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 |
| Leveraged | 1x |
| 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
JPSE features an expense ratio of 0.29%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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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 15.92% year-to-date (YTD) and 34.83% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 15.92% | 25.45% |
| 1 month | 5.32% | 2.91% |
| 6 months | 12.72% | 14.05% |
| 1 year | 34.83% | 35.64% |
| 5 years (annualized) | 11.85% | 14.13% |
| 10 years (annualized) | N/A | 11.39% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.85% | 3.14% | 3.67% | -5.22% | 4.76% | -2.42% | 10.70% | -1.83% | 1.80% | -2.62% | 15.92% | ||
| 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% | -10.52% | 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% | 1.76% | 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% | 1.98% | 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 54, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 provided a 1.60% dividend yield over the last twelve months, with an annual payout of $0.81 per share. The fund has been increasing its distributions for 7 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.81 | $0.78 | $0.60 | $0.57 | $0.48 | $0.40 | $0.32 | $0.22 | $0.04 |
Dividend yield | 1.60% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.49 | |
| 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.
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 1.56%.
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 |
| -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 |
| -8.4% | Mar 16, 2021 | 7 | Mar 24, 2021 | 47 | Jun 1, 2021 | 54 |
Volatility
Volatility Chart
The current JPMorgan Diversified Return U.S. Small Cap Equity ETF volatility is 7.18%, 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.