SSUS vs. JSCP

Last updated Jun 24, 2026

SSUS (Day Hagan/Ned Davis Research Smart Sector ETF) and JSCP (JPMorgan Short Duration Core Plus ETF) are both exchange-traded funds - SSUS is a Large Cap Growth Equities fund actively managed by Donald L. Hagan LLC, while JSCP is a Short-Term Bond fund actively managed by JPMorgan. Both are actively managed. Over the past 5 years, SSUS returned 11.07%/yr vs 2.45%/yr for JSCP. At a 0.26 correlation, their price movements are largely independent. SSUS charges 0.81%/yr vs 0.33%/yr for JSCP.

Performance

SSUS vs. JSCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) and JPMorgan Short Duration Core Plus ETF (JSCP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SSUS achieves a 11.37% return, which is significantly higher than JSCP's 0.69% return.

SSUS

• 1D: -1.69%
• 1M: -0.60%
• YTD: 11.37%
• 6M: 10.31%
• 1Y: 24.93%
• 3Y*: 16.83%
• 5Y*: 11.07%
• 10Y*: —

JSCP

• 1D: 0.10%
• 1M: 0.39%
• YTD: 0.69%
• 6M: 0.91%
• 1Y: 4.02%
• 3Y*: 5.58%
• 5Y*: 2.45%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SSUS vs. JSCP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SSUS Day Hagan/Ned Davis Research Smart Sector ETF	11.37%	16.47%	18.86%	18.19%	-17.64%	23.18%
JSCP JPMorgan Short Duration Core Plus ETF	0.69%	6.86%	5.06%	6.22%	-5.80%	0.15%

Correlation

The correlation between SSUS and JSCP is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (All Time) Calculated using the full available price history since Mar 2, 2021	0.26

The correlation between SSUS and JSCP shifts across timeframes, from 0.22 (3 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

SSUS vs. JSCP — Risk / Return Rank

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

SSUS

SSUS Risk / Return Rank: 63
SSUS Sharpe Ratio Rank: 63
SSUS Sortino Ratio Rank: 60
SSUS Omega Ratio Rank: 61
SSUS Calmar Ratio Rank: 61
SSUS Martin Ratio Rank: 71

JSCP

JSCP Risk / Return Rank: 76
JSCP Sharpe Ratio Rank: 78
JSCP Sortino Ratio Rank: 86
JSCP Omega Ratio Rank: 82
JSCP Calmar Ratio Rank: 68
JSCP Martin Ratio Rank: 68

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.

SSUS vs. JSCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) 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.

	SSUS	JSCP	Difference
Sharpe ratio: Return per unit of total volatility	1.90	2.32	-0.41
Sortino ratio: Return per unit of downside risk	2.59	3.61	-1.02
Omega ratio: Gain probability vs. loss probability	1.34	1.46	-0.12
Calmar ratio: Return relative to maximum drawdown	2.77	3.19	-0.42
Martin ratio: Return relative to average drawdown	12.09	11.76	+0.33

SSUS vs. JSCP - Sharpe Ratio Comparison

The current SSUS Sharpe Ratio is 1.90, which is comparable to the JSCP Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of SSUS and JSCP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SSUS vs. JSCP - Drawdown Comparison

The maximum SSUS drawdown since its inception was -23.75%, which is greater than JSCP's maximum drawdown of -8.90%. Use the drawdown chart below to compare losses from any high point for SSUS and JSCP.

Drawdown Indicators

	SSUS	JSCP	Difference
Max Drawdown Largest peak-to-trough decline	-23.75%	-8.90%	-14.85%
Max Drawdown (1Y) Largest decline over 1 year	-9.05%	-1.27%	-7.78%
Max Drawdown (3Y) Largest decline over 3 years	-17.60%	-1.59%	-16.01%
Max Drawdown (5Y) Largest decline over 5 years	-23.45%	-8.90%	-14.55%
Current Drawdown Current decline from peak	-3.59%	-0.28%	-3.31%
Average Drawdown Average peak-to-trough decline	-5.22%	-2.04%	-3.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	0.34%	+1.73%

Volatility

SSUS vs. JSCP - Volatility Comparison

Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) has a higher volatility of 5.85% compared to JPMorgan Short Duration Core Plus ETF (JSCP) at 0.61%. This indicates that SSUS'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.

Volatility by Period

	SSUS	JSCP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.85%	0.61%	+5.24%
Volatility (6M) Calculated over the trailing 6-month period	10.79%	1.29%	+9.50%
Volatility (1Y) Calculated over the trailing 1-year period	13.18%	1.76%	+11.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.43%	2.58%	+12.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.93%	2.55%	+14.38%

SSUS vs. JSCP - Expense Ratio Comparison

SSUS has a 0.81% expense ratio, which is higher than JSCP's 0.33% expense ratio.

Dividends

SSUS vs. JSCP - Dividend Comparison

SSUS's dividend yield for the trailing twelve months is around 0.46%, less than JSCP's 4.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
JSCP JPMorgan Short Duration Core Plus ETF	4.49%	4.64%	4.76%	4.13%	2.51%	1.09%	0.00%
SSUS Day Hagan/Ned Davis Research Smart Sector ETF	0.46%	0.52%	0.68%	1.07%	0.63%	0.55%	0.50%

Frequently Asked Questions

Can I hold both SSUS and JSCP in my portfolio?

SSUS and JSCP have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SSUS or JSCP?

SSUS has higher volatility (5.85%) compared to JSCP (0.61%). In terms of maximum drawdown, SSUS dropped -23.75% vs JSCP's -8.90%.

Which ETF is better, SSUS or JSCP?

On 5-year performance, SSUS leads with 11.07% 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.

Which ETF has performed better, SSUS or JSCP?

Over the 5-year period, SSUS has performed better with a 11.07% return vs 2.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SSUS or JSCP?

JSCP is cheaper with a 0.33% expense ratio, compared with 0.81% for SSUS.

Which ETF pays a higher dividend yield, SSUS or JSCP?

JSCP has the higher dividend yield at 4.49%, compared with 0.46% for SSUS.

What is the main difference between SSUS and JSCP?

SSUS is categorized as Large Cap Growth Equities, while JSCP is Short-Term Bond. They also come from different issuers: Donald L. Hagan LLC and JPMorgan. Their fees differ too: 0.81% for SSUS and 0.33% for JSCP.

Which has better risk-adjusted returns?

JSCP currently has the higher Sharpe Ratio (2.32 vs 1.90), 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.