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
US46641Q8868
46641Q886
May 11, 2016
North America (U.S.)
1x
JPMorgan Diversified Factor US Mid Cap Equity Index
Mid-Cap
Blend
Expense Ratio
JPME has an expense ratio of 0.24%, which is considered low.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
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Returns By Period
JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) returned 1.13% year-to-date (YTD) and 6.95% over the past 12 months.
JPME
1.13%
8.53%
-2.23%
6.95%
8.39%
14.33%
N/A
^GSPC (Benchmark)
1.00%
12.45%
0.40%
11.91%
15.05%
15.04%
10.82%
Monthly Returns
The table below presents the monthly returns of JPME, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.08% | -1.42% | -3.06% | -2.36% | 5.14% | 1.13% | |||||||
| 2024 | -1.41% | 4.53% | 4.99% | -5.00% | 3.21% | -1.59% | 6.04% | 2.44% | 2.01% | -1.61% | 7.32% | -7.03% | 13.55% |
| 2023 | 6.50% | -2.52% | -1.54% | 0.15% | -4.32% | 7.88% | 2.88% | -2.68% | -4.94% | -3.84% | 7.95% | 6.58% | 11.29% |
| 2022 | -5.42% | 0.26% | 3.70% | -5.92% | 2.36% | -10.07% | 9.19% | -2.95% | -10.26% | 9.35% | 6.30% | -4.53% | -10.13% |
| 2021 | -0.01% | 4.47% | 5.71% | 4.62% | 2.03% | -0.28% | 1.47% | 2.24% | -3.73% | 5.59% | -2.09% | 6.22% | 28.90% |
| 2020 | -2.21% | -9.79% | -19.61% | 14.20% | 5.90% | 0.60% | 5.96% | 2.66% | -1.93% | 0.91% | 11.51% | 4.71% | 8.46% |
| 2019 | 9.83% | 3.43% | 0.56% | 2.71% | -6.40% | 6.78% | 1.27% | -3.16% | 2.91% | 0.46% | 2.83% | 2.95% | 25.87% |
| 2018 | 3.34% | -3.85% | 0.54% | -0.38% | 1.77% | 1.09% | 2.41% | 2.21% | -0.61% | -6.88% | 1.57% | -9.61% | -8.92% |
| 2017 | 2.27% | 3.59% | 0.38% | 0.99% | 0.62% | 1.15% | 0.58% | -0.08% | 2.20% | 2.10% | 3.68% | 0.19% | 19.09% |
| 2016 | 1.92% | 0.32% | 4.58% | 0.26% | -0.16% | -2.55% | 4.24% | 1.45% | 10.30% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JPME is 42, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
JPMorgan Diversified Return US Mid Cap Equity ETF provided a 1.87% dividend yield over the last twelve months, with an annual payout of $1.93 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.93 | $1.81 | $1.69 | $1.55 | $1.38 | $1.13 | $1.19 | $1.03 | $0.74 | $0.50 |
Dividend yield | 1.87% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.37 | |||||||
| 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 |
| 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 | $1.13 |
| 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 | $1.19 |
| 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 | $1.03 |
| 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 | $0.74 |
| 2016 | $0.50 | $0.50 |
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 5.98%.
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 |
| -18.7% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -7.57% | Jan 29, 2018 | 10 | Feb 9, 2018 | 110 | Jul 19, 2018 | 120 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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