STPZ vs. JPST
Compare and contrast key facts about PIMCO 1-5 Year US TIPS Index ETF (STPZ) and JPMorgan Ultra-Short Income ETF (JPST).
STPZ and JPST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STPZ is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US Inflation-Linked Treasury (1-5 Y). It was launched on Aug 20, 2009. JPST is an actively managed fund by JPMorgan. It was launched on May 17, 2017.
Performance
STPZ vs. JPST - Performance Comparison
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STPZ vs. JPST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STPZ PIMCO 1-5 Year US TIPS Index ETF | 0.83% | 6.40% | 4.30% | 4.28% | -4.49% | 5.64% | 5.44% | 4.83% | 0.04% | 0.01% |
JPST JPMorgan Ultra-Short Income ETF | 0.71% | 4.99% | 5.58% | 5.13% | 1.14% | 0.11% | 2.18% | 3.34% | 2.23% | 1.00% |
Returns By Period
In the year-to-date period, STPZ achieves a 0.83% return, which is significantly higher than JPST's 0.71% return.
STPZ
- 1D
- 0.07%
- 1M
- -0.12%
- YTD
- 0.83%
- 6M
- 1.08%
- 1Y
- 3.83%
- 3Y*
- 4.47%
- 5Y*
- 3.05%
- 10Y*
- 2.82%
JPST
- 1D
- 0.08%
- 1M
- 0.03%
- YTD
- 0.71%
- 6M
- 1.89%
- 1Y
- 4.41%
- 3Y*
- 5.12%
- 5Y*
- 3.50%
- 10Y*
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STPZ vs. JPST - Expense Ratio Comparison
STPZ has a 0.20% expense ratio, which is higher than JPST's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
STPZ vs. JPST — Risk / Return Rank
STPZ
JPST
STPZ vs. JPST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO 1-5 Year US TIPS Index ETF (STPZ) and JPMorgan Ultra-Short Income ETF (JPST). 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.
| STPZ | JPST | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 7.27 | -5.65 |
Sortino ratioReturn per unit of downside risk | 2.30 | 13.92 | -11.62 |
Omega ratioGain probability vs. loss probability | 1.33 | 3.41 | -2.09 |
Calmar ratioReturn relative to maximum drawdown | 2.92 | 14.93 | -12.01 |
Martin ratioReturn relative to average drawdown | 8.71 | 94.51 | -85.80 |
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
| STPZ | JPST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 7.27 | -5.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 6.16 | -5.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 3.16 | -2.27 |
Correlation
The correlation between STPZ and JPST is 0.32, 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
STPZ vs. JPST - Dividend Comparison
STPZ's dividend yield for the trailing twelve months is around 3.59%, less than JPST's 4.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STPZ PIMCO 1-5 Year US TIPS Index ETF | 3.59% | 3.65% | 1.97% | 1.63% | 5.88% | 3.65% | 1.86% | 1.76% | 2.23% | 1.51% | 0.65% | 0.49% |
JPST JPMorgan Ultra-Short Income ETF | 4.36% | 4.43% | 5.16% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% | 0.00% |
Drawdowns
STPZ vs. JPST - Drawdown Comparison
The maximum STPZ drawdown since its inception was -6.77%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for STPZ and JPST.
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Drawdown Indicators
| STPZ | JPST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.77% | -3.28% | -3.49% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -0.30% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -6.70% | -0.79% | -5.91% |
Max Drawdown (10Y)Largest decline over 10 years | -6.77% | — | — |
Current DrawdownCurrent decline from peak | -0.37% | 0.00% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -0.08% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.45% | 0.05% | +0.40% |
Volatility
STPZ vs. JPST - Volatility Comparison
PIMCO 1-5 Year US TIPS Index ETF (STPZ) has a higher volatility of 0.72% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.22%. This indicates that STPZ's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STPZ | JPST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.72% | 0.22% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 1.21% | 0.35% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.38% | 0.61% | +1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.30% | 0.57% | +2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.98% | 0.94% | +2.04% |