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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in JPMorgan ActiveBuilders Emerging Markets 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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Returns By Period
JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) has returned 6.18% so far this year and 40.05% over the past 12 months.
JPMorgan ActiveBuilders Emerging Markets Equity ETF
- 1D
- 3.81%
- 1M
- -8.75%
- YTD
- 6.18%
- 6M
- 12.69%
- 1Y
- 40.05%
- 3Y*
- 15.97%
- 5Y*
- 3.75%
- 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%
Monthly Returns
Based on dividend-adjusted daily data since Mar 11, 2021, JEMA's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, your investment would double in approximately 14.5 years.
Historically, 56% of months were positive and 44% were negative. The best month was Nov 2022 with a return of +15.6%, while the worst month was Sep 2022 at -10.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, JEMA closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +8.1%, while the worst single day was Apr 4, 2025 at -6.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.59% | 7.16% | -8.75% | 6.18% | |||||||||
| 2025 | 1.60% | 0.37% | 0.29% | 0.31% | 4.92% | 6.90% | 0.58% | 3.28% | 6.33% | 4.72% | -0.49% | 1.84% | 34.89% |
| 2024 | -6.04% | 5.43% | 2.06% | -0.27% | 1.29% | 3.12% | 0.48% | 0.73% | 5.05% | -2.96% | -2.18% | -0.58% | 5.68% |
| 2023 | 9.61% | -5.90% | 3.34% | -1.30% | -2.52% | 4.42% | 5.60% | -7.18% | -3.28% | -3.13% | 7.03% | 4.33% | 9.82% |
| 2022 | -1.85% | -6.28% | -3.95% | -7.17% | 1.41% | -5.60% | -0.90% | -1.41% | -10.78% | -2.23% | 15.57% | -2.99% | -24.98% |
| 2021 | -1.87% | 1.68% | 2.50% | 0.72% | -5.54% | 1.69% | -3.87% | 1.97% | -4.00% | 2.26% | -4.78% |
Benchmark Metrics
JPMorgan ActiveBuilders Emerging Markets Equity ETF has an annualized alpha of -3.44%, beta of 0.75, and R² of 0.47 versus S&P 500 Index. Calculated based on daily prices since March 12, 2021.
- This ETF participated in 83.41% of S&P 500 Index downside but only 57.91% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.47 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -3.44%
- Beta
- 0.75
- R²
- 0.47
- Upside Capture
- 57.91%
- Downside Capture
- 83.41%
Expense Ratio
JEMA has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JEMA ranks 89 for risk / return — in the top 89% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and compare them to a chosen benchmark (S&P 500 Index).
| JEMA | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 0.90 | +1.00 |
Sortino ratioReturn per unit of downside risk | 2.50 | 1.39 | +1.12 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.21 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.01 | 1.40 | +1.61 |
Martin ratioReturn relative to average drawdown | 12.02 | 6.61 | +5.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore JEMA risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
JPMorgan ActiveBuilders Emerging Markets Equity ETF provided a 2.76% dividend yield over the last twelve months, with an annual payout of $1.43 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $1.43 | $1.43 | $0.91 | $1.07 | $0.91 | $0.72 |
Dividend yield | 2.76% | 2.93% | 2.44% | 2.95% | 2.69% | 1.54% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan ActiveBuilders Emerging Markets Equity 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 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.43 | $1.43 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 | $0.91 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.07 | $1.07 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 | $0.91 |
| 2021 | $0.72 | $0.72 |
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 ActiveBuilders Emerging Markets 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 ActiveBuilders Emerging Markets Equity ETF was 39.50%, occurring on Oct 24, 2022. Recovery took 724 trading sessions.
The current JPMorgan ActiveBuilders Emerging Markets Equity ETF drawdown is 9.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.5% | Jun 2, 2021 | 353 | Oct 24, 2022 | 724 | Sep 15, 2025 | 1077 |
| -13.11% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -5.56% | Apr 29, 2021 | 11 | May 13, 2021 | 9 | May 26, 2021 | 20 |
| -5.32% | Mar 12, 2021 | 9 | Mar 24, 2021 | 8 | Apr 6, 2021 | 17 |
| -5.14% | Oct 30, 2025 | 16 | Nov 20, 2025 | 13 | Dec 10, 2025 | 29 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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