J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM)
JPEM is a passive ETF by JPMorgan Chase tracking the investment results of the JPMorgan Diversified Factor Emerging Markets Equity Index. JPEM launched on Jan 7, 2015 and has a 0.44% expense ratio.
ETF Info
| ISIN | US46641Q3083 |
|---|---|
| CUSIP | 46641Q308 |
| Issuer | JPMorgan Chase |
| Inception Date | Jan 7, 2015 |
| Region | Emerging Markets (Broad) |
| Category | Emerging Markets Equities |
| Leveraged | 1x |
| Index Tracked | JPMorgan Diversified Factor Emerging Markets Equity Index |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
JPEM features an expense ratio of 0.44%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: JPEM vs. EMQQ, JPEM vs. SCHE, JPEM vs. EELV, JPEM vs. VWO, JPEM vs. IEMG, JPEM vs. JEPI, JPEM vs. VOO, JPEM vs. EEM, JPEM vs. IWY, JPEM vs. SCHD
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in J.P. Morgan Diversified Return Emerging Markets 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.
Returns By Period
J.P. Morgan Diversified Return Emerging Markets Equity ETF had a return of 6.92% year-to-date (YTD) and 15.27% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 6.92% | 25.70% |
| 1 month | -2.08% | 3.51% |
| 6 months | -0.45% | 14.80% |
| 1 year | 15.27% | 37.91% |
| 5 years (annualized) | 4.02% | 14.18% |
| 10 years (annualized) | N/A | 11.41% |
Monthly Returns
The table below presents the monthly returns of JPEM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.23% | 2.32% | 0.29% | 1.58% | 1.75% | -0.71% | 1.42% | -0.16% | 4.90% | -4.87% | 6.92% | ||
| 2023 | 5.11% | -3.17% | 0.75% | 2.06% | -3.26% | 2.73% | 5.13% | -3.52% | -0.05% | -4.73% | 6.72% | 3.60% | 11.05% |
| 2022 | 1.04% | -1.95% | -0.51% | -4.89% | 0.72% | -5.94% | -0.05% | -0.73% | -7.21% | 2.72% | 10.86% | -2.31% | -9.03% |
| 2021 | -0.87% | 1.91% | 2.32% | 1.93% | 4.09% | 0.10% | -2.34% | 3.49% | -2.59% | -0.97% | -2.63% | 3.72% | 8.11% |
| 2020 | -5.81% | -6.67% | -20.36% | 7.68% | 4.65% | 3.68% | 5.79% | 0.03% | -2.60% | -1.12% | 11.43% | 7.14% | -0.46% |
| 2019 | 8.12% | -1.91% | 0.83% | 2.21% | -3.63% | 5.12% | -1.65% | -4.08% | 1.16% | 3.78% | -1.17% | 7.22% | 16.21% |
| 2018 | 8.19% | -3.58% | -0.22% | -2.97% | -2.97% | -4.72% | 4.15% | -2.90% | 0.30% | -6.07% | 3.11% | -2.48% | -10.55% |
| 2017 | 5.47% | 2.11% | 2.39% | 1.43% | 0.79% | 0.29% | 5.33% | 3.01% | -0.70% | 1.72% | 0.35% | 3.60% | 28.80% |
| 2016 | -3.72% | -0.25% | 13.05% | -0.82% | -2.53% | 5.23% | 5.79% | 0.17% | 2.30% | 0.42% | -4.55% | 0.20% | 14.99% |
| 2015 | 0.14% | 4.10% | -2.38% | 6.32% | -2.28% | -3.49% | -6.27% | -9.18% | -3.36% | 5.80% | -3.27% | -4.20% | -17.70% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JPEM is 34, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
J.P. Morgan Diversified Return Emerging Markets Equity ETF provided a 4.40% dividend yield over the last twelve months, with an annual payout of $2.39 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.39 | $2.33 | $2.32 | $2.50 | $1.56 | $1.98 | $1.42 | $1.25 | $0.59 | $1.31 |
Dividend yield | 4.40% | 4.46% | 4.71% | 4.40% | 2.85% | 3.47% | 2.79% | 2.14% | 1.28% | 3.22% |
Monthly Dividends
The table displays the monthly dividend distributions for J.P. Morgan Diversified Return Emerging Markets Equity ETF. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.77 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $1.64 | |
| 2023 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.70 | $0.00 | $0.00 | $0.82 | $0.00 | $0.00 | $0.75 | $2.33 |
| 2022 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.77 | $0.00 | $0.00 | $0.98 | $0.00 | $0.00 | $0.32 | $2.32 |
| 2021 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.80 | $0.00 | $0.00 | $0.75 | $0.00 | $0.00 | $0.80 | $2.50 |
| 2020 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.29 | $1.56 |
| 2019 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.64 | $0.00 | $0.00 | $0.67 | $1.98 |
| 2018 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.71 | $0.00 | $0.00 | $0.21 | $1.42 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.25 | $1.25 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $0.59 |
| 2015 | $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.
Worst Drawdowns
The table below displays the maximum drawdowns of the J.P. Morgan Diversified Return Emerging Markets 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 J.P. Morgan Diversified Return Emerging Markets Equity ETF was 40.22%, occurring on Mar 23, 2020. Recovery took 277 trading sessions.
The current J.P. Morgan Diversified Return Emerging Markets Equity ETF drawdown is 6.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.22% | Jan 29, 2018 | 541 | Mar 23, 2020 | 277 | Apr 28, 2021 | 818 |
| -34.1% | Apr 29, 2015 | 165 | Jan 20, 2016 | 351 | Jul 14, 2017 | 516 |
| -21.57% | Feb 17, 2022 | 156 | Sep 30, 2022 | 349 | Feb 22, 2024 | 505 |
| -8.07% | Sep 14, 2021 | 53 | Nov 26, 2021 | 56 | Feb 16, 2022 | 109 |
| -6.96% | Oct 8, 2024 | 19 | Nov 1, 2024 | — | — | — |
Volatility
Volatility Chart
The current J.P. Morgan Diversified Return Emerging Markets Equity ETF volatility is 3.78%, 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.