- ISIN
- US46641Q2093
- CUSIP
- 46641Q209
- Issuer
- JPMorgan
- Inception Date
- Nov 7, 2014
- Region
- Developed Markets (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- JPMorgan Diversified Factor International Equity Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $365M
Share Price Chart
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Performance
JPIN Performance Chart
J.P. Morgan Diversified Return International Equity ETF (JPIN) is up 8.7% since the beginning of the year. JPIN is currently trading at $74 per share. Investors who bought $1,000 worth of JPIN shares 5 years ago would now be looking at an investment worth $1,471.
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Returns By Period
J.P. Morgan Diversified Return International Equity ETF (JPIN) has returned 8.65% so far this year and 22.61% over the past 12 months. Over the last ten years, JPIN has returned 8.31% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
J.P. Morgan Diversified Return International Equity ETF
- 1D
- -0.65%
- 1M
- -0.21%
- YTD
- 8.65%
- 6M
- 9.05%
- 1Y
- 22.61%
- 3Y*
- 17.83%
- 5Y*
- 8.02%
- 10Y*
- 8.31%
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%
JPIN Monthly Returns History
Based on dividend-adjusted daily data since Nov 7, 2014, JPIN's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +12.6%, while the worst month was Mar 2020 at -14.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, JPIN closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +7.7%, while the worst single day was Mar 16, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.34% | 6.98% | -6.99% | 3.80% | 1.67% | -1.78% | 8.65% | ||||||
| 2025 | 3.12% | 2.26% | 1.50% | 5.09% | 4.58% | 3.60% | -1.54% | 4.55% | 1.56% | 0.99% | 1.72% | 1.84% | 33.27% |
| 2024 | -1.25% | 1.64% | 3.35% | -2.61% | 4.06% | -1.80% | 4.26% | 3.04% | 1.93% | -5.86% | 0.43% | -3.93% | 2.66% |
| 2023 | 7.28% | -3.29% | 2.60% | 2.71% | -4.43% | 3.68% | 4.12% | -3.00% | -2.68% | -2.73% | 7.42% | 5.55% | 17.45% |
| 2022 | -2.69% | -1.35% | -0.17% | -5.35% | 1.30% | -8.44% | 3.93% | -5.28% | -10.39% | 4.02% | 12.57% | -1.19% | -14.14% |
| 2021 | 0.09% | 1.22% | 3.71% | 1.72% | 2.29% | -0.64% | -0.18% | 0.53% | -2.86% | 1.28% | -4.27% | 4.03% | 6.79% |
Benchmark Metrics
J.P. Morgan Diversified Return International Equity ETF has an annualized alpha of -1.49%, beta of 0.74, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since November 07, 2014.
- This ETF participated in 82.46% of S&P 500 Index downside but only 66.40% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.49%
- Beta
- 0.74
- R²
- 0.67
- Upside Capture
- 66.40%
- Downside Capture
- 82.46%
Expense Ratio
JPIN has an expense ratio of 0.37%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JPIN ranks 47 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 International Equity ETF (JPIN) 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.
| JPIN | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.78 | -0.60 |
| Martin ratioReturn relative to average drawdown | 7.43 | 12.44 | -5.01 |
Dividends
Dividend History
J.P. Morgan Diversified Return International Equity ETF provided a 4.14% dividend yield over the last twelve months, with an annual payout of $3.06 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.06 | $3.06 | $2.25 | $3.38 | $1.51 | $2.97 | $1.42 | $1.88 | $1.39 | $1.27 | $0.82 | $1.08 |
Dividend yield | 4.14% | 4.50% | 4.20% | 6.22% | 3.06% | 5.03% | 2.45% | 3.30% | 2.72% | 2.12% | 1.67% | 2.18% |
Monthly Dividends
The table displays the monthly dividend distributions for J.P. Morgan Diversified Return International 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 | $0.18 | $0.00 | $0.00 | $0.00 | $0.18 | ||||||
| 2025 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.91 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $1.54 | $3.06 |
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $1.01 | $2.25 |
| 2023 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $1.33 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $1.39 | $3.38 |
| 2022 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.79 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.26 | $1.51 |
| 2021 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.62 | $0.00 | $0.00 | $0.57 | $0.00 | $0.00 | $1.62 | $2.97 |
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 International 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 International Equity ETF was 36.69%, occurring on Mar 23, 2020. Recovery took 195 trading sessions.
The current J.P. Morgan Diversified Return International Equity ETF drawdown is 3.82%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.69%Mar 2020 | 2y 1mo | 9mo 11d | 2y 11moJan 2018 - Dec 2020 |
Bear market2022 | -29.61%Oct 2022 | 1y 1mo | 1y 5mo | 2y 6moSep 2021 - Mar 2024 |
2016 correction2016 | -16.96%Feb 2016 | 8mo 25d | 1y 1mo | 1y 10moMay 2015 - Mar 2017 |
2025 selloff2025 | -12.32%Apr 2025 | 6mo 13d | 20d | 7mo 3dSep 2024 - Apr 2025 |
2026 correction2026 | -10.41%Mar 2026 | 22d | — | 3mo 27dFeb 2026 - now |
Drawdown Indicators
| JPIN | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.69% | -56.78% | +20.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.41% | -9.10% | -1.31% |
Max Drawdown (3Y)Largest decline over 3 years | -12.32% | -18.90% | +6.58% |
Max Drawdown (5Y)Largest decline over 5 years | -29.61% | -25.43% | -4.18% |
Max Drawdown (10Y)Largest decline over 10 years | -36.69% | -33.92% | -2.77% |
Current DrawdownCurrent decline from peak | -3.82% | -1.80% | -2.02% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -10.71% | +3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.03% | +1.02% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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