J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM)

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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.

J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) has returned 2.74% so far this year and 23.72% over the past 12 months. Over the last ten years, JPEM has returned 7.44% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Jan 9, 2015, JPEM's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, your investment would double in approximately 10.7 years.

Historically, 56% of months were positive and 44% were negative. The best month was Mar 2016 with a return of +13.1%, while the worst month was Mar 2020 at -20.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JPEM closed higher 52% of trading days. The best single day was Mar 13, 2020 with a return of +7.0%, while the worst single day was Mar 16, 2020 at -11.8%.

J.P. Morgan Diversified Return Emerging Markets Equity ETF has an annualized alpha of -1.52%, beta of 0.70, and R² of 0.51 versus S&P 500 Index. Calculated based on daily prices since January 12, 2015.

• This ETF participated in 76.71% of S&P 500 Index downside but only 59.30% of its upside — more exposed to losses than it benefited from rallies.

JPEM has an expense ratio of 0.44%, placing it in the medium range.

JPEM ranks 83 for risk / return — in the top 83% 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.

The table below present risk-adjusted performance metrics for J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) and compare them to a chosen benchmark (S&P 500 Index).

J.P. Morgan Diversified Return Emerging Markets Equity ETF provided a 4.59% dividend yield over the last twelve months, with an annual payout of $2.85 per share. The fund has been increasing its distributions for 3 consecutive years.

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.

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.

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 7.11%.

The chart below shows the rolling one-month volatility.