JPMorgan Diversified Return US Mid Cap Equity ETF (JPME)
JPME is a passive ETF by JPMorgan Chase tracking the investment results of the JPMorgan Diversified Factor US Mid Cap Equity Index. JPME launched on May 11, 2016 and has a 0.24% expense ratio.
ETF Info
ISIN | US46641Q8868 |
---|---|
CUSIP | 46641Q886 |
Issuer | JPMorgan Chase |
Inception Date | May 11, 2016 |
Region | North America (U.S.) |
Category | Mid Cap Blend Equities |
Index Tracked | JPMorgan Diversified Factor US Mid Cap Equity Index |
Home Page | am.jpmorgan.com |
Asset Class | Equity |
Asset Class Size | Mid-Cap |
Asset Class Style | Blend |
Expense Ratio
The JPMorgan Diversified Return US Mid Cap Equity ETF has a high expense ratio of 0.24%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in JPMorgan Diversified Return US Mid Cap 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
JPMorgan Diversified Return US Mid Cap Equity ETF had a return of 7.63% year-to-date (YTD) and 21.12% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 7.63% | 10.04% |
1 month | 5.53% | 3.53% |
6 months | 19.64% | 22.79% |
1 year | 21.12% | 32.16% |
5 years (annualized) | 10.67% | 13.15% |
10 years (annualized) | N/A | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.41% | 4.53% | ||||||||||
2023 | -2.68% | -4.94% | -3.84% | 7.95% | 6.58% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
JPMorgan Diversified Return US Mid Cap Equity ETF | 1.65 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
JPMorgan Diversified Return US Mid Cap Equity ETF granted a 1.73% dividend yield in the last twelve months. The annual payout for that period amounted to $1.70 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
---|---|---|---|---|---|---|---|---|---|
Dividend | $1.70 | $1.69 | $1.55 | $1.38 | $1.13 | $1.19 | $1.03 | $0.74 | $0.50 |
Dividend yield | 1.73% | 1.84% | 1.84% | 1.44% | 1.51% | 1.68% | 1.80% | 1.17% | 0.91% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Diversified Return US Mid Cap 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | ||||||||||
2023 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.66 |
2022 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.61 |
2021 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.56 |
2020 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.39 |
2019 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.42 |
2018 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.30 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.74 |
2016 | $0.50 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan Diversified Return US Mid Cap 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 JPMorgan Diversified Return US Mid Cap Equity ETF was 41.01%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-41.01% | Jan 21, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
-19.92% | Aug 30, 2018 | 80 | Dec 24, 2018 | 131 | Jul 3, 2019 | 211 |
-19.31% | Jan 5, 2022 | 186 | Sep 30, 2022 | 310 | Dec 26, 2023 | 496 |
-7.57% | Jan 29, 2018 | 10 | Feb 9, 2018 | 110 | Jul 19, 2018 | 120 |
-6.58% | Nov 17, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
Volatility
Volatility Chart
The current JPMorgan Diversified Return US Mid Cap Equity ETF volatility is 2.75%, 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.