STOT vs. JPLD
Compare and contrast key facts about State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD).
STOT and JPLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STOT is a passively managed fund by State Street that tracks the performance of the Bloomberg U.S. Aggregate 1-3 Year Index. It was launched on Apr 13, 2016. JPLD is an actively managed fund by JPMorgan. It was launched on Feb 2, 1993.
Performance
STOT vs. JPLD - Performance Comparison
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STOT vs. JPLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 0.37% | 5.56% | 5.26% | 3.12% |
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF | 0.38% | 6.01% | 6.49% | 3.23% |
Returns By Period
The year-to-date returns for both investments are quite close, with STOT having a 0.37% return and JPLD slightly higher at 0.38%.
STOT
- 1D
- 0.07%
- 1M
- -0.49%
- YTD
- 0.37%
- 6M
- 1.70%
- 1Y
- 4.28%
- 3Y*
- 5.37%
- 5Y*
- 2.76%
- 10Y*
- —
JPLD
- 1D
- -0.08%
- 1M
- -0.74%
- YTD
- 0.38%
- 6M
- 1.58%
- 1Y
- 4.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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STOT vs. JPLD - Expense Ratio Comparison
STOT has a 0.45% expense ratio, which is higher than JPLD's 0.24% expense ratio.
Return for Risk
STOT vs. JPLD — Risk / Return Rank
STOT
JPLD
STOT vs. JPLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) 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.
| STOT | JPLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.53 | 2.63 | -0.10 |
Sortino ratioReturn per unit of downside risk | 3.63 | 4.05 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.55 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 5.72 | 4.03 | +1.69 |
Martin ratioReturn relative to average drawdown | 19.46 | 19.92 | -0.46 |
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
| STOT | JPLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 2.63 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 3.28 | -2.18 |
Correlation
The correlation between STOT and JPLD is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
STOT vs. JPLD - Dividend Comparison
STOT's dividend yield for the trailing twelve months is around 4.46%, more than JPLD's 4.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
STOT State Street DoubleLine Short Duration Total Return Tactical ETF | 4.46% | 4.52% | 5.10% | 4.53% | 2.54% | 1.76% | 1.66% | 2.61% | 2.50% | 1.95% | 2.08% |
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% |
Drawdowns
STOT vs. JPLD - Drawdown Comparison
The maximum STOT drawdown since its inception was -6.07%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for STOT and JPLD.
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Drawdown Indicators
| STOT | JPLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.07% | -1.17% | -4.90% |
Max Drawdown (1Y)Largest decline over 1 year | -0.76% | -1.17% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -6.07% | — | — |
Current DrawdownCurrent decline from peak | -0.49% | -0.74% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -0.85% | -0.14% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 0.24% | -0.02% |
Volatility
STOT vs. JPLD - Volatility Comparison
The current volatility for State Street DoubleLine Short Duration Total Return Tactical ETF (STOT) is 0.49%, while J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) has a volatility of 0.54%. This indicates that STOT experiences smaller price fluctuations and is considered to be less risky 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
| STOT | JPLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 0.54% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 0.80% | 0.99% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.70% | 1.79% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.73% | 1.86% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.21% | 1.86% | +0.35% |