PST vs. JSCP
PST (ProShares UltraShort 7-10 Year Treasury) and JSCP (JPMorgan Short Duration Core Plus ETF) are both exchange-traded funds - PST is a Inverse Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while JSCP is a Short-Term Bond fund actively managed by JPMorgan. PST is passively managed, while JSCP is actively managed. Over the past 5 years, PST returned 9.44%/yr vs 2.45%/yr for JSCP. At a correlation of -0.75, they often move in opposite directions. PST charges 0.95%/yr vs 0.33%/yr for JSCP.
Performance
PST vs. JSCP - Performance Comparison
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Returns By Period
In the year-to-date period, PST achieves a 4.69% return, which is significantly higher than JSCP's 0.69% return.
PST
- 1D
- -0.27%
- 1M
- -0.60%
- YTD
- 4.69%
- 6M
- 5.06%
- 1Y
- 3.06%
- 3Y*
- 5.23%
- 5Y*
- 9.44%
- 10Y*
- 2.73%
JSCP
- 1D
- 0.10%
- 1M
- 0.39%
- YTD
- 0.69%
- 6M
- 0.91%
- 1Y
- 4.02%
- 3Y*
- 5.58%
- 5Y*
- 2.45%
- 10Y*
- —
PST vs. JSCP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PST ProShares UltraShort 7-10 Year Treasury | 4.69% | -4.42% | 12.27% | 3.17% | 38.55% | -2.90% |
JSCP JPMorgan Short Duration Core Plus ETF | 0.69% | 6.86% | 5.06% | 6.22% | -5.80% | 0.15% |
Correlation
The correlation between PST and JSCP is -0.90, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2021 | -0.75 |
The correlation between PST and JSCP shifts across timeframes, from -0.90 (1 year) to -0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PST vs. JSCP — Risk / Return Rank
PST
JSCP
PST vs. JSCP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort 7-10 Year Treasury (PST) 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.
| PST | JSCP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -3.09 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.46 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 3.19 | -2.74 |
| Martin ratioReturn relative to average drawdown | 0.80 | 11.76 | -10.96 |
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Drawdowns
PST vs. JSCP - Drawdown Comparison
The maximum PST drawdown since its inception was -79.25%, which is greater than JSCP's maximum drawdown of -8.90%. Use the drawdown chart below to compare losses from any high point for PST and JSCP.
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Drawdown Indicators
| PST | JSCP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.25% | -8.90% | -70.35% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -1.27% | -5.63% |
Max Drawdown (3Y)Largest decline over 3 years | -16.19% | -1.59% | -14.60% |
Max Drawdown (5Y)Largest decline over 5 years | -16.19% | -8.90% | -7.29% |
Max Drawdown (10Y)Largest decline over 10 years | -36.07% | — | — |
Current DrawdownCurrent decline from peak | -64.08% | -0.28% | -63.80% |
Average DrawdownAverage peak-to-trough decline | -61.48% | -2.04% | -59.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 0.34% | +3.49% |
Volatility
PST vs. JSCP - Volatility Comparison
ProShares UltraShort 7-10 Year Treasury (PST) has a higher volatility of 2.73% compared to JPMorgan Short Duration Core Plus ETF (JSCP) at 0.61%. This indicates that PST'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
| PST | JSCP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 0.61% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 7.03% | 1.29% | +5.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.49% | 1.76% | +7.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 2.58% | +13.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.30% | 2.55% | +10.75% |
PST vs. JSCP - Expense Ratio Comparison
PST has a 0.95% expense ratio, which is higher than JSCP's 0.33% expense ratio.
Dividends
PST vs. JSCP - Dividend Comparison
PST's dividend yield for the trailing twelve months is around 3.08%, less than JSCP's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JSCP JPMorgan Short Duration Core Plus ETF | 4.49% | 4.64% | 4.76% | 4.13% | 2.51% | 1.09% | 0.00% | 0.00% | 0.00% |
PST ProShares UltraShort 7-10 Year Treasury | 3.08% | 3.47% | 3.61% | 3.69% | 0.02% | 0.00% | 0.11% | 1.85% | 0.66% |
Frequently Asked Questions
PST and JSCP have a correlation of -0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PST has higher volatility (2.73%) compared to JSCP (0.61%). In terms of maximum drawdown, PST dropped -79.25% vs JSCP's -8.90%.
On 5-year performance, PST leads with 9.44% vs 2.45% for JSCP. On fees, JSCP is cheaper at 0.33% 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 5-year period, PST has performed better with a 9.44% return vs 2.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JSCP is cheaper with a 0.33% expense ratio, compared with 0.95% for PST.
JSCP has the higher dividend yield at 4.49%, compared with 3.08% for PST.
PST is categorized as Inverse Bonds, while JSCP is Short-Term Bond. They also come from different issuers: ProShares and JPMorgan. Their fees differ too: 0.95% for PST and 0.33% for JSCP.
JSCP currently has the higher Sharpe Ratio (2.32 vs 0.32), 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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