J.P. Morgan Diversified Return International Equity ETF (JPIN)
JPIN is a passive ETF by JPMorgan Chase tracking the investment results of the JPMorgan Diversified Factor International Equity Index. JPIN launched on Nov 7, 2014 and has a 0.37% expense ratio.
ETF Info
US46641Q2093
46641Q209
Nov 7, 2014
Developed Markets (Broad)
1x
JPMorgan Diversified Factor International Equity Index
Large-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in J.P. Morgan Diversified Return International 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 International Equity ETF had a return of 4.72% year-to-date (YTD) and 11.48% in the last 12 months. Over the past 10 years, J.P. Morgan Diversified Return International Equity ETF had an annualized return of 4.23%, while the S&P 500 had an annualized return of 11.14%, indicating that J.P. Morgan Diversified Return International Equity ETF did not perform as well as the benchmark.
JPIN
4.72%
-5.18%
-1.15%
11.48%
4.29%
4.23%
^GSPC (Benchmark)
24.05%
0.89%
11.19%
30.12%
13.82%
11.14%
Monthly Returns
The table below presents the monthly returns of JPIN, 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 | -1.25% | 1.64% | 3.35% | -2.61% | 4.06% | -1.80% | 4.26% | 3.04% | 1.93% | -5.86% | 4.72% | ||
| 2023 | 7.29% | -3.29% | 2.60% | 2.71% | -4.43% | 3.78% | 4.12% | -3.00% | -2.68% | -2.73% | 7.42% | 5.55% | 17.57% |
| 2022 | -2.69% | -1.35% | -0.17% | -5.35% | 1.30% | -8.42% | 3.93% | -5.28% | -10.39% | 4.02% | 12.57% | -1.19% | -14.12% |
| 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% |
| 2020 | -2.79% | -8.20% | -14.83% | 7.42% | 4.97% | 2.24% | 2.08% | 4.84% | -1.58% | -3.39% | 11.11% | 5.82% | 4.85% |
| 2019 | 7.41% | 1.45% | -0.03% | 0.90% | -5.38% | 4.72% | -2.68% | -1.96% | 3.05% | 3.42% | 1.16% | 3.60% | 16.07% |
| 2018 | 3.55% | -4.95% | 0.71% | 1.51% | -1.26% | -2.20% | 1.82% | -1.28% | 1.31% | -9.30% | 0.83% | -3.99% | -13.12% |
| 2017 | 3.09% | 1.94% | 3.17% | 1.81% | 4.04% | -0.05% | 2.03% | 0.28% | 0.77% | 2.49% | 1.26% | 2.05% | 25.32% |
| 2016 | -3.94% | -1.94% | 6.87% | 0.89% | -0.06% | -1.12% | 3.92% | -0.39% | 2.15% | -4.13% | -2.89% | 2.16% | 0.94% |
| 2015 | 1.65% | 5.05% | -2.27% | 4.63% | -0.25% | -2.97% | 0.92% | -5.00% | -2.87% | 6.18% | -0.36% | -1.48% | 2.58% |
| 2014 | 1.36% | -2.86% | -1.54% |
Expense Ratio
JPIN features an expense ratio of 0.37%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JPIN 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 International Equity ETF (JPIN) 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 International Equity ETF provided a 4.73% dividend yield over the last twelve months, with an annual payout of $2.64 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.64 | $3.38 | $1.51 | $2.98 | $1.43 | $1.88 | $1.39 | $1.27 | $0.82 | $1.08 | $0.15 |
Dividend yield | 4.73% | 6.22% | 3.06% | 5.03% | 2.45% | 3.30% | 2.73% | 2.12% | 1.67% | 2.18% | 0.30% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $1.24 | |
| 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 | $2.98 |
| 2020 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.41 | $1.43 |
| 2019 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.82 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.54 | $1.88 |
| 2018 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.36 | $1.39 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.27 | $1.27 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.82 | $0.82 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.08 | $1.08 |
| 2014 | $0.15 | $0.15 |
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 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 8.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.69% | Jan 29, 2018 | 541 | Mar 23, 2020 | 195 | Dec 29, 2020 | 736 |
| -29.6% | Sep 7, 2021 | 278 | Oct 12, 2022 | 360 | Mar 20, 2024 | 638 |
| -16.96% | May 22, 2015 | 183 | Feb 11, 2016 | 282 | Mar 27, 2017 | 465 |
| -9.23% | Sep 27, 2024 | 35 | Nov 14, 2024 | — | — | — |
| -6.14% | Aug 1, 2024 | 3 | Aug 5, 2024 | 10 | Aug 19, 2024 | 13 |
Volatility
Volatility Chart
The current J.P. Morgan Diversified Return International Equity ETF volatility is 3.81%, 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.