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ISIN
US46641Q1269
Issuer
JPMorgan
Inception Date
Dec 31, 1997
Region
North America (U.S.)
Category
REIT
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$474M

Share Price Chart


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Performance

JPRE Performance Chart

JPMorgan Realty Income ETF (JPRE) is up 12.4% since the beginning of the year. JPRE is currently trading at $52 per share.


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S&P 500 Index

Returns By Period

JPMorgan Realty Income ETF (JPRE) has returned 12.40% so far this year and 12.36% over the past 12 months.


JPMorgan Realty Income ETF

1D
1.16%
1M
0.09%
YTD
12.40%
6M
11.91%
1Y
12.36%
3Y*
10.61%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPRE Monthly Returns History

Based on dividend-adjusted daily data since May 23, 2022, JPRE's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.

Historically, 56% of months were positive and 44% were negative. The best month was Jan 2023 with a return of +10.9%, while the worst month was Sep 2022 at -12.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JPRE closed higher 52% of trading days. The best single day was Nov 10, 2022 with a return of +6.8%, while the worst single day was Jun 13, 2022 at -5.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.57%6.97%-5.91%7.88%-0.29%1.22%12.40%
20250.04%4.86%-2.39%-1.22%0.55%0.10%-1.11%2.36%-0.01%-1.67%2.38%-2.28%1.36%
2024-3.86%0.67%1.05%-6.38%5.91%2.01%7.25%5.10%3.03%-2.26%3.25%-7.35%7.43%
202310.92%-5.08%-1.63%0.78%-4.02%4.82%1.84%-2.72%-6.47%-1.87%10.91%7.10%13.41%
20223.77%-6.97%8.05%-5.85%-12.29%3.27%6.24%-4.73%-9.96%

Benchmark Metrics

JPMorgan Realty Income ETF has an annualized alpha of 4.94%, beta of 0.34, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since May 24, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (34.60%) than losses (5.73%) - typical of diversified or defensive assets.
  • Beta of 0.34 may look defensive, but with R2 of 0.10 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.10 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.94%
Beta
0.34
0.10
Upside Capture
34.60%
Downside Capture
5.73%

Expense Ratio

JPRE has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JPRE ranks 29 for risk / return — below 29% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


JPRE Risk / Return Rank: 2929
Overall Rank
JPRE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JPRE Sortino Ratio Rank: 2626
Sortino Ratio Rank
JPRE Omega Ratio Rank: 2727
Omega Ratio Rank
JPRE Calmar Ratio Rank: 3535
Calmar Ratio Rank
JPRE Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan Realty Income ETF (JPRE) and compare them to S&P 500 Index.


JPREBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.61

Martin ratioReturn relative to average drawdown

4.43

Dividends

Dividend History

JPMorgan Realty Income ETF provided a 2.22% dividend yield over the last twelve months, with an annual payout of $1.16 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$1.00$2.00$3.00$4.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$1.16$1.22$1.05$1.47$4.36

Dividend yield

2.22%2.62%2.21%3.26%10.60%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Realty Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.15$0.00$0.00$0.00$0.15
2025$0.00$0.00$0.21$0.00$0.00$0.29$0.00$0.00$0.28$0.00$0.00$0.44$1.22
2024$0.00$0.00$0.17$0.00$0.00$0.25$0.00$0.00$0.28$0.00$0.00$0.35$1.05
2023$0.00$0.00$0.27$0.00$0.00$0.47$0.00$0.00$0.33$0.00$0.00$0.39$1.47
2022$0.06$0.00$0.00$0.42$0.00$0.00$3.88$4.36

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 Realty Income 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 Realty Income ETF was 23.84%, occurring on Oct 14, 2022. Recovery took 439 trading sessions.

The current JPMorgan Realty Income ETF drawdown is 0.59%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-23.84%Oct 2022
1mo 29d1y 9mo
1y 11moAug 2022 - Jul 2024
2025 selloff2025
-16.27%Apr 2025
6mo 23d10mo 10d
1y 4moSep 2024 - Feb 2026
Bear market2022
-12.17%Jun 2022
14d1mo 27d
2mo 11dMay 2022 - Aug 2022
2026 pullback2026
-7.70%Mar 2026
1mo 7d20d
1mo 27dFeb 2026 - Apr 2026
2026 pullback2026
-3.78%Jun 2026
5d
10d 3hMay 2026 - now

Drawdown Indicators


JPREBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-23.84%

-9.10%

-14.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.70%

Max Drawdown (3Y)

Largest decline over 3 years

-16.27%

Current Drawdown

Current decline from peak

-0.59%

-2.97%

+2.38%

Average Drawdown

Average peak-to-trough decline

-8.15%

-1.13%

-7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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