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

ETF Info

Issuer

JPMorgan Chase

Inception Date

Mar 10, 2021

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Multi-Cap

Expense Ratio

JEMA features an expense ratio of 0.39%, falling within the medium range.


Expense ratio chart for JEMA: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.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 for a quick comparison or use the comparison tool for more options.


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

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.


-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-2.04%
7.86%
JEMA (JPMorgan ActiveBuilders Emerging Markets Equity ETF)
Benchmark (^GSPC)

Returns By Period

JPMorgan ActiveBuilders Emerging Markets Equity ETF had a return of -0.13% year-to-date (YTD) and 10.34% in the last 12 months.


JEMA

YTD

-0.13%

1M

-4.47%

6M

-3.04%

1Y

10.34%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

1.96%

1M

2.12%

6M

8.93%

1Y

25.43%

5Y*

12.52%

10Y*

11.51%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.04%5.43%2.06%-0.27%1.29%3.12%0.48%0.73%5.05%-2.96%-2.18%-2.91%3.20%
20239.61%-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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JEMA is 24, meaning it’s performing worse than 76% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JEMA is 2424
Overall Rank
The Sharpe Ratio Rank of JEMA is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of JEMA is 2525
Sortino Ratio Rank
The Omega Ratio Rank of JEMA is 2424
Omega Ratio Rank
The Calmar Ratio Rank of JEMA is 2020
Calmar Ratio Rank
The Martin Ratio Rank of JEMA is 2525
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 ActiveBuilders Emerging Markets Equity ETF (JEMA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JEMA, currently valued at 0.55, compared to the broader market0.002.004.000.552.06
The chart of Sortino ratio for JEMA, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.0010.000.892.74
The chart of Omega ratio for JEMA, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.38
The chart of Calmar ratio for JEMA, currently valued at 0.30, compared to the broader market0.005.0010.0015.000.303.13
The chart of Martin ratio for JEMA, currently valued at 1.87, compared to the broader market0.0020.0040.0060.0080.00100.001.8712.84
JEMA
^GSPC

The current JPMorgan ActiveBuilders Emerging Markets Equity ETF Sharpe ratio is 0.55. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan ActiveBuilders Emerging Markets Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.55
1.91
JEMA (JPMorgan ActiveBuilders Emerging Markets Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan ActiveBuilders Emerging Markets Equity ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.002021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$0.00$0.00$1.07$0.91$0.72

Dividend yield

0.00%0.00%2.95%2.68%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$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$0.00$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$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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-22.18%
-2.51%
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 22.18%.


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 4.48%, 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%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
4.48%
4.97%
JEMA (JPMorgan ActiveBuilders Emerging Markets Equity ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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