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JPMorgan Corporate Bond Research Enhanced ETF (JIG...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US46641Q4495
CUSIP
46641Q449
Issuer
JPMorgan
Inception Date
Dec 12, 2018
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Often compared with JIGB:
JIGB vs. XHLFMore JIGB alternatives

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan Corporate Bond Research Enhanced 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 Corporate Bond Research Enhanced ETF (JIGB) has returned -0.22% so far this year and 4.97% over the past 12 months.


JPMorgan Corporate Bond Research Enhanced ETF

1D
0.64%
1M
-1.86%
YTD
-0.22%
6M
0.45%
1Y
4.97%
3Y*
4.60%
5Y*
0.49%
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 Dec 14, 2018, JIGB's average daily return is +0.01%, while the average monthly return is +0.28%. At this rate, your investment would double in approximately 20.7 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2023 with a return of +6.0%, while the worst month was Mar 2020 at -6.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JIGB closed higher 54% of trading days. The best single day was Mar 23, 2020 with a return of +3.6%, while the worst single day was Mar 17, 2020 at -4.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.41%1.26%-1.86%-0.22%
20250.58%2.11%-0.33%-0.04%-0.08%2.04%0.01%0.96%1.54%0.34%0.72%-0.39%7.69%
2024-0.39%-1.42%1.35%-2.65%1.81%0.76%2.21%1.85%1.71%-2.56%1.45%-1.98%1.97%
20234.36%-3.37%2.95%0.61%-1.54%0.48%0.23%-0.79%-2.76%-1.88%6.02%4.32%8.42%
2022-3.46%-1.86%-2.46%-5.98%1.49%-2.92%3.88%-3.73%-5.08%-0.75%5.47%-0.93%-15.72%
2021-1.50%-2.21%-1.51%1.00%0.58%1.82%1.27%-0.26%-1.12%0.25%-0.14%-0.36%-2.23%

Benchmark Metrics

JPMorgan Corporate Bond Research Enhanced ETF has an annualized alpha of 1.89%, beta of 0.10, and R² of 0.07 versus S&P 500 Index. Calculated based on daily prices since December 17, 2018.

  • This ETF participated in 37.26% of S&P 500 Index downside but only 23.92% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.10 may look defensive, but with R² of 0.07 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.07 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.89%
Beta
0.10
0.07
Upside Capture
23.92%
Downside Capture
37.26%

Expense Ratio

JIGB has an expense ratio of 0.14%, which is considered low.


Return for Risk

Risk / Return Rank

JIGB ranks 51 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.


JIGB Risk / Return Rank: 5151
Overall Rank
JIGB Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
JIGB Sortino Ratio Rank: 4545
Sortino Ratio Rank
JIGB Omega Ratio Rank: 4444
Omega Ratio Rank
JIGB Calmar Ratio Rank: 6666
Calmar Ratio Rank
JIGB Martin Ratio Rank: 5353
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 Corporate Bond Research Enhanced ETF (JIGB) and compare them to a chosen benchmark (S&P 500 Index).


JIGBBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.90

+0.03

Sortino ratio

Return per unit of downside risk

1.29

1.39

-0.10

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.72

1.40

+0.32

Martin ratio

Return relative to average drawdown

5.27

6.61

-1.33

Explore JIGB 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 Corporate Bond Research Enhanced ETF provided a 5.05% dividend yield over the last twelve months, with an annual payout of $2.29 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$2.29$2.30$2.34$1.95$1.51$1.89$2.65$2.88$0.10

Dividend yield

5.05%5.02%5.22%4.22%3.39%3.47%4.59%5.25%0.20%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Corporate Bond Research Enhanced ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.18$0.19$0.37
2025$0.00$0.19$0.19$0.21$0.19$0.19$0.19$0.19$0.19$0.19$0.19$0.38$2.30
2024$0.00$0.21$0.23$0.18$0.19$0.19$0.19$0.19$0.20$0.19$0.19$0.38$2.34
2023$0.00$0.14$0.16$0.16$0.16$0.18$0.15$0.17$0.18$0.19$0.16$0.31$1.95
2022$0.00$0.11$0.12$0.12$0.12$0.12$0.15$0.12$0.12$0.13$0.13$0.27$1.51
2021$0.00$0.11$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.73$1.89

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 Corporate Bond Research Enhanced 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 Corporate Bond Research Enhanced ETF was 22.48%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current JPMorgan Corporate Bond Research Enhanced ETF drawdown is 2.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.48%Jan 4, 2021454Oct 20, 2022
-16.5%Mar 9, 202010Mar 20, 202061Jun 17, 202071
-2.77%Aug 7, 202041Oct 5, 202033Nov 19, 202074
-2.54%Aug 29, 201911Sep 13, 201915Oct 4, 201926
-1.45%Oct 7, 201925Nov 8, 201912Nov 26, 201937

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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