.90%. Use the drawdown chart below to compare losses from any high point for LDRT and JSCP.
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Drawdown Indicators
| LDRT | JSCP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.11% | -8.90% | +7.79% |
Max Drawdown (1Y)Largest decline over 1 year | -1.11% | -1.27% | +0.16% |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.59% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -8.90% | — |
Current DrawdownCurrent decline from peak | -0.50% | -0.38% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -0.32% | -2.05% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 0.34% | +0.09% |
Volatility
LDRT vs. JSCP - Volatility Comparison
iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) has a higher volatility of 0.79% compared to JPMorgan Short Duration Core Plus ETF (JSCP) at 0.61%. This indicates that LDRT's price experiences larger fluctuations and is considered to be riskier than JSCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDRT | JSCP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | 0.61% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 1.65% | 1.30% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.80% | 1.76% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.77% | 2.58% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.77% | 2.55% | +0.22% |
LDRT vs. JSCP - Expense Ratio Comparison
LDRT has a 0.07% expense ratio, which is lower than JSCP's 0.33% expense ratio.
Dividends
LDRT vs. JSCP - Dividend Comparison
LDRT's dividend yield for the trailing twelve months is around 4.08%, less than JSCP's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JSCP JPMorgan Short Duration Core Plus ETF | 4.49% | 4.64% | 4.76% | 4.13% | 2.51% | 1.09% |
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF | 4.08% | 3.86% | 0.69% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LDRT and JSCP have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LDRT has higher volatility (0.79%) compared to JSCP (0.61%). In terms of maximum drawdown, LDRT dropped -1.11% vs JSCP's -8.90%.
On 1-year performance, JSCP leads with 4.16% vs 3.49% for LDRT. On fees, LDRT is cheaper at 0.07% per year. On volatility, JSCP has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, JSCP has performed better with a 4.16% return vs 3.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LDRT is cheaper with a 0.07% expense ratio, compared with 0.33% for JSCP.
JSCP has the higher dividend yield at 4.49%, compared with 4.08% for LDRT.
LDRT is categorized as Government Bonds, while JSCP is Short-Term Bond. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.07% for LDRT and 0.33% for JSCP.
JSCP currently has the higher Sharpe Ratio (2.38 vs 1.26), 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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