- Issuer
- JPMorgan
- Inception Date
- Oct 4, 2021
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $7B
Share Price Chart
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Performance
JAVA Performance Chart
JPMorgan Active Value ETF (JAVA) is up 11.1% since the beginning of the year. JAVA is currently trading at $80 per share.
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Returns By Period
JPMorgan Active Value ETF (JAVA) has returned 11.13% so far this year and 25.84% over the past 12 months.
JPMorgan Active Value ETF
- 1D
- 0.13%
- 1M
- 3.66%
- YTD
- 11.13%
- 6M
- 10.24%
- 1Y
- 25.84%
- 3Y*
- 16.97%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
JAVA Monthly Returns History
Based on dividend-adjusted daily data since Oct 5, 2021, JAVA's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.
Historically, 63% of months were positive and 37% were negative. The best month was Oct 2022 with a return of +10.9%, while the worst month was Jun 2022 at -8.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JAVA closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +6.6%, while the worst single day was Apr 4, 2025 at -5.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.53% | 1.24% | -5.23% | 6.36% | 1.57% | 2.57% | 11.13% | ||||||
| 2025 | 4.45% | -0.14% | -3.52% | -3.02% | 2.16% | 4.45% | 0.26% | 3.55% | 1.78% | 0.57% | 2.84% | 0.97% | 14.92% |
| 2024 | -0.09% | 2.88% | 5.05% | -3.39% | 3.37% | -0.50% | 4.29% | 2.25% | 1.80% | -0.05% | 7.04% | -7.30% | 15.52% |
| 2023 | 5.31% | -3.15% | -1.17% | 1.94% | -4.38% | 6.41% | 3.59% | -3.12% | -3.51% | -3.39% | 6.97% | 5.58% | 10.46% |
| 2022 | 0.49% | 0.76% | 2.04% | -5.79% | 2.78% | -8.37% | 5.70% | -1.70% | -7.41% | 10.88% | 6.03% | -4.40% | -0.88% |
| 2021 | 2.57% | -4.00% | 6.65% | 5.02% |
Benchmark Metrics
JPMorgan Active Value ETF has an annualized alpha of 2.35%, beta of 0.76, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since October 05, 2021.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.88%) than losses (80.43%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.35% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.35%
- Beta
- 0.76
- R²
- 0.78
- Upside Capture
- 80.88%
- Downside Capture
- 80.43%
Expense Ratio
JAVA has an expense ratio of 0.44%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JAVA ranks 69 for risk / return — better than 69% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan Active Value ETF (JAVA) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JAVA | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 2.78 | +0.35 |
| Martin ratioReturn relative to average drawdown | 11.51 | 12.44 | -0.93 |
Dividends
Dividend History
JPMorgan Active Value ETF provided a 1.22% dividend yield over the last twelve months, with an annual payout of $0.97 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.97 | $0.96 | $0.92 | $0.92 | $0.64 | $0.25 |
Dividend yield | 1.22% | 1.34% | 1.45% | 1.65% | 1.25% | 0.48% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Active Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.00 | $0.18 | ||||||
| 2025 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.30 | $0.96 |
| 2024 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.25 | $0.92 |
| 2023 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.30 | $0.92 |
| 2022 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.21 | $0.64 |
| 2021 | $0.25 | $0.25 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan Active Value ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the JPMorgan Active Value ETF was 16.54%, occurring on Apr 8, 2025. Recovery took 94 trading sessions.
The current JPMorgan Active Value ETF drawdown is 0.36%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -16.54%Apr 2025 | 4mo 7d | 4mo 16d | 8mo 23dDec 2024 - Aug 2025 |
Bear market2022 | -16.05%Sep 2022 | 6mo 4d | 9mo 21d | 1y 3moMar 2022 - Jul 2023 |
2023 correction2023 | -11.37%Oct 2023 | 3mo 4d | 1mo 17d | 4mo 21dJul 2023 - Dec 2023 |
2026 pullback2026 | -8.29%Mar 2026 | 1mo 18d | 1mo 7d | 2mo 25dFeb 2026 - May 2026 |
2021 pullback2021 | -7.08%Dec 2021 | 22d | 28d | 1mo 20dNov 2021 - Dec 2021 |
Drawdown Indicators
| JAVA | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.54% | -56.78% | +40.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.29% | -9.10% | +0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -18.90% | +2.36% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.36% | -1.80% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -3.60% | -10.71% | +7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 2.03% | +0.22% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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