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JPMorgan Carbon Transition U.S. Equity ETF (JCTR)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
JPMorgan
Inception Date
Dec 9, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
JPMorgan Asset Management Carbon Transition U.S. Equity Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan Carbon Transition U.S. Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period


JPMorgan Carbon Transition U.S. Equity ETF

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.04%-1.96%-5.87%-0.18%6.01%4.76%1.85%1.80%3.46%0.41%13.55%
20241.88%5.35%2.78%-4.28%4.14%3.95%1.04%2.56%2.12%-0.80%6.67%-2.55%24.74%
20236.46%-2.17%3.64%0.99%0.94%6.51%3.13%-1.19%-4.77%-2.44%9.67%4.80%27.51%
2022-5.09%-3.73%3.73%-8.99%0.08%-8.41%9.86%-3.76%-9.10%7.96%5.10%-5.79%-18.76%
2021-0.45%2.48%4.42%5.09%0.91%2.52%2.43%3.03%-4.69%7.34%-0.58%4.47%29.86%
20202.11%2.11%

Benchmark Metrics

JPMorgan Carbon Transition U.S. Equity ETF has an annualized alpha of 1.27%, beta of 1.00, and R² of 0.99 versus S&P 500 Index. Calculated based on daily prices since December 11, 2020.

  • This ETF captured 103.52% of S&P 500 Index gains but only 98.02% of its losses — a favorable profile for investors.
  • With beta of 1.00 and R² of 0.99, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.27%
Beta
1.00
0.99
Upside Capture
103.52%
Downside Capture
98.02%

Expense Ratio

JCTR has an expense ratio of 0.15%, which is considered low.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan Carbon Transition U.S. Equity ETF (JCTR) and compare them to a chosen benchmark (S&P 500 Index).


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Dividends

Dividend History

JPMorgan Carbon Transition U.S. Equity ETF provided a 0.43% dividend yield over the last twelve months, with an annual payout of $0.39 per share.


0.00%0.50%1.00%1.50%2.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$0.39$0.83$1.21$0.79$0.73$0.07

Dividend yield

0.43%1.04%1.88%1.53%1.13%0.13%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Carbon Transition U.S. Equity 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$0.16$0.00$0.00$0.19$0.00$0.00$0.20$0.00$0.55
2024$0.00$0.00$0.14$0.00$0.00$0.21$0.00$0.00$0.18$0.00$0.00$0.29$0.83
2023$0.00$0.00$0.13$0.00$0.00$0.20$0.00$0.00$0.19$0.00$0.00$0.68$1.21
2022$0.00$0.00$0.15$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.25$0.79
2021$0.00$0.00$0.11$0.00$0.00$0.18$0.00$0.00$0.19$0.00$0.00$0.26$0.73
2020$0.07$0.07

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 Carbon Transition U.S. Equity 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 Carbon Transition U.S. Equity ETF was 24.75%, occurring on Oct 12, 2022. Recovery took 293 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.75%Dec 30, 2021198Oct 12, 2022293Dec 12, 2023491
-19.58%Feb 20, 202534Apr 8, 202556Jun 30, 202590
-8.91%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-5.77%Apr 1, 202415Apr 19, 202418May 15, 202433
-5.37%Sep 7, 202120Oct 4, 202112Oct 20, 202132

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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