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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
Value
Assets Under Management
$3B

Share Price Chart


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Performance

JIVE Performance Chart

Jpmorgan International Value ETF (JIVE) is up 17.1% since the beginning of the year. JIVE is currently trading at $94 per share.


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S&P 500 Index

Returns By Period

Jpmorgan International Value ETF (JIVE) has returned 17.13% so far this year and 44.94% over the past 12 months.


Jpmorgan International Value ETF

1D
0.11%
1M
2.55%
YTD
17.13%
6M
17.93%
1Y
44.94%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JIVE Monthly Returns History

Based on dividend-adjusted daily data since Sep 14, 2023, JIVE's average daily return is +0.11%, while the average monthly return is +2.20%. At this rate, an investment would double in approximately 2.7 years.

Historically, 76% of months were positive and 24% were negative. The best month was Jan 2026 with a return of +7.7%, while the worst month was Mar 2026 at -6.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 2 months.

On a daily basis, JIVE closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +6.6%, while the worst single day was Apr 4, 2025 at -6.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.71%6.22%-6.76%5.55%2.66%1.33%17.13%
20254.26%3.64%3.79%2.10%5.32%4.18%0.59%5.18%2.84%1.40%3.56%4.36%49.80%
2024-0.97%2.95%5.30%-0.60%4.78%-1.95%3.30%1.81%2.24%-3.88%0.35%-2.17%11.22%
2023-1.58%-3.37%6.34%4.18%5.36%

Benchmark Metrics

Jpmorgan International Value ETF has an annualized alpha of 14.62%, beta of 0.69, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since September 14, 2023.

  • This ETF captured 83.17% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -8.74%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.69 may look defensive, but with R2 of 0.49 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 0.49 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
14.62%
Beta
0.69
0.49
Upside Capture
83.17%
Downside Capture
-8.74%

Expense Ratio

JIVE has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JIVE ranks 87 for risk / return — in the top 87% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


JIVE Risk / Return Rank: 8787
Overall Rank
JIVE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
JIVE Sortino Ratio Rank: 8989
Sortino Ratio Rank
JIVE Omega Ratio Rank: 8989
Omega Ratio Rank
JIVE Calmar Ratio Rank: 8383
Calmar Ratio Rank
JIVE Martin Ratio Rank: 8383
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 International Value ETF (JIVE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JIVEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.54

1.37

+0.17

Calmar ratioReturn relative to maximum drawdown

4.27

2.78

+1.49

Martin ratioReturn relative to average drawdown

16.40

12.44

+3.96

Dividends

Dividend History

Jpmorgan International Value ETF provided a 2.46% dividend yield over the last twelve months, with an annual payout of $2.31 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.50$2.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$2.31$2.31$1.37$0.38

Dividend yield

2.46%2.88%2.48%0.74%

Monthly Dividends

The table displays the monthly dividend distributions for Jpmorgan International Value 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$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$2.31$2.31
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.37$1.37
2023$0.38$0.38

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 International Value 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 Value ETF was 13.79%, occurring on Apr 8, 2025. Recovery took 14 trading sessions.

The current Jpmorgan International Value ETF drawdown is 0.56%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-13.79%Apr 2025
20d21d
1mo 11dMar 2025 - Apr 2025
2026 correction2026
-10.57%Mar 2026
22d1mo 17d
2mo 9dFeb 2026 - May 2026
2025 pullback2025
-8.05%Jan 2025
3mo 15d1mo 4d
4mo 19dSep 2024 - Feb 2025
2024 pullback2024
-7.77%Aug 2024
19d14d
1mo 3dJul 2024 - Aug 2024
2023 pullback2023
-6.54%Oct 2023
1mo 7d24d
2mo 1dSep 2023 - Nov 2023

Drawdown Indicators


JIVEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.79%

-56.78%

+42.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-9.10%

-1.47%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.56%

-1.80%

+1.24%

Average Drawdown

Average peak-to-trough decline

-1.94%

-10.71%

+8.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.03%

+0.72%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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