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UTWO vs. JPLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTWO vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 2 Year Note ETF (UTWO) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

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UTWO vs. JPLD - Yearly Performance Comparison


2026 (YTD)202520242023
UTWO
US Treasury 2 Year Note ETF
0.25%4.79%3.71%2.76%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
0.38%6.01%6.49%3.23%

Returns By Period

In the year-to-date period, UTWO achieves a 0.25% return, which is significantly lower than JPLD's 0.38% return.


UTWO

1D
0.10%
1M
-0.46%
YTD
0.25%
6M
1.36%
1Y
3.47%
3Y*
3.60%
5Y*
10Y*

JPLD

1D
-0.08%
1M
-0.74%
YTD
0.38%
6M
1.58%
1Y
4.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UTWO vs. JPLD - Expense Ratio Comparison

UTWO has a 0.15% expense ratio, which is lower than JPLD's 0.24% expense ratio. Despite the difference, 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

UTWO vs. JPLD — Risk / Return Rank

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

UTWO
UTWO Risk / Return Rank: 9595
Overall Rank
UTWO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
UTWO Sortino Ratio Rank: 9797
Sortino Ratio Rank
UTWO Omega Ratio Rank: 9696
Omega Ratio Rank
UTWO Calmar Ratio Rank: 9595
Calmar Ratio Rank
UTWO Martin Ratio Rank: 9494
Martin Ratio Rank

JPLD
JPLD Risk / Return Rank: 9797
Overall Rank
JPLD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JPLD Sortino Ratio Rank: 9898
Sortino Ratio Rank
JPLD Omega Ratio Rank: 9797
Omega Ratio Rank
JPLD Calmar Ratio Rank: 9595
Calmar Ratio Rank
JPLD Martin Ratio Rank: 9797
Martin Ratio Rank
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.

UTWO vs. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 2 Year Note ETF (UTWO) 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.


UTWOJPLDDifference

Sharpe ratio

Return per unit of total volatility

2.31

2.63

-0.32

Sortino ratio

Return per unit of downside risk

3.69

4.05

-0.36

Omega ratio

Gain probability vs. loss probability

1.48

1.55

-0.07

Calmar ratio

Return relative to maximum drawdown

3.92

4.03

-0.10

Martin ratio

Return relative to average drawdown

13.93

19.92

-5.98

UTWO vs. JPLD - Sharpe Ratio Comparison

The current UTWO Sharpe Ratio is 2.31, which is comparable to the JPLD Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of UTWO and JPLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UTWOJPLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

2.63

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.49

3.28

-1.79

Correlation

The correlation between UTWO and JPLD is 0.71, 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

UTWO vs. JPLD - Dividend Comparison

UTWO's dividend yield for the trailing twelve months is around 3.81%, less than JPLD's 4.22% yield.


TTM2025202420232022
UTWO
US Treasury 2 Year Note ETF
3.81%3.63%4.22%4.39%1.22%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
4.22%4.24%4.47%1.83%0.00%

Drawdowns

UTWO vs. JPLD - Drawdown Comparison

The maximum UTWO drawdown since its inception was -2.04%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for UTWO and JPLD.


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Drawdown Indicators


UTWOJPLDDifference

Max Drawdown

Largest peak-to-trough decline

-2.04%

-1.17%

-0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-0.90%

-1.17%

+0.27%

Current Drawdown

Current decline from peak

-0.46%

-0.74%

+0.28%

Average Drawdown

Average peak-to-trough decline

-0.49%

-0.14%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

0.24%

+0.01%

Volatility

UTWO vs. JPLD - Volatility Comparison

US Treasury 2 Year Note ETF (UTWO) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) have volatilities of 0.54% and 0.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTWOJPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

0.54%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.86%

0.99%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

1.51%

1.79%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.10%

1.86%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.10%

1.86%

+0.24%