SHYG vs. JPLD
Compare and contrast key facts about iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD).
SHYG and JPLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SHYG is a passively managed fund by iShares that tracks the performance of the Markit iBoxx USD Liquid High Yield 0-5 Index. It was launched on Oct 15, 2013. JPLD is an actively managed fund by JPMorgan. It was launched on Feb 2, 1993.
Performance
SHYG vs. JPLD - Performance Comparison
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SHYG vs. JPLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | -0.16% | 7.94% | 8.17% | 4.70% |
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 0.38% | 6.01% | 6.49% | 3.23% |
Returns By Period
In the year-to-date period, SHYG achieves a -0.16% return, which is significantly lower than JPLD's 0.38% return.
SHYG
- 1D
- 0.88%
- 1M
- -0.49%
- YTD
- -0.16%
- 6M
- 1.16%
- 1Y
- 6.71%
- 3Y*
- 7.66%
- 5Y*
- 4.73%
- 10Y*
- 5.34%
JPLD
- 1D
- -0.08%
- 1M
- -0.74%
- YTD
- 0.38%
- 6M
- 1.58%
- 1Y
- 4.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SHYG vs. JPLD - Expense Ratio Comparison
SHYG has a 0.30% expense ratio, which is higher than JPLD's 0.24% expense ratio.
Return for Risk
SHYG vs. JPLD — Risk / Return Rank
SHYG
JPLD
SHYG vs. JPLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) and J P Morgan Exchange-Traded Fund Trust - 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.
| SHYG | JPLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 2.63 | -1.33 |
Sortino ratioReturn per unit of downside risk | 1.94 | 4.05 | -2.11 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.55 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 4.03 | -2.25 |
Martin ratioReturn relative to average drawdown | 10.07 | 19.92 | -9.84 |
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
| SHYG | JPLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 2.63 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 3.28 | -2.57 |
Correlation
The correlation between SHYG and JPLD is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SHYG vs. JPLD - Dividend Comparison
SHYG's dividend yield for the trailing twelve months is around 7.07%, more than JPLD's 4.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 7.07% | 7.03% | 6.93% | 6.54% | 5.57% | 4.83% | 5.07% | 5.33% | 5.90% | 5.49% | 5.53% | 5.17% |
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 4.22% | 4.24% | 4.47% | 1.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SHYG vs. JPLD - Drawdown Comparison
The maximum SHYG drawdown since its inception was -19.26%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for SHYG and JPLD.
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Drawdown Indicators
| SHYG | JPLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.26% | -1.17% | -18.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.77% | -1.17% | -2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -9.39% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -19.26% | — | — |
Current DrawdownCurrent decline from peak | -0.76% | -0.74% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -1.46% | -0.14% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 0.24% | +0.43% |
Volatility
SHYG vs. JPLD - Volatility Comparison
iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) has a higher volatility of 1.96% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.54%. This indicates that SHYG's price experiences larger fluctuations and is considered to be riskier than JPLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHYG | JPLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 0.54% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 2.46% | 0.99% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.20% | 1.79% | +3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.71% | 1.86% | +3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.43% | 1.86% | +4.57% |