JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE)

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The chart shows the growth of an initial investment of $10,000 in JPMorgan Diversified Return U.S. Small 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.

JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) has returned 4.88% so far this year and 22.22% over the past 12 months.

Based on dividend-adjusted daily data since Nov 17, 2016, JPSE's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, your investment would double in approximately 6.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +16.3%, while the worst month was Mar 2020 at -23.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, JPSE closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -11.3%.

JPMorgan Diversified Return U.S. Small Cap Equity ETF has an annualized alpha of -1.73%, beta of 1.00, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since November 18, 2016.

• This ETF participated in 109.42% of S&P 500 Index downside but only 98.02% of its upside — more exposed to losses than it benefited from rallies.
• With beta of 1.00 and R² of 0.70, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

JPSE has an expense ratio of 0.29%, placing it in the medium range.

JPSE ranks 62 for risk / return — better than 62% 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.

The table below present risk-adjusted performance metrics for JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) and compare them to a chosen benchmark (S&P 500 Index).

JPMorgan Diversified Return U.S. Small Cap Equity ETF provided a 1.52% dividend yield over the last twelve months, with an annual payout of $0.80 per share. The fund has been increasing its distributions for 9 consecutive years.

The table displays the monthly dividend distributions for JPMorgan Diversified Return U.S. Small Cap Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the JPMorgan Diversified Return U.S. Small 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 U.S. Small Cap Equity ETF was 43.02%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current JPMorgan Diversified Return U.S. Small Cap Equity ETF drawdown is 4.86%.

The chart below shows the rolling one-month volatility.