- ISIN
- US46641Q3083
- CUSIP
- 46641Q308
- Issuer
- JPMorgan
- Inception Date
- Jan 7, 2015
- Region
- Emerging Markets (Broad)
- Category
- Emerging Markets Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- JPMorgan Diversified Factor Emerging Markets Equity Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $393M
Share Price Chart
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Performance
JPEM Performance Chart
J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) is up 7.5% since the beginning of the year. JPEM is currently trading at $65 per share. Investors who bought $1,000 worth of JPEM shares 5 years ago would now be looking at an investment worth $1,373.
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Returns By Period
J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) has returned 7.50% so far this year and 23.92% over the past 12 months. Over the last ten years, JPEM has returned 8.20% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
J.P. Morgan Diversified Return Emerging Markets Equity ETF
- 1D
- -0.02%
- 1M
- 1.31%
- YTD
- 7.50%
- 6M
- 8.40%
- 1Y
- 23.92%
- 3Y*
- 14.04%
- 5Y*
- 6.55%
- 10Y*
- 8.20%
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%
JPEM Monthly Returns History
Based on dividend-adjusted daily data since Jan 9, 2015, JPEM's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, an investment would double in approximately 10.3 years.
Historically, 57% of months were positive and 43% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.42% | 3.27% | -6.52% | 4.43% | -0.23% | 0.43% | 7.50% | ||||||
| 2025 | 1.31% | -1.94% | 2.74% | 1.71% | 3.10% | 3.66% | -0.29% | 2.69% | 3.34% | 1.53% | 0.95% | 2.16% | 22.90% |
| 2024 | -0.23% | 2.32% | 0.29% | 1.58% | 1.75% | -0.71% | 1.42% | -0.16% | 4.90% | -4.87% | -0.93% | -0.89% | 4.23% |
| 2023 | 5.11% | -3.17% | 0.75% | 2.06% | -3.26% | 2.69% | 5.13% | -3.52% | -0.05% | -4.73% | 6.72% | 3.60% | 11.01% |
| 2022 | 1.04% | -1.95% | -0.51% | -4.89% | 0.72% | -5.95% | -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% |
Benchmark Metrics
J.P. Morgan Diversified Return Emerging Markets Equity ETF has an annualized alpha of -1.88%, beta of 0.70, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since January 09, 2015.
- This ETF participated in 75.56% of S&P 500 Index downside but only 57.30% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.88%
- Beta
- 0.70
- R²
- 0.51
- Upside Capture
- 57.30%
- Downside Capture
- 75.56%
Expense Ratio
JPEM has an expense ratio of 0.44%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JPEM ranks 52 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 Diversified Return Emerging Markets Equity ETF (JPEM) 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.
| JPEM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 2.78 | -0.46 |
| Martin ratioReturn relative to average drawdown | 8.37 | 12.44 | -4.07 |
Dividends
Dividend History
J.P. Morgan Diversified Return Emerging Markets Equity ETF provided a 4.39% 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.85 | $2.82 | $2.65 | $2.33 | $2.32 | $2.50 | $1.56 | $1.98 | $1.42 | $1.25 | $0.59 | $1.31 |
Dividend yield | 4.39% | 4.65% | 5.12% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.00 | $0.26 | ||||||
| 2025 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.86 | $0.00 | $0.00 | $0.69 | $0.00 | $0.00 | $1.03 | $2.82 |
| 2024 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.77 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $1.01 | $2.65 |
| 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 | $0.76 | $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 |
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 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 2.80%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -40.22%Mar 2020 | 2y 1mo | 1y 1mo | 3y 3moJan 2018 - Apr 2021 |
2016 bear market2016 | -34.10%Jan 2016 | 8mo 26d | 1y 5mo | 2y 2moApr 2015 - Jul 2017 |
Bear market2022 | -21.57%Sep 2022 | 7mo 15d | 1y 4mo | 2y 5dFeb 2022 - Feb 2024 |
2025 selloff2025 | -14.30%Apr 2025 | 6mo 2d | 2mo 3d | 8mo 5dOct 2024 - Jun 2025 |
2026 correction2026 | -10.32%Mar 2026 | 22d | — | 3mo 27dFeb 2026 - now |
Drawdown Indicators
| JPEM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -56.78% | +16.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -9.10% | -1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -14.30% | -18.90% | +4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.57% | -25.43% | +3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | -33.92% | -6.30% |
Current DrawdownCurrent decline from peak | -2.80% | -1.80% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -9.44% | -10.71% | +1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.03% | +0.84% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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