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JPMorgan ActiveBuilders International Equity ETF (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP46641Q175
IssuerJPMorgan Chase
Inception DateJul 7, 2021
RegionGlobal ex-U.S. (Broad)
CategoryActively Managed, Global Equities
Leveraged1x
Index TrackedNo Index (Active)
Home Pageam.jpmorgan.com
Asset ClassEquity

Expense Ratio

JIDA has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for JIDA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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: JIDA vs. BBIN, JIDA vs. JEMA, JIDA vs. DNL, JIDA vs. JIG, JIDA vs. VIGI, JIDA vs. VYM, JIDA vs. VYMI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan ActiveBuilders International 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.


JIDA (JPMorgan ActiveBuilders International Equity ETF)
Benchmark (^GSPC)

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A25.48%
1 monthN/A2.14%
6 monthsN/A12.76%
1 yearN/A33.14%
5 years (annualized)N/A13.96%
10 years (annualized)N/A11.39%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20238.73%-2.53%2.89%2.66%-3.81%4.91%2.36%-3.46%-3.18%0.27%8.37%
2022-3.54%-4.35%0.48%-7.09%1.86%-9.07%5.08%-5.61%-8.94%6.21%13.92%-1.68%-14.28%
20212.30%1.75%-3.81%3.66%-4.25%4.78%4.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan ActiveBuilders International Equity ETF (JIDA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


JIDA
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-2.000.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.008.0010.0012.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.80

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for JPMorgan ActiveBuilders International Equity ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio
JIDA (JPMorgan ActiveBuilders International Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

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


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020212022
Dividends
Dividend Yield
PeriodTTM20222021
Dividend$0.00$1.28$0.53

Dividend yield

0.00%3.16%1.09%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.28$1.28
2021$0.53$0.53

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.


JIDA (JPMorgan ActiveBuilders International Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan ActiveBuilders International 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 International Equity ETF was 29.66%, occurring on Sep 27, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.66%Sep 8, 2021266Sep 27, 2022
-4.06%Jul 13, 20215Jul 19, 20218Jul 29, 202113
-3.1%Aug 16, 20214Aug 19, 202110Sep 2, 202114
-0.54%Jul 30, 20211Jul 30, 20211Aug 2, 20212
-0.32%Aug 6, 20211Aug 6, 20213Aug 11, 20214

Volatility

Volatility Chart

The current JPMorgan ActiveBuilders International Equity ETF volatility is 2.01%, 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.


JIDA (JPMorgan ActiveBuilders International Equity ETF)
Benchmark (^GSPC)