RYSE vs. JSCP
RYSE (Cboe Vest 10 Year Interest Rate Hedge ETF) and JSCP (JPMorgan Short Duration Core Plus ETF) are both exchange-traded funds - RYSE is a Nontraditional Bonds fund actively managed by Vest, while JSCP is a Short-Term Bond fund actively managed by JPMorgan. Both are actively managed. Over the past 3 years, RYSE returned 4.39%/yr vs 5.52%/yr for JSCP. At a correlation of -0.74, they often move in opposite directions. RYSE charges 0.85%/yr vs 0.33%/yr for JSCP.
Performance
RYSE vs. JSCP - Performance Comparison
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Returns By Period
In the year-to-date period, RYSE achieves a 2.52% return, which is significantly higher than JSCP's 0.60% return.
RYSE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 2.52%
- 6M
- 5.91%
- 1Y
- 1.55%
- 3Y*
- 4.39%
- 5Y*
- —
- 10Y*
- —
JSCP
- 1D
- -0.03%
- 1M
- 0.18%
- YTD
- 0.60%
- 6M
- 0.93%
- 1Y
- 4.64%
- 3Y*
- 5.52%
- 5Y*
- 2.37%
- 10Y*
- —
RYSE vs. JSCP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF | 2.52% | -3.09% | 12.46% | 9.32% |
JSCP JPMorgan Short Duration Core Plus ETF | 0.60% | 6.86% | 5.06% | 4.13% |
Correlation
The correlation between RYSE and JSCP is -0.75, 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 | -0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2023 | -0.74 |
The correlation between RYSE and JSCP has been stable across timeframes, ranging from -0.75 to -0.74 - a consistent structural relationship.
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Return for Risk
RYSE vs. JSCP — Risk / Return Rank
RYSE
JSCP
RYSE vs. JSCP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) 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.
| RYSE | JSCP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.55 | ||
| Sortino ratioReturn per unit of downside risk | -4.07 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.54 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 3.67 | -3.48 |
| Martin ratioReturn relative to average drawdown | 0.40 | 13.90 | -13.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYSE | JSCP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 2.70 | -2.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.94 | -0.52 |
Drawdowns
RYSE vs. JSCP - Drawdown Comparison
The maximum RYSE drawdown since its inception was -19.70%, which is greater than JSCP's maximum drawdown of -8.90%. Use the drawdown chart below to compare losses from any high point for RYSE and JSCP.
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Drawdown Indicators
| RYSE | JSCP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.70% | -8.90% | -10.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.06% | -1.27% | -6.79% |
Max Drawdown (3Y)Largest decline over 3 years | -19.70% | -1.59% | -18.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -8.90% | — |
Current DrawdownCurrent decline from peak | -7.83% | -0.37% | -7.46% |
Average DrawdownAverage peak-to-trough decline | -9.18% | -2.06% | -7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 0.33% | +3.53% |
Volatility
RYSE vs. JSCP - Volatility Comparison
The current volatility for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) is 0.00%, while JPMorgan Short Duration Core Plus ETF (JSCP) has a volatility of 0.54%. This indicates that RYSE experiences smaller price fluctuations and is considered to be less risky 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
| RYSE | JSCP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 0.54% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 6.64% | 1.21% | +5.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 1.73% | +8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.92% | 2.57% | +12.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.92% | 2.55% | +12.37% |
RYSE vs. JSCP - Expense Ratio Comparison
RYSE has a 0.85% expense ratio, which is higher than JSCP's 0.33% expense ratio.
Dividends
RYSE vs. JSCP - Dividend Comparison
RYSE's dividend yield for the trailing twelve months is around 1.37%, 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% |
RYSE Cboe Vest 10 Year Interest Rate Hedge ETF | 1.37% | 1.86% | 2.58% | 24.91% | 0.00% | 0.00% |
Frequently Asked Questions
RYSE and JSCP have a correlation of -0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JSCP has higher volatility (0.54%) compared to RYSE (0.00%). In terms of maximum drawdown, RYSE dropped -19.70% vs JSCP's -8.90%.
On 3-year performance, JSCP leads with 5.52% vs 4.39% for RYSE. On fees, JSCP is cheaper at 0.33% per year. On volatility, RYSE has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, JSCP has performed better with a 5.52% return vs 4.39%. 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 0.85% for RYSE.
JSCP has the higher dividend yield at 4.49%, compared with 1.37% for RYSE.
RYSE is categorized as Nontraditional Bonds, while JSCP is Short-Term Bond. They also come from different issuers: Vest and JPMorgan. Their fees differ too: 0.85% for RYSE and 0.33% for JSCP.
JSCP currently has the higher Sharpe Ratio (2.70 vs 0.15), 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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