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JPMorgan Corporate Bond Research Enhanced ETF (JIG...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46641Q4495

CUSIP

46641Q449

Inception Date

Dec 12, 2018

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

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


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:
JIGB vs. XHLF
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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.


20.00%40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
14.81%
113.65%
JIGB (JPMorgan Corporate Bond Research Enhanced ETF)
Benchmark (^GSPC)

Returns By Period

JPMorgan Corporate Bond Research Enhanced ETF (JIGB) returned 1.06% year-to-date (YTD) and 4.58% over the past 12 months.


JIGB

YTD

1.06%

1M

-0.10%

6M

-0.35%

1Y

4.58%

5Y*

0.06%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.58%2.11%-0.33%-0.47%-0.82%1.06%
2024-0.39%-1.42%1.35%-2.64%1.81%0.76%2.21%1.85%1.71%-2.56%1.45%-1.98%1.98%
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%
20202.25%1.40%-6.03%5.24%1.71%1.14%2.87%-1.77%-0.26%-0.27%2.87%0.76%9.89%
20192.74%-0.04%2.57%0.45%1.42%2.73%0.37%3.25%-0.63%0.53%0.22%-1.20%13.00%
20180.42%0.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JIGB is 67, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JIGB is 6767
Overall Rank
The Sharpe Ratio Rank of JIGB is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of JIGB is 7272
Sortino Ratio Rank
The Omega Ratio Rank of JIGB is 6767
Omega Ratio Rank
The Calmar Ratio Rank of JIGB is 5252
Calmar Ratio Rank
The Martin Ratio Rank of JIGB is 6868
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 Corporate Bond Research Enhanced ETF (JIGB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

JPMorgan Corporate Bond Research Enhanced ETF Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.77
  • 5-Year: 0.01
  • All Time: 0.28

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of JPMorgan Corporate Bond Research Enhanced ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.77
0.48
JIGB (JPMorgan Corporate Bond Research Enhanced ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Corporate Bond Research Enhanced ETF provided a 5.15% dividend yield over the last twelve months, with an annual payout of $2.30 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.002018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$2.30$2.34$1.95$1.51$1.89$2.39$1.97$0.10

Dividend yield

5.15%5.22%4.22%3.39%3.47%4.14%3.60%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
2025$0.00$0.19$0.19$0.21$0.19$0.78
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
2020$0.15$0.14$0.00$0.15$0.14$0.14$0.14$0.14$0.14$0.14$0.13$0.99$2.39
2019$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.16$0.16$0.15$0.17$1.97
2018$0.10$0.10

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.93%
-7.82%
JIGB (JPMorgan Corporate Bond Research Enhanced ETF)
Benchmark (^GSPC)

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 7.93%.


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
-1.89%Dec 30, 20197Jan 8, 202014Jan 29, 202021

Volatility

Volatility Chart

The current JPMorgan Corporate Bond Research Enhanced ETF volatility is 2.55%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
2.55%
11.21%
JIGB (JPMorgan Corporate Bond Research Enhanced ETF)
Benchmark (^GSPC)