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
US46641Q8454
46641Q845
Nov 15, 2016
North America (U.S.)
1x
JPMorgan Diversified Factor US Small Cap Equity Index
Micro-Cap
Blend
Expense Ratio
JPSE has an expense ratio of 0.29%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) returned -7.44% year-to-date (YTD) and -1.55% over the past 12 months.
JPSE
-7.44%
9.14%
-14.06%
-1.55%
13.59%
N/A
^GSPC (Benchmark)
-3.77%
7.44%
-5.60%
8.37%
14.12%
10.46%
Monthly Returns
The table below presents the monthly returns of JPSE, 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 | 1.25% | -4.09% | -3.89% | -4.11% | 3.42% | -7.44% | |||||||
| 2024 | -3.85% | 3.14% | 3.67% | -5.22% | 4.76% | -2.42% | 10.70% | -1.83% | 1.80% | -2.62% | 9.73% | -8.23% | 8.07% |
| 2023 | 9.24% | -2.06% | -3.67% | -2.36% | -1.95% | 7.89% | 5.22% | -3.38% | -5.22% | -5.07% | 7.44% | 10.77% | 15.88% |
| 2022 | -7.68% | 2.05% | 1.22% | -7.60% | 1.83% | -8.93% | 10.10% | -3.68% | -10.51% | 12.86% | 4.53% | -6.44% | -14.40% |
| 2021 | 5.58% | 8.05% | 3.14% | 1.50% | 2.33% | 1.19% | -1.96% | 1.88% | -2.20% | 4.65% | -2.16% | 4.54% | 29.31% |
| 2020 | -3.93% | -9.72% | -23.37% | 14.76% | 6.67% | 3.37% | 4.71% | 3.80% | -3.39% | 1.77% | 16.31% | 7.62% | 12.49% |
| 2019 | 10.21% | 4.18% | -1.48% | 3.46% | -7.68% | 7.05% | 1.04% | -4.91% | 2.54% | 1.77% | 2.72% | 3.22% | 22.95% |
| 2018 | 0.74% | -4.41% | 1.97% | 1.14% | 5.20% | 1.99% | 1.35% | 3.93% | -1.63% | -8.75% | 1.67% | -10.77% | -8.61% |
| 2017 | -1.42% | 2.79% | 1.02% | 1.79% | -1.87% | 2.10% | 0.71% | -1.29% | 5.64% | 1.45% | 3.21% | -0.37% | 14.38% |
| 2016 | 0.97% | 2.67% | 3.67% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JPSE is 16, meaning it’s performing worse than 84% of other ETFs on our website when it comes to balancing risk and reward. Below is 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 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.
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Dividends
Dividend History
JPMorgan Diversified Return U.S. Small Cap Equity ETF provided a 1.82% dividend yield over the last twelve months, with an annual payout of $0.79 per share. The fund has been increasing its distributions for 8 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.79 | $0.78 | $0.78 | $0.60 | $0.57 | $0.48 | $0.40 | $0.32 | $0.22 | $0.04 |
Dividend yield | 1.82% | 1.66% | 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | |||||||
| 2024 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.29 | $0.78 |
| 2023 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.32 | $0.78 |
| 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 | $0.60 |
| 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 | $0.57 |
| 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 | $0.48 |
| 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 | $0.40 |
| 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 | $0.32 |
| 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 | $0.22 |
| 2016 | $0.04 | $0.04 |
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 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 15.68%.
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 | 450 | Jul 15, 2024 | 672 |
| -25.49% | Nov 26, 2024 | 90 | Apr 8, 2025 | — | — | — |
| -23.27% | Sep 17, 2018 | 69 | Dec 24, 2018 | 265 | Jan 14, 2020 | 334 |
| -9.04% | Aug 1, 2024 | 3 | Aug 5, 2024 | 32 | Sep 19, 2024 | 35 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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