TDTT vs. JPST
Compare and contrast key facts about FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) and JPMorgan Ultra-Short Income ETF (JPST).
TDTT and JPST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TDTT is a passively managed fund by Northern Trust that tracks the performance of the iBoxx 3-Year Target Duration TIPS. It was launched on Sep 19, 2011. JPST is an actively managed fund by JPMorgan. It was launched on May 17, 2017.
Performance
TDTT vs. JPST - Performance Comparison
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TDTT vs. JPST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 0.69% | 6.67% | 3.96% | 4.40% | -4.58% | 5.49% | 6.84% | 5.74% | 0.25% | -0.23% |
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
The year-to-date returns for both investments are quite close, with TDTT having a 0.69% return and JPST slightly higher at 0.71%.
TDTT
- 1D
- -0.06%
- 1M
- -0.14%
- YTD
- 0.69%
- 6M
- 0.85%
- 1Y
- 3.66%
- 3Y*
- 4.29%
- 5Y*
- 3.00%
- 10Y*
- 3.03%
JPST
- 1D
- 0.01%
- 1M
- 0.06%
- YTD
- 0.71%
- 6M
- 1.84%
- 1Y
- 4.39%
- 3Y*
- 5.12%
- 5Y*
- 3.50%
- 10Y*
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TDTT vs. JPST - Expense Ratio Comparison
Both TDTT and JPST have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
TDTT vs. JPST — Risk / Return Rank
TDTT
JPST
TDTT vs. JPST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) 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.
| TDTT | JPST | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 7.23 | -5.67 |
Sortino ratioReturn per unit of downside risk | 2.31 | 13.86 | -11.55 |
Omega ratioGain probability vs. loss probability | 1.32 | 3.40 | -2.08 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 14.88 | -12.24 |
Martin ratioReturn relative to average drawdown | 8.57 | 94.20 | -85.63 |
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
| TDTT | JPST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 7.23 | -5.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 6.16 | -5.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 3.16 | -2.48 |
Correlation
The correlation between TDTT and JPST is 0.31, 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
TDTT vs. JPST - Dividend Comparison
TDTT's dividend yield for the trailing twelve months is around 3.70%, less than JPST's 4.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 3.70% | 4.52% | 4.01% | 3.88% | 6.97% | 4.53% | 1.15% | 1.91% | 2.48% | 1.88% | 1.01% |
JPST JPMorgan Ultra-Short Income ETF | 4.34% | 4.43% | 5.16% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% |
Drawdowns
TDTT vs. JPST - Drawdown Comparison
The maximum TDTT drawdown since its inception was -6.97%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for TDTT and JPST.
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Drawdown Indicators
| TDTT | JPST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.97% | -3.28% | -3.69% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -0.30% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -6.97% | -0.79% | -6.18% |
Max Drawdown (10Y)Largest decline over 10 years | -6.97% | — | — |
Current DrawdownCurrent decline from peak | -0.51% | 0.00% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -1.62% | -0.08% | -1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 0.05% | +0.38% |
Volatility
TDTT vs. JPST - Volatility Comparison
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) has a higher volatility of 0.65% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.22%. This indicates that TDTT'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
| TDTT | JPST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.65% | 0.22% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 1.19% | 0.35% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.35% | 0.61% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.68% | 0.57% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.38% | 0.94% | +2.44% |