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JPMorgan International Research Enhanced Equity ET...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46641Q1343

Issuer

JPMorgan

Inception Date

Oct 28, 1992

Region

Global ex-U.S. (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

JIRE has an expense ratio of 0.24%, which is considered low compared to other funds.


Expense ratio chart for JIRE: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

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:
JIRE vs. IMTM JIRE vs. DSTX JIRE vs. DFAI JIRE vs. VTV JIRE vs. VOO JIRE vs. IHDG JIRE vs. XYLD JIRE vs. AVDV JIRE vs. JEPI JIRE vs. VIGI
Popular comparisons:
JIRE vs. IMTM JIRE vs. DSTX JIRE vs. DFAI JIRE vs. VTV JIRE vs. VOO JIRE vs. IHDG JIRE vs. XYLD JIRE vs. AVDV JIRE vs. JEPI JIRE vs. VIGI

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-5.73%
10.26%
JIRE (JPMorgan International Research Enhanced Equity ETF)
Benchmark (^GSPC)

Returns By Period

JPMorgan International Research Enhanced Equity ETF had a return of 0.79% year-to-date (YTD) and 1.39% in the last 12 months.


JIRE

YTD

0.79%

1M

-3.44%

6M

-6.39%

1Y

1.39%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

26.63%

1M

1.18%

6M

10.44%

1Y

27.03%

5Y*

13.30%

10Y*

11.23%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.15%3.68%3.50%-2.83%4.70%-1.74%2.46%2.88%0.06%-5.50%-0.26%0.79%
20239.81%-2.88%3.16%3.18%-3.70%4.40%2.64%-3.65%-3.77%-2.50%7.98%4.95%20.00%
2022166.68%5.54%-6.04%-9.06%6.27%13.31%-2.03%183.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JIRE is 15, meaning it’s performing worse than 85% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JIRE is 1515
Overall Rank
The Sharpe Ratio Rank of JIRE is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of JIRE is 1515
Sortino Ratio Rank
The Omega Ratio Rank of JIRE is 1414
Omega Ratio Rank
The Calmar Ratio Rank of JIRE is 1717
Calmar Ratio Rank
The Martin Ratio Rank of JIRE is 1515
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 International Research Enhanced Equity ETF (JIRE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JIRE, currently valued at 0.10, compared to the broader market0.002.004.000.102.16
The chart of Sortino ratio for JIRE, currently valued at 0.23, compared to the broader market-2.000.002.004.006.008.0010.000.232.87
The chart of Omega ratio for JIRE, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.40
The chart of Calmar ratio for JIRE, currently valued at 0.12, compared to the broader market0.005.0010.0015.000.123.19
The chart of Martin ratio for JIRE, currently valued at 0.37, compared to the broader market0.0020.0040.0060.0080.00100.000.3713.87
JIRE
^GSPC

The current JPMorgan International Research Enhanced Equity ETF Sharpe ratio is 0.10. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan International Research Enhanced Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.10
2.16
JIRE (JPMorgan International Research Enhanced Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

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


2.62%2.64%2.66%2.68%2.70%2.72%2.74%$0.00$0.50$1.00$1.5020222023
Dividends
Dividend Yield
PeriodTTM20232022
Dividend$0.00$1.60$1.31

Dividend yield

0.00%2.74%2.62%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.60$1.60
2022$1.31$1.31

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.89%
-0.82%
JIRE (JPMorgan International Research Enhanced Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan International Research Enhanced 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 International Research Enhanced Equity ETF was 16.11%, occurring on Sep 27, 2022. Recovery took 45 trading sessions.

The current JPMorgan International Research Enhanced Equity ETF drawdown is 11.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.11%Aug 15, 202231Sep 27, 202245Nov 30, 202276
-11.89%Sep 27, 202462Dec 24, 2024
-11.08%Jul 31, 202364Oct 27, 202332Dec 13, 202396
-7.63%Jul 15, 202416Aug 5, 202414Aug 23, 202430
-7.02%Feb 2, 202329Mar 15, 202313Apr 3, 202342

Volatility

Volatility Chart

The current JPMorgan International Research Enhanced Equity ETF volatility is 4.34%, 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.34%
3.96%
JIRE (JPMorgan International Research Enhanced Equity ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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