- ISIN
- US46641Q4073
- CUSIP
- 46641Q407
- Issuer
- JPMorgan
- Inception Date
- Sep 29, 2015
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- JPMorgan Diversified Factor US Equity Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $458M
Highlights
- Avg. Volume (1M)
- 8K
- Avg. Volume Value (1M)
- $1.09M
Share Price Chart
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Performance
JPUS Performance Chart
JPMorgan Diversified Return US Equity ETF (JPUS) is up 15.6% since the beginning of the year. JPUS is currently trading at $142 per share. Investors who bought $1,000 worth of JPUS shares 5 years ago would now be looking at an investment worth $1,614.
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Returns By Period
JPMorgan Diversified Return US Equity ETF (JPUS) has returned 15.59% so far this year and 23.27% over the past 12 months. Over the last ten years, JPUS has returned 11.51% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
JPMorgan Diversified Return US Equity ETF
- 1D
- -0.24%
- 1M
- 0.77%
- 6M
- 10.78%
- YTD
- 15.59%
- 1Y
- 23.27%
- 3Y*
- 14.71%
- 5Y*
- 10.05%
- 10Y*
- 11.51%
- ALL TIME*
- 12.14%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
JPUS Monthly Returns History
Based on dividend-adjusted daily data since Sep 30, 2015, JPUS's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -17.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JPUS closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.34% | 6.00% | -4.62% | 5.48% | -0.33% | 2.94% | 1.25% | 15.59% | |||||
| 2025 | 3.09% | 0.10% | -1.71% | -2.00% | 2.57% | 2.67% | 0.16% | 3.56% | 1.63% | -1.85% | 3.57% | -0.89% | 11.18% |
| 2024 | 0.15% | 4.06% | 4.98% | -4.52% | 3.07% | -0.37% | 5.06% | 2.84% | 1.95% | -1.89% | 5.41% | -7.15% | 13.48% |
| 2023 | 5.06% | -3.36% | -0.26% | 0.50% | -4.27% | 6.93% | 3.06% | -2.16% | -4.16% | -2.75% | 7.44% | 5.50% | 10.98% |
| 2022 | -4.28% | -0.92% | 4.23% | -5.07% | 1.98% | -8.99% | 6.93% | -2.54% | -9.83% | 10.00% | 5.90% | -4.00% | -8.47% |
| 2021 | -0.37% | 3.40% | 6.31% | 4.05% | 2.28% | -0.06% | 1.69% | 2.39% | -4.14% | 5.52% | -1.53% | 6.86% | 29.09% |
Benchmark Metrics
JPMorgan Diversified Return US Equity ETF has an annualized alpha of 0.94%, beta of 0.83, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since September 30, 2015.
- This ETF participated in 88.51% of S&P 500 Index downside but only 85.52% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.94%
- Beta
- 0.83
- R²
- 0.80
- Upside Capture
- 85.52%
- Downside Capture
- 88.51%
Expense Ratio
JPUS has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
JPUS ranks 88 for risk / return — above 88% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPUS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 2.00 | +1.29 |
| Martin ratioReturn relative to average drawdown | 13.52 | 8.49 | +5.03 |
Dividends
Dividend History
JPMorgan Diversified Return US Equity ETF provided a 1.97% dividend yield over the last twelve months, with an annual payout of $2.80 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.80 | $2.81 | $2.42 | $2.32 | $2.23 | $1.77 | $1.63 | $1.67 | $1.40 | $0.88 | $0.46 | $0.26 |
Dividend yield | 1.97% | 2.27% | 2.12% | 2.26% | 2.35% | 1.67% | 1.94% | 2.09% | 2.16% | 1.25% | 0.77% | 0.48% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Diversified Return US 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.68 | $0.00 | $1.22 | |||||
| 2025 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.69 | $0.00 | $0.00 | $0.68 | $0.00 | $0.00 | $0.90 | $2.81 |
| 2024 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.82 | $2.42 |
| 2023 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.57 | $0.00 | $0.00 | $0.80 | $2.32 |
| 2022 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.83 | $2.23 |
| 2021 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.69 | $1.77 |
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 US 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 US Equity ETF was 38.69%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
The current JPMorgan Diversified Return US Equity ETF drawdown is 1.14%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-38.69%Mar 2020 | 1mo 4d | 7mo 23d | 8mo 27dFeb 2020 - Nov 2020 | COVID crash2020 |
-19.04%Sep 2022 | 5mo 12d | 1y 2mo | 1y 7moApr 2022 - Dec 2023 | Bear market2022 |
-17.87%Dec 2018 | 3mo 1d | 3mo 12d | 6mo 13dSep 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
-15.96%Apr 2025 | 4mo 7d | 4mo 7d | 8mo 14dDec 2024 - Aug 2025 | 2025 selloff2025 |
-11.74%Jan 2016 | 2mo 19d | 1mo 27d | 4mo 16dNov 2015 - Mar 2016 | — |
Drawdown Indicators
| JPUS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.69% | -56.78% | +18.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -9.10% | +2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -18.90% | +2.94% |
Max Drawdown (5Y)Largest decline over 5 years | -19.04% | -25.43% | +6.39% |
Max Drawdown (10Y)Largest decline over 10 years | -38.69% | -33.92% | -4.77% |
Current DrawdownCurrent decline from peak | -1.14% | -1.58% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -3.77% | -10.70% | +6.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 2.14% | -0.47% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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