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Jpmorgan Global Select Equity ETF (JGLO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

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

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Jpmorgan Global Select 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 Global Select Equity ETF (JGLO) has returned -3.55% so far this year and 12.08% over the past 12 months.


Jpmorgan Global Select Equity ETF

1D
2.85%
1M
-5.54%
YTD
-3.55%
6M
-2.52%
1Y
12.08%
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

Based on dividend-adjusted daily data since Sep 14, 2023, JGLO's average daily return is +0.06%, while the average monthly return is +1.12%. At this rate, your investment would double in approximately 5.2 years.

Historically, 61% of months were positive and 39% 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%-3.55%
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 0.14%, beta of 0.88, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since September 15, 2023.

  • This ETF participated in 89.79% of S&P 500 Index downside but only 86.43% 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
0.14%
Beta
0.88
0.91
Upside Capture
86.43%
Downside Capture
89.79%

Expense Ratio

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


Return for Risk

Risk / Return Rank

JGLO ranks 40 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


JGLO Risk / Return Rank: 4040
Overall Rank
JGLO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JGLO Sortino Ratio Rank: 3939
Sortino Ratio Rank
JGLO Omega Ratio Rank: 4040
Omega Ratio Rank
JGLO Calmar Ratio Rank: 4040
Calmar Ratio Rank
JGLO Martin Ratio Rank: 4545
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 a chosen benchmark (S&P 500 Index).


JGLOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.90

-0.17

Sortino ratio

Return per unit of downside risk

1.15

1.39

-0.23

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

1.07

1.40

-0.33

Martin ratio

Return relative to average drawdown

4.46

6.61

-2.15

Explore JGLO 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 Global Select Equity ETF provided a 1.25% 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

1.25%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
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 6.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.12%Dec 9, 202482Apr 8, 202543Jun 10, 2025125
-9.47%Feb 26, 202622Mar 27, 2026
-7.96%Jul 11, 202418Aug 5, 202432Sep 19, 202450
-6.87%Sep 15, 202331Oct 27, 202312Nov 14, 202343
-5.17%Oct 29, 202517Nov 20, 202529Jan 5, 202646

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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