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CUSIP
46641Q159
Issuer
JPMorgan
Inception Date
Oct 28, 2021
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$9B

Share Price Chart


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Performance

JPIE Performance Chart

JPMorgan Income ETF (JPIE) is up 1.3% since the beginning of the year. JPIE is currently trading at $46 per share.


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S&P 500 Index

Returns By Period

JPMorgan Income ETF (JPIE) has returned 1.29% so far this year and 5.88% over the past 12 months.


JPMorgan Income ETF

1D
-0.02%
1M
-0.05%
YTD
1.29%
6M
1.85%
1Y
5.88%
3Y*
6.49%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.30%
1M
0.09%
YTD
8.18%
6M
8.17%
1Y
23.42%
3Y*
19.88%
5Y*
11.91%
10Y*
13.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPIE Monthly Returns History

Based on dividend-adjusted daily data since Nov 2, 2021, JPIE's average daily return is +0.01%, while the average monthly return is +0.28%. At this rate, an investment would double in approximately 20.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Jul 2022 with a return of +3.0%, while the worst month was Sep 2022 at -3.5%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JPIE closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +1.4%, while the worst single day was Jun 13, 2022 at -1.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.42%0.62%-0.63%0.62%0.49%-0.24%1.29%
20250.85%0.85%0.24%0.38%0.50%1.08%0.20%1.25%0.19%0.48%0.60%0.55%7.39%
20240.57%-0.58%0.94%-0.60%1.26%0.70%1.43%1.06%1.09%-0.63%0.68%0.26%6.32%
20232.27%-1.49%1.62%0.77%-0.66%-0.02%0.59%-0.31%-0.69%-0.17%2.60%2.45%7.07%
2022-1.24%-0.75%-2.02%-0.43%-0.11%-3.07%3.00%-1.66%-3.48%0.83%2.40%0.45%-6.13%
2021-0.76%1.07%0.30%

Benchmark Metrics

JPMorgan Income ETF has an annualized alpha of 2.38%, beta of 0.09, and R2 of 0.20 versus S&P 500 Index. Calculated based on daily prices since November 03, 2021.

  • This ETF participated in 18.58% of S&P 500 Index downside but only 17.88% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.09 may look defensive, but with R2 of 0.20 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 0.20 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
2.38%
Beta
0.09
0.20
Upside Capture
17.88%
Downside Capture
18.58%

Expense Ratio

JPIE has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JPIE ranks 95 for risk / return — in the top 95% 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.


JPIE Risk / Return Rank: 9595
Overall Rank
JPIE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JPIE Sortino Ratio Rank: 9797
Sortino Ratio Rank
JPIE Omega Ratio Rank: 9797
Omega Ratio Rank
JPIE Calmar Ratio Rank: 9191
Calmar Ratio Rank
JPIE Martin Ratio Rank: 9494
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 Income ETF (JPIE) and compare them to S&P 500 Index.


JPIEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.79

Sortino ratioReturn per unit of downside risk

+3.22

Omega ratioGain probability vs. loss probability

1.84

1.35

+0.49

Calmar ratioReturn relative to maximum drawdown

5.14

2.59

+2.56

Martin ratioReturn relative to average drawdown

25.46

11.84

+13.61

Dividends

Dividend History

JPMorgan Income ETF provided a 5.63% dividend yield over the last twelve months, with an annual payout of $2.58 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.5020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$2.58$2.62$2.79$2.60$2.03$0.31

Dividend yield

5.63%5.65%6.11%5.70%4.49%0.63%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.20$0.21$0.22$0.21$0.21$1.04
2025$0.00$0.22$0.22$0.21$0.23$0.20$0.21$0.22$0.23$0.22$0.22$0.43$2.62
2024$0.00$0.24$0.24$0.24$0.23$0.23$0.24$0.23$0.23$0.23$0.23$0.45$2.79
2023$0.00$0.21$0.21$0.21$0.20$0.20$0.21$0.21$0.20$0.23$0.23$0.49$2.60
2022$0.00$0.13$0.11$0.14$0.14$0.14$0.19$0.18$0.19$0.20$0.20$0.41$2.03
2021$0.31$0.31

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan 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 Income ETF was 9.96%, occurring on Oct 20, 2022. Recovery took 293 trading sessions.

The current JPMorgan Income ETF drawdown is 0.26%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-9.96%Oct 2022
9mo 23d1y 2mo
1y 11moDec 2021 - Dec 2023
2025 selloff2025
-1.72%Apr 2025
8d14d
22dApr 2025 - Apr 2025
2021 pullback2021
-1.22%Nov 2021
17d1mo 3d
1mo 20dNov 2021 - Dec 2021
2026 pullback2026
-1.15%Mar 2026
24d19d
1mo 13dMar 2026 - Apr 2026
2024 pullback2024
-1.13%Apr 2024
16d16d
1mo 2dApr 2024 - May 2024

Drawdown Indicators


JPIEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-9.96%

-56.78%

+46.82%

Max Drawdown (1Y)

Largest decline over 1 year

-1.15%

-9.10%

+7.95%

Max Drawdown (3Y)

Largest decline over 3 years

-2.40%

-18.90%

+16.50%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.26%

-2.68%

+2.42%

Average Drawdown

Average peak-to-trough decline

-2.09%

-10.72%

+8.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

1.98%

-1.75%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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