Data as of Oct 28, 2026.
IBDW vs JSCP: Differences, Returns & Fees
IBDW's duration was 4.2 years on Jul 31, 2026 and JSCP's 2.9 on Aug 31, 2026; IBDW charges 0.10% to JSCP's 0.33%.
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Net assets: $2.7bn on Oct 27, 2026 for iShares iBonds Dec 2031 Term Corporate ETF, and $1.8bn on Oct 28, 2026 for JPMorgan Short Duration Core Plus ETF.
Pair scorecard
IBDW costs 0.23 points a year less; their one-year returns differ by 1.9 points; IBDW is 1.5 times larger.
| Measure | IBDW | JSCP |
|---|---|---|
| Return | ||
| Total return, 1 year | −0.6% | +1.3% |
| Benchmark | ||
| What it tracks | Bloomberg December 2031 Maturity Corporate Index | No index, actively managed |
| Cost and size | ||
| Expense ratio | 0.10% | 0.33% |
| Net assets, as of Oct 27, 2026 | $2.7bn | $1.8bn |
| Holdings | ||
| Holdings in common | 1% | |
Holdings in common uses holdings dated Jul 31, 2026 and Aug 31, 2026. Method
Risk and return
Jul 2, 2021 to Oct 23, 2026 · 277 weekly returnsEach against its own benchmark: IBDW against IUSB, Jul 2, 2021 to Oct 23, 2026; JSCP against AGG, Mar 12, 2021 to Oct 23, 2026.
JSCP returned more: +12.5% to +0.5%. JSCP swung less: 2.7% to 6.9%. JSCP fell less at its worst: −8.7% to −23.3%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | IBDW | JSCP | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +0.5% | +12.5% | JSCP | Price change plus distributions, reinvested. |
| Annualized | +0.1% | +2.2% | JSCP | Total return as a yearly rate. |
| Price return | −19.8% | −8.0% | JSCP | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 6.9% | 2.7% | JSCP | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 5.2% | 2.0% | JSCP | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −23.3% | −8.7% | JSCP | Deepest fall from a high to the low after it. |
| Upside capture | 120.9% | 42.7% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 114.3% | 36.2% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 1.21 | 0.42 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.93 | 0.77 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | −0.49 | −0.53 | IBDW (slight) | Return above Treasury bills per unit of volatility. |
| Sortino | −0.65 | −0.74 | IBDW | Return above Treasury bills per unit of downside deviation. |
| Treynor | −0.028 | −0.030 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.00 | 0.26 | JSCP | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | IUSB | AGG | The ETF each fund is measured against. | |
| Alpha | +0.9% a year | +0.1% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 1.14 | 0.23 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −0.6% to +2.4% | −0.9% to +1.2% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | 0.06 | 0.58 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 2.1% | 3.5% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 277 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, IBDW and JSCP hold 1% of their money in the same securities at the same weight. Holdings dated Jul 31, 2026 and Aug 31, 2026.
half
1% in common
Only in one fund ↓
Side by side
IBDW and JSCP on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
IBDW and JSCP are built for the same job. How do they differ in cost, holdings and results?
- What each follows. IBDW follows Bloomberg December 2031 Maturity Corporate Index and JSCP follows No index, actively managed.
- Holdings in common. 1% of the weight is in the same securities (holdings dated Jul 31, 2026 and Aug 31, 2026).
- Cost. IBDW charges 0.10% of assets a year and JSCP 0.33%, a gap of 0.23 points.
Data as of Oct 28, 2026.
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IBDW
IBDW tracks an index. Over the year to Oct 28, 2026 it returned −0.6% with distributions reinvested, against −1.2% for its benchmark, the Bloomberg U.S. Universal Index. The prospectus expense ratio is 0.10% a year.
JSCP
JSCP is actively managed and tracks no index. Over the year to Oct 28, 2026 it returned +1.3% with distributions reinvested, against −1.4% for its benchmark, the Bloomberg U.S. Aggregate Index. The prospectus expense ratio is 0.33% a year.
Questions people ask
- Which returned more over the last year, IBDW or JSCP?
- In the year to Oct 28, 2026, with distributions reinvested, IBDW returned −0.6% and JSCP +1.3%.
- Which is cheaper, IBDW or JSCP?
- IBDW is cheaper, by 0.23 percentage points a year. That is about $23 on $10,000 held for a year. Fees come from each fund's prospectus.
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, IBDW against JSCP, data as of Oct 28, 2026. https://etfiq.com/compare/any/ibdw-vs-jscp
ETFIQ. (Oct 28, 2026). IBDW against JSCP. Retrieved from https://etfiq.com/compare/any/ibdw-vs-jscp
[IBDW against JSCP (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/ibdw-vs-jscp)
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