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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund, 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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Returns By Period
J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund (JMSI) has returned -0.68% so far this year and 3.64% over the past 12 months.
J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund
- 1D
- 0.14%
- 1M
- -2.46%
- YTD
- -0.68%
- 6M
- 0.89%
- 1Y
- 3.64%
- 3Y*
- —
- 5Y*
- —
- 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%
Monthly Returns
Based on dividend-adjusted daily data since Jul 17, 2023, JMSI'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, 61% of months were positive and 39% were negative. The best month was Nov 2023 with a return of +5.0%, while the worst month was Mar 2026 at -2.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, JMSI closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +0.8%, while the worst single day was Apr 8, 2025 at -1.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.68% | 1.14% | -2.46% | -0.68% | |||||||||
| 2025 | 0.38% | 1.01% | -1.32% | -0.06% | -0.37% | 0.61% | -0.42% | 0.88% | 2.08% | 1.02% | 0.35% | 0.20% | 4.40% |
| 2024 | -0.07% | 0.28% | 0.12% | -0.79% | 0.18% | 1.33% | 1.11% | 0.42% | 0.89% | -1.01% | 1.31% | -0.98% | 2.77% |
| 2023 | -0.32% | -0.88% | -2.24% | -0.97% | 5.02% | 2.25% | 2.70% |
Benchmark Metrics
J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund has an annualized alpha of 2.91%, beta of 0.04, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since July 18, 2023.
- This ETF participated in 30.44% of S&P 500 Index downside but only 22.25% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.04 may look defensive, but with R² of 0.02 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 0.02 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
- 2.91%
- Beta
- 0.04
- R²
- 0.02
- Upside Capture
- 22.25%
- Downside Capture
- 30.44%
Expense Ratio
JMSI has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
JMSI ranks 45 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund (JMSI) and compare them to a chosen benchmark (S&P 500 Index).
| JMSI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.90 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.39 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.40 | -0.18 |
Martin ratioReturn relative to average drawdown | 3.93 | 6.61 | -2.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore JMSI risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund provided a 3.69% dividend yield over the last twelve months, with an annual payout of $1.83 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $1.83 | $1.84 | $1.83 | $0.90 |
Dividend yield | 3.69% | 3.65% | 3.66% | 1.79% |
Monthly Dividends
The table displays the monthly dividend distributions for J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.14 | $0.15 | $0.30 | |||||||||
| 2025 | $0.00 | $0.15 | $0.15 | $0.15 | $0.17 | $0.15 | $0.15 | $0.14 | $0.15 | $0.16 | $0.16 | $0.31 | $1.84 |
| 2024 | $0.00 | $0.15 | $0.15 | $0.15 | $0.16 | $0.16 | $0.15 | $0.15 | $0.16 | $0.15 | $0.15 | $0.30 | $1.83 |
| 2023 | $0.10 | $0.19 | $0.15 | $0.17 | $0.30 | $0.90 |
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 J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund. 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 J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund was 4.57%, occurring on Oct 31, 2023. Recovery took 20 trading sessions.
The current J P Morgan Exchange-Traded Fund Trust - Sustainable Municipal Income Etf Fund drawdown is 2.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -4.57% | Jul 24, 2023 | 71 | Oct 31, 2023 | 20 | Nov 29, 2023 | 91 |
| -3.59% | Mar 3, 2025 | 27 | Apr 8, 2025 | 103 | Sep 5, 2025 | 130 |
| -2.98% | Feb 27, 2026 | 18 | Mar 24, 2026 | — | — | — |
| -2.08% | Oct 4, 2024 | 24 | Nov 6, 2024 | 17 | Dec 2, 2024 | 41 |
| -2.03% | Dec 5, 2024 | 25 | Jan 13, 2025 | 32 | Feb 28, 2025 | 57 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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