OSCG vs. JPLD

Last updated Jun 24, 2026

OSCG (Leverage Shares 2X Long OSCR Daily ETF) and JPLD (JPMorgan Limited Duration Bond ETF) are both exchange-traded funds - OSCG is a Leveraged Equities fund actively managed by Leverage Shares, while JPLD is a Short-Term Bond fund actively managed by JPMorgan. Both are actively managed. At a correlation of -0.08, they often move in opposite directions. OSCG charges 0.75%/yr vs 0.24%/yr for JPLD.

Performance

OSCG vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long OSCR Daily ETF (OSCG) and JPMorgan Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OSCG achieves a 229.85% return, which is significantly higher than JPLD's 1.08% return.

OSCG

• 1D: 11.12%
• 1M: 64.63%
• YTD: 229.85%
• 6M: 206.67%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JPLD

• 1D: 0.06%
• 1M: 0.32%
• YTD: 1.08%
• 6M: 1.31%
• 1Y: 4.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

OSCG vs. JPLD - Yearly Performance Comparison

	2026 (YTD)	2025
OSCG Leverage Shares 2X Long OSCR Daily ETF	229.85%	-39.92%
JPLD JPMorgan Limited Duration Bond ETF	1.08%	0.73%

Correlation

The correlation between OSCG and JPLD is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025	-0.08

Return for Risk

OSCG vs. JPLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OSCG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JPLD

JPLD Risk / Return Rank: 89
JPLD Sharpe Ratio Rank: 90
JPLD Sortino Ratio Rank: 93
JPLD Omega Ratio Rank: 92
JPLD Calmar Ratio Rank: 82
JPLD Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OSCG vs. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long OSCR Daily ETF (OSCG) and JPMorgan Limited Duration Bond ETF (JPLD). 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.

	OSCG	JPLD	Difference
Sharpe ratio: Return per unit of total volatility	—	2.86	—
Sortino ratio: Return per unit of downside risk	—	4.38	—
Omega ratio: Gain probability vs. loss probability	—	1.59	—
Calmar ratio: Return relative to maximum drawdown	—	4.19	—
Martin ratio: Return relative to average drawdown	—	19.07	—

Drawdowns

OSCG vs. JPLD - Drawdown Comparison

The maximum OSCG drawdown since its inception was -71.31%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for OSCG and JPLD.

Drawdown Indicators

	OSCG	JPLD	Difference
Max Drawdown Largest peak-to-trough decline	-71.31%	-1.17%	-70.14%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.00%	—
Current Drawdown Current decline from peak	0.00%	-0.28%	+0.28%
Average Drawdown Average peak-to-trough decline	-34.29%	-0.15%	-34.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.22%	—

Volatility

Volatility by Period

	OSCG	JPLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.54%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.05%	—
Volatility (1Y) Calculated over the trailing 1-year period	147.79%	1.48%	+146.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	147.79%	1.84%	+145.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	147.79%	1.84%	+145.95%

OSCG vs. JPLD - Expense Ratio Comparison

OSCG has a 0.75% expense ratio, which is higher than JPLD's 0.24% expense ratio.

Dividends

OSCG vs. JPLD - Dividend Comparison

OSCG has not paid dividends to shareholders, while JPLD's dividend yield for the trailing twelve months is around 4.21%.

Position	TTM	2025	2024	2023
JPLD JPMorgan Limited Duration Bond ETF	4.21%	4.24%	4.47%	1.83%
OSCG Leverage Shares 2X Long OSCR Daily ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both OSCG and JPLD in my portfolio?

OSCG and JPLD have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, OSCG or JPLD?

On fees, JPLD is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, OSCG or JPLD?

JPLD is cheaper with a 0.24% expense ratio, compared with 0.75% for OSCG.

Which ETF pays a higher dividend yield, OSCG or JPLD?

JPLD has the higher dividend yield at 4.21%, compared with 0.00% for OSCG.

What is the main difference between OSCG and JPLD?

OSCG is categorized as Leveraged Equities, while JPLD is Short-Term Bond. They also come from different issuers: Leverage Shares and JPMorgan. Their fees differ too: 0.75% for OSCG and 0.24% for JPLD.