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JPMorgan Active China ETF (JCHI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46654Q8805

Issuer

JPMorgan

Inception Date

Mar 15, 2023

Region

Emerging Asia Pacific (China)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

JCHI has an expense ratio of 0.65%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

JPMorgan Active China ETF (JCHI) returned 10.84% year-to-date (YTD) and 10.46% over the past 12 months.


JCHI

YTD

10.84%

1M

10.12%

6M

9.69%

1Y

10.46%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

Monthly Returns

The table below presents the monthly returns of JCHI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.44%7.82%1.96%-5.91%5.65%10.84%
2024-9.25%7.27%2.48%5.72%3.45%-2.58%-2.18%-0.73%19.32%-4.21%-4.45%0.92%13.77%
20235.23%-5.34%-9.14%3.43%8.89%-10.54%-3.38%-3.59%0.56%-2.38%-16.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JCHI is 40, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JCHI is 4040
Overall Rank
The Sharpe Ratio Rank of JCHI is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of JCHI is 4545
Sortino Ratio Rank
The Omega Ratio Rank of JCHI is 4646
Omega Ratio Rank
The Calmar Ratio Rank of JCHI is 5050
Calmar Ratio Rank
The Martin Ratio Rank of JCHI is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan Active China ETF (JCHI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

JPMorgan Active China ETF Sharpe ratios as of May 14, 2025 (values are recalculated daily):

  • 1-Year: 0.32
  • All Time: 0.08

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of JPMorgan Active China ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

JPMorgan Active China ETF provided a 1.91% dividend yield over the last twelve months, with an annual payout of $0.92 per share.


2.12%2.12%2.12%2.13%2.13%2.13%$0.00$0.20$0.40$0.60$0.80$1.0020232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$0.92$0.92$0.83

Dividend yield

1.91%2.12%2.13%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Active China ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.92$0.92
2023$0.83$0.83

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 China 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 China ETF was 29.57%, occurring on Feb 2, 2024. Recovery took 166 trading sessions.

The current JPMorgan Active China ETF drawdown is 13.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.57%Mar 31, 2023212Feb 2, 2024166Oct 1, 2024378
-27.47%Oct 8, 2024125Apr 8, 2025
-2.68%Mar 24, 20232Mar 27, 20233Mar 30, 20235
-1.79%Oct 3, 20241Oct 3, 20241Oct 4, 20242
-1.32%Mar 20, 20231Mar 20, 20231Mar 21, 20232

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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