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JPMorgan ActiveBuilders Emerging Markets Equity ET...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerJPMorgan Chase
Inception DateMar 10, 2021
RegionEmerging Markets (Broad)
CategoryEmerging Markets Equities, Actively Managed
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Multi-Cap

Expense Ratio

The JPMorgan ActiveBuilders Emerging Markets Equity ETF has a high expense ratio of 0.39%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.39%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with JEMA

JPMorgan ActiveBuilders Emerging Markets Equity ETF

Popular comparisons: JEMA vs. JIG, JEMA vs. JIDA, JEMA vs. SCHY, JEMA vs. SPY, JEMA vs. VOO, JEMA vs. VWO, JEMA vs. VEA, JEMA vs. BBUS, JEMA vs. VOOG, JEMA vs. JEMI.L

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.


-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%OctoberNovemberDecember2024FebruaryMarch
-20.77%
33.23%
JEMA (JPMorgan ActiveBuilders Emerging Markets Equity ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

JPMorgan ActiveBuilders Emerging Markets Equity ETF had a return of 0.99% year-to-date (YTD) and 5.84% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.99%10.04%
1 month0.91%3.53%
6 months9.46%22.79%
1 year5.84%32.16%
5 years (annualized)N/A13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-6.04%5.43%
2023-7.18%-3.28%-3.13%7.03%4.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for JPMorgan ActiveBuilders Emerging Markets Equity ETF (JEMA) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
JEMA
JPMorgan ActiveBuilders Emerging Markets Equity ETF
0.49
^GSPC
S&P 500
2.76

Sharpe Ratio

The current JPMorgan ActiveBuilders Emerging Markets Equity ETF Sharpe ratio is 0.49. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.49
2.76
JEMA (JPMorgan ActiveBuilders Emerging Markets Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan ActiveBuilders Emerging Markets Equity ETF granted a 2.92% dividend yield in the last twelve months. The annual payout for that period amounted to $1.07 per share.


PeriodTTM202320222021
Dividend$1.07$1.07$0.91$0.72

Dividend yield

2.92%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
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
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
2021$0.72

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-23.75%
0
JEMA (JPMorgan ActiveBuilders Emerging Markets Equity ETF)
Benchmark (^GSPC)

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. The portfolio has not yet recovered.

The current JPMorgan ActiveBuilders Emerging Markets Equity ETF drawdown is 23.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.5%Jun 2, 2021353Oct 24, 2022
-5.56%Apr 29, 202111May 13, 20219May 26, 202120
-5.32%Mar 12, 20219Mar 24, 20218Apr 6, 202117
-2.66%Apr 7, 20214Apr 12, 20219Apr 23, 202113

Volatility

Volatility Chart

The current JPMorgan ActiveBuilders Emerging Markets Equity ETF volatility is 3.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
3.25%
2.82%
JEMA (JPMorgan ActiveBuilders Emerging Markets Equity ETF)
Benchmark (^GSPC)