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Issuer
JPMorgan
Inception Date
Sep 13, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$7B

Share Price Chart


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Performance

JGLO Performance Chart

Jpmorgan Global Select Equity ETF (JGLO) is up 4.7% since the beginning of the year. JGLO is currently trading at $71 per share.


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S&P 500 Index

Returns By Period

Jpmorgan Global Select Equity ETF (JGLO) has returned 4.71% so far this year and 15.63% over the past 12 months.


Jpmorgan Global Select Equity ETF

1D
-0.74%
1M
0.01%
YTD
4.71%
6M
4.96%
1Y
15.63%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JGLO Monthly Returns History

Based on dividend-adjusted daily data since Sep 14, 2023, JGLO's average daily return is +0.06%, while the average monthly return is +1.27%. At this rate, an investment would double in approximately 4.6 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +8.4%, while the worst month was Mar 2026 at -5.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JGLO closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.4%, while the worst single day was Apr 4, 2025 at -6.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.28%-0.16%-5.54%7.66%1.67%-0.81%4.71%
20252.88%-0.45%-4.15%-1.73%6.15%4.65%1.45%1.84%1.96%0.65%-0.38%0.79%14.07%
20241.80%5.63%2.04%-3.26%5.38%3.19%-0.28%2.47%1.54%-1.98%3.43%-3.66%17.00%
2023-4.37%-0.75%8.43%4.94%8.01%

Benchmark Metrics

Jpmorgan Global Select Equity ETF has an annualized alpha of -1.54%, beta of 0.88, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since September 14, 2023.

  • This ETF participated in 90.58% of S&P 500 Index downside but only 80.18% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.88 and R2 of 0.91, 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
-1.54%
Beta
0.88
0.91
Upside Capture
80.18%
Downside Capture
90.58%

Expense Ratio

JGLO has an expense ratio of 0.47%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JGLO ranks 37 for risk / return — below 37% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


JGLO Risk / Return Rank: 3737
Overall Rank
JGLO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JGLO Sortino Ratio Rank: 3636
Sortino Ratio Rank
JGLO Omega Ratio Rank: 3636
Omega Ratio Rank
JGLO Calmar Ratio Rank: 3434
Calmar Ratio Rank
JGLO Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JGLOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.13

Calmar ratioReturn relative to maximum drawdown

1.66

2.78

-1.13

Martin ratioReturn relative to average drawdown

6.67

12.44

-5.77

Dividends

Dividend History

Jpmorgan Global Select Equity ETF provided a 1.15% dividend yield over the last twelve months, with an annual payout of $0.81 per share.


0.50%1.00%1.50%2.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.81$0.81$1.20$0.17

Dividend yield

1.15%1.20%2.00%0.32%

Monthly Dividends

The table displays the monthly dividend distributions for Jpmorgan Global Select Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$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$0.81$0.81
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.20$1.20
2023$0.17$0.17

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 Global Select 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 Global Select Equity ETF was 16.12%, occurring on Apr 8, 2025. Recovery took 43 trading sessions.

The current Jpmorgan Global Select Equity ETF drawdown is 1.10%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-16.12%Apr 2025
4mo2mo 3d
6mo 3dDec 2024 - Jun 2025
2026 pullback2026
-9.47%Mar 2026
29d21d
1mo 20dFeb 2026 - Apr 2026
2024 pullback2024
-7.96%Aug 2024
25d1mo 15d
2mo 10dJul 2024 - Sep 2024
2023 pullback2023
-6.87%Oct 2023
1mo 12d18d
2moSep 2023 - Nov 2023
2025 pullback2025
-5.17%Nov 2025
22d1mo 16d
2mo 8dOct 2025 - Jan 2026

Drawdown Indicators


JGLOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.12%

-56.78%

+40.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-9.10%

-0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.10%

-1.80%

+0.70%

Average Drawdown

Average peak-to-trough decline

-1.88%

-10.71%

+8.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.03%

+0.32%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add Jpmorgan Global Select Equity ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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