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ISIN
US46654Q7088
Issuer
JPMorgan
Inception Date
Mar 7, 2023
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend
Assets Under Management
$25M

Share Price Chart


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Performance

JPSV Performance Chart

Jpmorgan Active Small Cap Value ETF (JPSV) is up 11.8% since the beginning of the year. JPSV is currently trading at $65 per share.


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S&P 500 Index

Returns By Period

Jpmorgan Active Small Cap Value ETF (JPSV) has returned 11.77% so far this year and 19.79% over the past 12 months.


Jpmorgan Active Small Cap Value ETF

1D
0.69%
1M
2.90%
YTD
11.77%
6M
11.53%
1Y
19.79%
3Y*
11.93%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPSV Monthly Returns History

Based on dividend-adjusted daily data since Mar 8, 2023, JPSV's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 50% of months were positive and 50% were negative. The best month was Jul 2024 with a return of +11.3%, while the worst month was Dec 2024 at -7.5%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JPSV closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +7.3%, while the worst single day was Apr 3, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.81%0.77%-4.02%7.43%2.16%0.45%11.77%
20251.54%-2.49%-4.29%-4.21%4.24%1.84%-0.52%6.98%-2.12%-3.31%4.05%-0.36%0.63%
2024-3.54%2.56%4.49%-4.47%3.15%-1.10%11.30%-2.05%0.00%-2.16%9.34%-7.47%8.73%
2023-3.91%-2.77%-1.99%7.40%4.93%-2.16%-4.22%-3.28%6.62%10.03%9.72%

Benchmark Metrics

Jpmorgan Active Small Cap Value ETF has an annualized alpha of -7.22%, beta of 0.86, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since March 09, 2023.

  • This ETF participated in 121.56% of S&P 500 Index downside but only 67.56% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -7.22% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.86 and R2 of 0.51, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-7.22%
Beta
0.86
0.51
Upside Capture
67.56%
Downside Capture
121.56%

Expense Ratio

JPSV has an expense ratio of 0.74%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JPSV ranks 37 for risk / return — below 37% 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.


JPSV Risk / Return Rank: 3737
Overall Rank
JPSV Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JPSV Sortino Ratio Rank: 3737
Sortino Ratio Rank
JPSV Omega Ratio Rank: 3434
Omega Ratio Rank
JPSV Calmar Ratio Rank: 4444
Calmar Ratio Rank
JPSV Martin Ratio Rank: 3737
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 Active Small Cap Value ETF (JPSV) and compare them to S&P 500 Index.


JPSVBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.28

2.39

-1.11

Sortino ratio

Return per unit of downside risk

1.97

3.25

-1.29

Omega ratio

Gain probability vs. loss probability

1.23

1.43

-0.20

Calmar ratio

Return relative to maximum drawdown

2.20

3.11

-0.91

Martin ratio

Return relative to average drawdown

5.91

14.38

-8.48

Dividends

Dividend History

Jpmorgan Active Small Cap Value ETF provided a 1.27% dividend yield over the last twelve months, with an annual payout of $0.82 per share. The fund has been increasing its distributions for 2 consecutive years.


1.10%1.20%1.30%1.40%$0.00$0.20$0.40$0.60$0.80202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.82$0.82$0.71$0.59

Dividend yield

1.27%1.42%1.21%1.09%

Monthly Dividends

The table displays the monthly dividend distributions for Jpmorgan Active Small Cap Value 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$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.82$0.82
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.71$0.71
2023$0.59$0.59

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 Active Small Cap Value 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 Active Small Cap Value ETF was 22.78%, occurring on Apr 8, 2025. Recovery took 209 trading sessions.

The current Jpmorgan Active Small Cap Value ETF drawdown is 0.11%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-22.78%Apr 2025
4mo 13d10mo 4d
1y 2moNov 2024 - Feb 2026
2023 correction2023
-11.02%Oct 2023
2mo 20d1mo 17d
4mo 7dAug 2023 - Dec 2023
2023 pullback2023
-9.34%May 2023
1mo 26d2mo 10d
4mo 6dMar 2023 - Jul 2023
2026 pullback2026
-9.02%Mar 2026
1mo 9d28d
2mo 7dFeb 2026 - Apr 2026
2024 pullback2024
-8.80%Aug 2024
6d3mo 1d
3mo 7dAug 2024 - Nov 2024

Drawdown Indicators


JPSVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.78%

-56.78%

+34.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-9.10%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-22.78%

-18.90%

-3.88%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.11%

0.00%

-0.11%

Average Drawdown

Average peak-to-trough decline

-5.64%

-10.72%

+5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

1.97%

+1.39%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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