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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.
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Returns By Period
J.P. Morgan Diversified Return International Equity ETF (JPIN) has returned 4.82% so far this year and 30.52% over the past 12 months. Over the last ten years, JPIN has returned 7.59% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
J.P. Morgan Diversified Return International Equity ETF
- 1D
- 3.35%
- 1M
- -6.99%
- YTD
- 4.82%
- 6M
- 9.66%
- 1Y
- 30.52%
- 3Y*
- 16.53%
- 5Y*
- 7.81%
- 10Y*
- 7.59%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 7, 2014, JPIN's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, your investment would double in approximately 9.3 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% | 4.82% | |||||||||
| 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 -0.96%, beta of 0.73, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since November 10, 2014.
- This ETF participated in 82.17% of S&P 500 Index downside but only 68.36% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.96%
- Beta
- 0.73
- R²
- 0.67
- Upside Capture
- 68.36%
- Downside Capture
- 82.17%
Expense Ratio
JPIN has an expense ratio of 0.37%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JPIN ranks 89 for risk / return — in the top 89% 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.
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 a chosen benchmark (S&P 500 Index).
| JPIN | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 0.90 | +1.11 |
Sortino ratioReturn per unit of downside risk | 2.72 | 1.39 | +1.33 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.85 | 1.40 | +1.45 |
Martin ratioReturn relative to average drawdown | 11.19 | 6.61 | +4.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore JPIN risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
J.P. Morgan Diversified Return International Equity ETF provided a 4.30% 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 | 4.30% | 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 | $0.18 | |||||||||
| 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 7.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.69% | Jan 29, 2018 | 541 | Mar 23, 2020 | 195 | Dec 29, 2020 | 736 |
| -29.61% | 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 |
| -12.32% | Sep 27, 2024 | 132 | Apr 8, 2025 | 13 | Apr 28, 2025 | 145 |
| -10.41% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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