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JPMorgan Diversified Return US Mid Cap Equity ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46641Q8868
CUSIP46641Q886
IssuerJPMorgan Chase
Inception DateMay 11, 2016
RegionNorth America (U.S.)
CategoryMid Cap Blend Equities
Index TrackedJPMorgan Diversified Factor US Mid Cap Equity Index
Home Pageam.jpmorgan.com
Asset ClassEquity

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.


0.50%1.00%1.50%2.00%0.24%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with JPME

JPMorgan Diversified Return US Mid Cap Equity ETF

Popular comparisons: JPME vs. VOO, JPME vs. JHMM, JPME vs. SCHD, JPME vs. ITOT, JPME vs. VO, JPME vs. JPM, JPME vs. VTI, JPME vs. VOT

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.


80.00%100.00%120.00%140.00%160.00%OctoberNovemberDecember2024FebruaryMarch
126.61%
156.27%
JPME (JPMorgan Diversified Return US Mid Cap Equity ETF)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date7.63%10.04%
1 month5.53%3.53%
6 months19.64%22.79%
1 year21.12%32.16%
5 years (annualized)10.67%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
JPME
JPMorgan Diversified Return US Mid Cap Equity ETF
1.65
^GSPC
S&P 500
2.76

Sharpe Ratio

The current JPMorgan Diversified Return US Mid Cap Equity ETF Sharpe ratio is 1.65. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.65
2.76
JPME (JPMorgan Diversified Return US Mid Cap Equity ETF)
Benchmark (^GSPC)

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.


PeriodTTM20232022202120202019201820172016
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
JPME (JPMorgan Diversified Return US Mid Cap Equity ETF)
Benchmark (^GSPC)

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, 202044Mar 23, 2020166Nov 16, 2020210
-19.92%Aug 30, 201880Dec 24, 2018131Jul 3, 2019211
-19.31%Jan 5, 2022186Sep 30, 2022310Dec 26, 2023496
-7.57%Jan 29, 201810Feb 9, 2018110Jul 19, 2018120
-6.58%Nov 17, 202110Dec 1, 202117Dec 27, 202127

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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
2.75%
2.82%
JPME (JPMorgan Diversified Return US Mid Cap Equity ETF)
Benchmark (^GSPC)