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J.P. Morgan Diversified Return International Equit...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46641Q2093

CUSIP

46641Q209

Issuer

JPMorgan Chase

Inception Date

Nov 7, 2014

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

JPMorgan Diversified Factor International Equity Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

JPIN features an expense ratio of 0.37%, falling within the medium range.


Expense ratio chart for JPIN: current value at 0.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.37%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
JPIN vs. VYM JPIN vs. SCHD JPIN vs. VOO JPIN vs. HYG JPIN vs. SPY JPIN vs. VTIP JPIN vs. WDIV JPIN vs. COWZ JPIN vs. VIG JPIN vs. DIVO
Popular comparisons:
JPIN vs. VYM JPIN vs. SCHD JPIN vs. VOO JPIN vs. HYG JPIN vs. SPY JPIN vs. VTIP JPIN vs. WDIV JPIN vs. COWZ JPIN vs. VIG JPIN vs. DIVO

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.


50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
48.55%
191.88%
JPIN (J.P. Morgan Diversified Return International Equity ETF)
Benchmark (^GSPC)

Returns By Period

J.P. Morgan Diversified Return International Equity ETF had a return of 1.99% year-to-date (YTD) and 3.28% in the last 12 months. Over the past 10 years, J.P. Morgan Diversified Return International Equity ETF had an annualized return of 4.13%, while the S&P 500 had an annualized return of 11.06%, indicating that J.P. Morgan Diversified Return International Equity ETF did not perform as well as the benchmark.


JPIN

YTD

1.99%

1M

-2.37%

6M

-0.69%

1Y

3.28%

5Y*

3.00%

10Y*

4.13%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.25%1.64%3.35%-2.61%4.06%-1.80%4.26%3.04%1.93%-5.86%0.42%1.99%
20237.29%-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%
20210.09%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%
20197.41%1.45%-0.03%0.90%-5.38%4.72%-2.68%-1.96%3.05%3.42%1.16%3.60%16.07%
20183.55%-4.95%0.71%1.51%-1.26%-2.20%1.82%-1.28%1.31%-9.30%0.83%-3.99%-13.12%
20173.09%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%
20151.65%5.05%-2.27%4.63%-0.25%-2.97%0.92%-5.00%-2.87%6.18%-0.36%-1.48%2.58%
20141.36%-2.86%-1.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JPIN is 25, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JPIN is 2525
Overall Rank
The Sharpe Ratio Rank of JPIN is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of JPIN is 2323
Sortino Ratio Rank
The Omega Ratio Rank of JPIN is 2323
Omega Ratio Rank
The Calmar Ratio Rank of JPIN is 3131
Calmar Ratio Rank
The Martin Ratio Rank of JPIN is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for JPIN, currently valued at 0.39, compared to the broader market0.002.004.000.392.10
The chart of Sortino ratio for JPIN, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.0010.000.612.80
The chart of Omega ratio for JPIN, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.39
The chart of Calmar ratio for JPIN, currently valued at 0.44, compared to the broader market0.005.0010.0015.000.443.09
The chart of Martin ratio for JPIN, currently valued at 1.34, compared to the broader market0.0020.0040.0060.0080.00100.001.3413.49
JPIN
^GSPC

The current J.P. Morgan Diversified Return International Equity ETF Sharpe ratio is 0.39. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of J.P. Morgan Diversified Return International Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.39
2.10
JPIN (J.P. Morgan Diversified Return International Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

J.P. Morgan Diversified Return International Equity ETF provided a 2.29% dividend yield over the last twelve months, with an annual payout of $1.24 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.502014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$1.24$3.38$1.51$2.98$1.43$1.88$1.39$1.27$0.82$1.08$0.15

Dividend yield

2.29%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.02$0.00$0.00$0.78$0.00$0.00$0.45$0.00$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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.86%
-2.62%
JPIN (J.P. Morgan Diversified Return International Equity ETF)
Benchmark (^GSPC)

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 10.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.69%Jan 29, 2018541Mar 23, 2020195Dec 29, 2020736
-29.6%Sep 7, 2021278Oct 12, 2022360Mar 20, 2024638
-16.96%May 22, 2015183Feb 11, 2016282Mar 27, 2017465
-11.05%Sep 27, 202459Dec 19, 2024
-6.14%Aug 1, 20243Aug 5, 202410Aug 19, 202413

Volatility

Volatility Chart

The current J.P. Morgan Diversified Return International Equity ETF volatility is 3.30%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.30%
3.79%
JPIN (J.P. Morgan Diversified Return International Equity ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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