PortfoliosLab logoPortfoliosLab logo
ISIN
US46641Q6540
CUSIP
46641Q654
Issuer
JPMorgan
Inception Date
Oct 16, 2018
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$7B

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

JMST Performance Chart

JPMorgan Ultra-Short Municipal Income ETF (JMST) is up 1.1% since the beginning of the year. JMST is currently trading at $51 per share. Investors who bought $1,000 worth of JMST shares 5 years ago would now be looking at an investment worth $1,120.


Loading charts...

S&P 500 Index

Returns By Period

JPMorgan Ultra-Short Municipal Income ETF (JMST) has returned 1.11% so far this year and 2.93% over the past 12 months.


JPMorgan Ultra-Short Municipal Income ETF

1D
0.00%
1M
0.36%
YTD
1.11%
6M
1.21%
1Y
2.93%
3Y*
3.34%
5Y*
2.30%
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)

JMST Monthly Returns History

Based on dividend-adjusted daily data since Oct 18, 2018, JMST's average daily return is +0.01%, while the average monthly return is +0.18%. At this rate, an investment would double in approximately 32.1 years.

Historically, 80% of months were positive and 20% were negative. The best month was Nov 2023 with a return of +0.8%, while the worst month was Jan 2022 at -0.4%. The longest winning streak lasted 24 consecutive months, and the longest losing streak was 4 months.

On a daily basis, JMST closed higher 52% of trading days. The best single day was Mar 23, 2020 with a return of +1.1%, while the worst single day was Mar 19, 2020 at -1.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.37%0.19%-0.07%0.20%0.20%0.20%1.11%
20250.37%0.27%0.12%0.20%0.35%0.36%0.38%0.36%0.19%-0.10%0.43%0.36%3.35%
20240.20%0.22%0.15%0.17%0.32%0.39%0.56%0.37%0.29%0.01%0.45%0.14%3.31%
20230.50%-0.21%0.66%0.10%-0.01%0.35%0.27%0.17%-0.03%0.33%0.83%0.55%3.56%
2022-0.43%-0.16%-0.19%-0.19%0.23%0.12%0.17%-0.39%-0.19%0.22%0.65%0.22%0.07%
20210.06%-0.06%0.06%0.06%0.05%-0.02%0.11%0.00%-0.02%-0.04%-0.06%0.15%0.31%

Benchmark Metrics

JPMorgan Ultra-Short Municipal Income ETF has an annualized alpha of 2.11%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since October 18, 2018.

  • This ETF captured 4.82% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1.68%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.00 may look defensive, but with R2 of 0.00 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 0.00 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
2.11%
Beta
0.00
0.00
Upside Capture
4.82%
Downside Capture
-1.68%

Expense Ratio

JMST has an expense ratio of 0.18%, which is considered low.


Return for Risk

Risk / Return Rank

JMST ranks 98 for risk / return — in the top 98% 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.


JMST Risk / Return Rank: 9898
Overall Rank
JMST Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
JMST Sortino Ratio Rank: 9898
Sortino Ratio Rank
JMST Omega Ratio Rank: 9898
Omega Ratio Rank
JMST Calmar Ratio Rank: 9898
Calmar Ratio Rank
JMST Martin Ratio Rank: 9898
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 Ultra-Short Municipal Income ETF (JMST) 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.


JMSTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+2.87

Sortino ratioReturn per unit of downside risk

+5.27

Omega ratioGain probability vs. loss probability

2.44

1.37

+1.07

Calmar ratioReturn relative to maximum drawdown

11.54

2.78

+8.76

Martin ratioReturn relative to average drawdown

62.70

12.44

+50.26

Dividends

Dividend History

JPMorgan Ultra-Short Municipal Income ETF provided a 2.65% dividend yield over the last twelve months, with an annual payout of $1.35 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$1.35$1.45$1.68$1.57$0.56$0.14$0.44$0.82$0.14

Dividend yield

2.65%2.84%3.32%3.09%1.10%0.27%0.87%1.63%0.28%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Ultra-Short Municipal Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.10$0.12$0.10$0.12$0.10$0.54
2025$0.00$0.12$0.13$0.13$0.14$0.12$0.12$0.11$0.12$0.12$0.11$0.22$1.45
2024$0.00$0.14$0.15$0.14$0.16$0.14$0.14$0.14$0.15$0.14$0.14$0.26$1.68
2023$0.00$0.11$0.12$0.11$0.12$0.13$0.14$0.13$0.15$0.14$0.15$0.28$1.57
2022$0.00$0.01$0.02$0.01$0.03$0.03$0.04$0.04$0.06$0.06$0.09$0.17$0.56
2021$0.00$0.01$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.03$0.14

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Ultra-Short Municipal Income 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 Ultra-Short Municipal Income ETF was 2.41%, occurring on Mar 20, 2020. Recovery took 20 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-2.41%Mar 2020
10d1mo 1d
1mo 11dMar 2020 - Apr 2020
Bear market2022
-1.15%Apr 2022
3mo 14d8mo 4d
11mo 18dDec 2021 - Dec 2022
2025 selloff2025
-0.71%Apr 2025
9d1mo 4d
1mo 13dApr 2025 - May 2025
2023 pullback2023
-0.32%May 2023
8d12d
20dMay 2023 - Jun 2023
2023 pullback2023
-0.26%Feb 2023
20d17d
1mo 7dFeb 2023 - Mar 2023

Drawdown Indicators


JMSTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-2.41%

-56.78%

+54.37%

Max Drawdown (1Y)

Largest decline over 1 year

-0.25%

-9.10%

+8.85%

Max Drawdown (3Y)

Largest decline over 3 years

-0.71%

-18.90%

+18.19%

Max Drawdown (5Y)

Largest decline over 5 years

-1.15%

-25.43%

+24.28%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-0.12%

-10.71%

+10.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

2.03%

-1.98%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with JMST

Add JPMorgan Ultra-Short Municipal Income ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with JMST