LDUR vs. JPIE

In the year-to-date period, LDUR achieves a 1.83% return, which is significantly lower than JPIE's 2.24% return.

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LDUR has a 0.56% expense ratio, which is higher than JPIE's 0.41% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Low Duration Active ETF (LDUR) and JPMorgan Income ETF (JPIE). 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.

The current LDUR Sharpe Ratio is 2.78, which is comparable to the JPIE Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of LDUR and JPIE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LDUR's dividend yield for the trailing twelve months is around 4.76%, less than JPIE's 5.95% yield.

The maximum LDUR drawdown since its inception was -8.68%, smaller than the maximum JPIE drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for LDUR and JPIE. For additional features, visit the drawdowns tool.

PIMCO Enhanced Low Duration Active ETF (LDUR) and JPMorgan Income ETF (JPIE) have volatilities of 0.81% and 0.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.