PortfoliosLab logoPortfoliosLab logo
SLDR vs. JPLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLDR vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Short-Term Treasury Ladder ETF (SLDR) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SLDR achieves a 0.31% return, which is significantly lower than JPLD's 1.04% return.


SLDR

1D
-0.04%
1M
0.13%
YTD
0.31%
6M
0.69%
1Y
3.14%
3Y*
5Y*
10Y*

JPLD

1D
-0.06%
1M
0.19%
YTD
1.04%
6M
1.37%
1Y
4.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLDR vs. JPLD - Yearly Performance Comparison


Correlation

The correlation between SLDR and JPLD is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2024

0.66

The correlation between SLDR and JPLD has been stable across timeframes, ranging from 0.66 to 0.66 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SLDR vs. JPLD — Risk / Return Rank

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

SLDR
SLDR Risk / Return Rank: 8181
Overall Rank
SLDR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SLDR Sortino Ratio Rank: 8888
Sortino Ratio Rank
SLDR Omega Ratio Rank: 9292
Omega Ratio Rank
SLDR Calmar Ratio Rank: 7373
Calmar Ratio Rank
SLDR Martin Ratio Rank: 7474
Martin Ratio Rank

JPLD
JPLD Risk / Return Rank: 9191
Overall Rank
JPLD Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
JPLD Sortino Ratio Rank: 9595
Sortino Ratio Rank
JPLD Omega Ratio Rank: 9494
Omega Ratio Rank
JPLD Calmar Ratio Rank: 8585
Calmar Ratio Rank
JPLD Martin Ratio Rank: 9090
Martin Ratio Rank
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.

SLDR vs. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Short-Term Treasury Ladder ETF (SLDR) 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.


SLDRJPLDDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.62

1.68

-0.06

Calmar ratioReturn relative to maximum drawdown

3.61

4.71

-1.10

Martin ratioReturn relative to average drawdown

13.93

21.78

-7.85

SLDR vs. JPLD - Sharpe Ratio Comparison

The current SLDR Sharpe Ratio is 2.51, which is comparable to the JPLD Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of SLDR and JPLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SLDRJPLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

3.22

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

2.58

3.25

-0.67

Drawdowns

SLDR vs. JPLD - Drawdown Comparison

The maximum SLDR drawdown since its inception was -0.87%, smaller than the maximum JPLD drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for SLDR and JPLD.


Loading charts...

Drawdown Indicators


SLDRJPLDDifference

Max Drawdown

Largest peak-to-trough decline

-0.87%

-1.17%

+0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-1.00%

+0.13%

Current Drawdown

Current decline from peak

-0.28%

-0.12%

-0.16%

Average Drawdown

Average peak-to-trough decline

-0.14%

-0.15%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

0.22%

+0.01%

Volatility

SLDR vs. JPLD - Volatility Comparison

Global X Short-Term Treasury Ladder ETF (SLDR) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) have volatilities of 0.37% and 0.37%, 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.


Loading charts...

Volatility by Period


SLDRJPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

0.37%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.78%

0.97%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

1.25%

1.47%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.24%

1.83%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.24%

1.83%

-0.59%

SLDR vs. JPLD - Expense Ratio Comparison

SLDR has a 0.12% expense ratio, which is lower than JPLD's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SLDR vs. JPLD - Dividend Comparison

SLDR's dividend yield for the trailing twelve months is around 3.72%, less than JPLD's 4.21% yield.


PositionTTM202520242023
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
4.21%4.24%4.47%1.83%
SLDR
Global X Short-Term Treasury Ladder ETF
3.72%3.80%0.98%0.00%

Frequently Asked Questions


SLDR and JPLD have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPLD has higher volatility (0.37%) compared to SLDR (0.37%). In terms of maximum drawdown, SLDR dropped -0.87% vs JPLD's -1.17%.

On 1-year performance, JPLD leads with 4.71% vs 3.14% for SLDR. On fees, SLDR is cheaper at 0.12% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JPLD has performed better with a 4.71% return vs 3.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLDR is cheaper with a 0.12% expense ratio, compared with 0.24% for JPLD.

JPLD has the higher dividend yield at 4.21%, compared with 3.72% for SLDR.

SLDR is categorized as Government Bonds, while JPLD is Short-Term Bond. They also come from different issuers: Global X and JPMorgan. Their fees differ too: 0.12% for SLDR and 0.24% for JPLD.

JPLD currently has the higher Sharpe Ratio (3.22 vs 2.51), 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.

Portfolio Optimizer

Find the right allocation for SLDR and JPLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer