JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE)
JPSE is a passive ETF by JPMorgan Chase tracking the investment results of the JPMorgan Diversified Factor US Small Cap Equity Index. JPSE launched on Nov 15, 2016 and has a 0.29% expense ratio.
ETF Info
ISIN | US46641Q8454 |
---|---|
CUSIP | 46641Q845 |
Issuer | JPMorgan Chase |
Inception Date | Nov 15, 2016 |
Region | North America (U.S.) |
Category | Small Cap Growth Equities |
Index Tracked | JPMorgan Diversified Factor US Small Cap Equity Index |
Home Page | am.jpmorgan.com |
Asset Class | Equity |
Asset Class Size | Micro-Cap |
Asset Class Style | Blend |
Expense Ratio
The JPMorgan Diversified Return U.S. Small Cap Equity ETF has a high expense ratio of 0.29%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
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
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.
Returns By Period
JPMorgan Diversified Return U.S. Small Cap Equity ETF had a return of -1.33% year-to-date (YTD) and 14.79% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | -1.33% | 6.33% |
1 month | -1.86% | -2.81% |
6 months | 18.11% | 21.13% |
1 year | 14.79% | 24.56% |
5 years (annualized) | 8.40% | 11.55% |
10 years (annualized) | N/A | 10.55% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -3.85% | 3.14% | 3.67% | |||||||||
2023 | -5.22% | -5.07% | 7.44% | 10.77% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
JPMorgan Diversified Return U.S. Small Cap Equity ETF(JPSE)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
JPMorgan Diversified Return U.S. Small Cap Equity ETF granted a 1.84% dividend yield in the last twelve months. The annual payout for that period amounted to $0.80 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
---|---|---|---|---|---|---|---|---|---|
Dividend | $0.80 | $0.78 | $0.60 | $0.57 | $0.47 | $0.40 | $0.32 | $0.22 | $0.04 |
Dividend yield | 1.84% | 1.76% | 1.55% | 1.24% | 1.32% | 1.23% | 1.18% | 0.74% | 0.14% |
Monthly Dividends
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | $0.09 | |||||||||
2023 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.32 |
2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.31 |
2021 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.29 |
2020 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.20 |
2019 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.13 |
2018 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 |
2016 | $0.04 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
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 5.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-43.02% | Jan 17, 2020 | 45 | Mar 23, 2020 | 166 | Nov 16, 2020 | 211 |
-25.56% | Nov 9, 2021 | 222 | Sep 27, 2022 | — | — | — |
-23.27% | Sep 17, 2018 | 69 | Dec 24, 2018 | 265 | Jan 14, 2020 | 334 |
-8.4% | Mar 16, 2021 | 7 | Mar 24, 2021 | 47 | Jun 1, 2021 | 54 |
-8.33% | Jun 9, 2021 | 28 | Jul 19, 2021 | 66 | Oct 20, 2021 | 94 |
Volatility
Volatility Chart
The current JPMorgan Diversified Return U.S. Small Cap Equity ETF volatility is 5.08%, 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.