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ZTRE vs. JPLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZTRE vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) 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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ZTRE vs. JPLD - Yearly Performance Comparison


Returns By Period


ZTRE

1D
0.34%
1M
-0.78%
YTD
-0.00%
6M
1.22%
1Y
4.60%
3Y*
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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ZTRE vs. JPLD - Expense Ratio Comparison

ZTRE 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

ZTRE vs. JPLD — Risk / Return Rank

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

ZTRE
ZTRE Risk / Return Rank: 9393
Overall Rank
ZTRE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ZTRE Sortino Ratio Rank: 9696
Sortino Ratio Rank
ZTRE Omega Ratio Rank: 9494
Omega Ratio Rank
ZTRE Calmar Ratio Rank: 9191
Calmar Ratio Rank
ZTRE Martin Ratio Rank: 9393
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.

ZTRE vs. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) 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.


ZTREJPLDDifference

Sharpe ratio

Return per unit of total volatility

2.13

2.63

-0.50

Sortino ratio

Return per unit of downside risk

3.22

4.05

-0.83

Omega ratio

Gain probability vs. loss probability

1.44

1.55

-0.11

Calmar ratio

Return relative to maximum drawdown

3.18

4.03

-0.85

Martin ratio

Return relative to average drawdown

13.40

19.92

-6.52

ZTRE vs. JPLD - Sharpe Ratio Comparison

The current ZTRE Sharpe Ratio is 2.13, which is comparable to the JPLD Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of ZTRE 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


ZTREJPLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

2.63

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

2.60

3.28

-0.68

Correlation

The correlation between ZTRE 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

ZTRE vs. JPLD - Dividend Comparison

ZTRE's dividend yield for the trailing twelve months is around 4.68%, more than JPLD's 4.22% yield.


Drawdowns

ZTRE vs. JPLD - Drawdown Comparison

The maximum ZTRE drawdown since its inception was -1.45%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for ZTRE and JPLD.


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Drawdown Indicators


ZTREJPLDDifference

Max Drawdown

Largest peak-to-trough decline

-1.45%

-1.17%

-0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-1.45%

-1.17%

-0.28%

Current Drawdown

Current decline from peak

-0.81%

-0.74%

-0.07%

Average Drawdown

Average peak-to-trough decline

-0.17%

-0.14%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.24%

+0.10%

Volatility

ZTRE vs. JPLD - Volatility Comparison

F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) has a higher volatility of 0.96% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.54%. This indicates that ZTRE's price experiences larger fluctuations and is considered to be riskier 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


ZTREJPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

0.54%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.29%

0.99%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

2.16%

1.79%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.12%

1.86%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.12%

1.86%

+0.26%