SPTI vs. JSCP
Compare and contrast key facts about SPDR Portfolio Intermediate Term Treasury ETF (SPTI) and JPMorgan Short Duration Core Plus ETF (JSCP).
SPTI and JSCP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPTI is a passively managed fund by State Street that tracks the performance of the Bloomberg Barclays U.S. 3-10 Year Treasury Bond Index. It was launched on May 23, 2007. JSCP is an actively managed fund by JPMorgan. It was launched on Mar 1, 2021.
Performance
SPTI vs. JSCP - Performance Comparison
Loading graphics...
SPTI vs. JSCP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SPTI SPDR Portfolio Intermediate Term Treasury ETF | -0.01% | 7.46% | 1.32% | 4.24% | -10.65% | -0.92% |
JSCP JPMorgan Short Duration Core Plus ETF | 0.17% | 6.86% | 5.06% | 6.22% | -5.80% | 0.18% |
Returns By Period
In the year-to-date period, SPTI achieves a -0.01% return, which is significantly lower than JSCP's 0.17% return.
SPTI
- 1D
- 0.17%
- 1M
- -1.63%
- YTD
- -0.01%
- 6M
- 1.04%
- 1Y
- 4.15%
- 3Y*
- 3.32%
- 5Y*
- 0.32%
- 10Y*
- 1.41%
JSCP
- 1D
- 0.19%
- 1M
- -0.80%
- YTD
- 0.17%
- 6M
- 1.53%
- 1Y
- 4.90%
- 3Y*
- 5.41%
- 5Y*
- 2.45%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SPTI vs. JSCP - Expense Ratio Comparison
SPTI has a 0.06% expense ratio, which is lower than JSCP's 0.33% expense ratio.
Return for Risk
SPTI vs. JSCP — Risk / Return Rank
SPTI
JSCP
SPTI vs. JSCP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Intermediate Term Treasury ETF (SPTI) 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.
| SPTI | JSCP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 2.33 | -1.25 |
Sortino ratioReturn per unit of downside risk | 1.62 | 3.75 | -2.13 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.49 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 3.13 | -1.30 |
Martin ratioReturn relative to average drawdown | 5.63 | 14.78 | -9.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SPTI | JSCP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 2.33 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.96 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.93 | -0.37 |
Correlation
The correlation between SPTI and JSCP is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SPTI vs. JSCP - Dividend Comparison
SPTI's dividend yield for the trailing twelve months is around 3.81%, less than JSCP's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 3.81% | 3.79% | 3.77% | 2.99% | 1.45% | 0.53% | 0.75% | 2.02% | 1.97% | 1.46% | 1.23% | 1.18% |
JSCP JPMorgan Short Duration Core Plus ETF | 4.60% | 4.64% | 4.76% | 4.13% | 2.51% | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPTI vs. JSCP - Drawdown Comparison
The maximum SPTI drawdown since its inception was -16.12%, which is greater than JSCP's maximum drawdown of -8.90%. Use the drawdown chart below to compare losses from any high point for SPTI and JSCP.
Loading graphics...
Drawdown Indicators
| SPTI | JSCP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.12% | -8.90% | -7.22% |
Max Drawdown (1Y)Largest decline over 1 year | -2.39% | -1.59% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -8.90% | -6.16% |
Max Drawdown (10Y)Largest decline over 10 years | -16.12% | — | — |
Current DrawdownCurrent decline from peak | -2.00% | -0.80% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -2.12% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 0.34% | +0.44% |
Volatility
SPTI vs. JSCP - Volatility Comparison
SPDR Portfolio Intermediate Term Treasury ETF (SPTI) has a higher volatility of 1.35% compared to JPMorgan Short Duration Core Plus ETF (JSCP) at 0.72%. This indicates that SPTI'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.
Loading graphics...
Volatility by Period
| SPTI | JSCP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 0.72% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 2.31% | 1.14% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.87% | 2.11% | +1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.34% | 2.55% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.36% | 2.57% | +1.79% |