- ISIN
- US46641Q8868
- CUSIP
- 46641Q886
- Issuer
- JPMorgan
- Inception Date
- May 11, 2016
- Region
- North America (U.S.)
- Category
- Mid Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- JPMorgan Diversified Factor US Mid Cap Equity Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $445M
Share Price Chart
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Performance
JPME Performance Chart
JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) is up 13.9% since the beginning of the year. JPME is currently trading at $123 per share. Investors who bought $1,000 worth of JPME shares 5 years ago would now be looking at an investment worth $1,553.
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Returns By Period
JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) has returned 13.87% so far this year and 23.15% over the past 12 months. Over the last ten years, JPME has returned 11.23% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
JPMorgan Diversified Return US Mid Cap Equity ETF
- 1D
- 0.35%
- 1M
- 1.46%
- YTD
- 13.87%
- 6M
- 12.64%
- 1Y
- 23.15%
- 3Y*
- 15.26%
- 5Y*
- 9.20%
- 10Y*
- 11.23%
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%
JPME Monthly Returns History
Based on dividend-adjusted daily data since May 18, 2016, JPME's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +14.2%, while the worst month was Mar 2020 at -19.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JPME closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.26% | 5.50% | -3.84% | 5.96% | 0.54% | 1.06% | 13.87% | ||||||
| 2025 | 3.08% | -1.42% | -3.06% | -2.36% | 3.42% | 2.67% | 0.61% | 3.61% | 0.82% | -1.83% | 3.42% | -0.65% | 8.26% |
| 2024 | -1.41% | 4.53% | 4.99% | -5.00% | 3.21% | -1.59% | 6.04% | 2.44% | 2.00% | -1.61% | 7.32% | -7.03% | 13.55% |
| 2023 | 6.50% | -2.52% | -1.54% | 0.15% | -4.32% | 7.87% | 2.88% | -2.68% | -4.94% | -3.84% | 7.95% | 6.58% | 11.28% |
| 2022 | -5.42% | 0.26% | 3.70% | -5.92% | 2.36% | -10.06% | 9.19% | -2.95% | -10.26% | 9.35% | 6.30% | -4.53% | -10.12% |
| 2021 | -0.01% | 4.47% | 5.71% | 4.62% | 2.03% | -0.28% | 1.47% | 2.24% | -3.74% | 5.59% | -2.09% | 6.22% | 28.90% |
Benchmark Metrics
JPMorgan Diversified Return US Mid Cap Equity ETF has an annualized alpha of -0.41%, beta of 0.88, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since May 18, 2016.
- This ETF participated in 97.65% of S&P 500 Index downside but only 89.01% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.88 and R2 of 0.80, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.41%
- Beta
- 0.88
- R²
- 0.80
- Upside Capture
- 89.01%
- Downside Capture
- 97.65%
Expense Ratio
JPME has an expense ratio of 0.24%, which is considered low.
Return for Risk
Risk / Return Rank
JPME ranks 63 for risk / return — better than 63% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) 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.
| JPME | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 2.78 | +0.62 |
| Martin ratioReturn relative to average drawdown | 12.59 | 12.44 | +0.15 |
Dividends
Dividend History
JPMorgan Diversified Return US Mid Cap Equity ETF provided a 1.81% dividend yield over the last twelve months, with an annual payout of $2.23 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.23 | $2.20 | $1.81 | $1.69 | $1.55 | $1.38 | $1.13 | $1.19 | $1.03 | $0.74 | $0.50 |
Dividend yield | 1.81% | 2.03% | 1.77% | 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.00 | $0.40 | ||||||
| 2025 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.73 | $2.20 |
| 2024 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.66 | $1.81 |
| 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 | $1.69 |
| 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 | $1.55 |
| 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 | $1.38 |
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 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.
The current JPMorgan Diversified Return US Mid Cap Equity ETF drawdown is 1.22%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -41.01%Mar 2020 | 2mo 2d | 7mo 28d | 10moJan 2020 - Nov 2020 |
Rate-hike selloffLate 2018 | -19.92%Dec 2018 | 3mo 26d | 6mo 11d | 10mo 7dAug 2018 - Jul 2019 |
Bear market2022 | -19.30%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -18.70%Apr 2025 | 4mo 7d | 5mo 6d | 9mo 13dDec 2024 - Sep 2025 |
2018 pullback2018 | -7.57%Feb 2018 | 11d | 5mo 10d | 5mo 21dJan 2018 - Jul 2018 |
Drawdown Indicators
| JPME | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.01% | -56.78% | +15.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.84% | -9.10% | +2.26% |
Max Drawdown (3Y)Largest decline over 3 years | -18.70% | -18.90% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -25.43% | +6.13% |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | -33.92% | -7.09% |
Current DrawdownCurrent decline from peak | -1.22% | -1.80% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -10.71% | +6.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 2.03% | -0.19% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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