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JPMorgan Diversified Return US Equity ETF (JPUS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46641Q4073

CUSIP

46641Q407

Issuer

JPMorgan Chase

Inception Date

Sep 29, 2015

Region

North America (U.S.)

Leveraged

1x

Index Tracked

JPMorgan Diversified Factor US Equity Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

JPUS has an expense ratio of 0.18%, which is considered low compared to other funds.


Expense ratio chart for JPUS: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

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.


Popular comparisons:
JPUS vs. VOO JPUS vs. SPY JPUS vs. SCHD JPUS vs. JEPI JPUS vs. VTI JPUS vs. IVV JPUS vs. ^GSPC JPUS vs. RSP JPUS vs. VEA JPUS vs. VIGAX
Popular comparisons:
JPUS vs. VOO JPUS vs. SPY JPUS vs. SCHD JPUS vs. JEPI JPUS vs. VTI JPUS vs. IVV JPUS vs. ^GSPC JPUS vs. RSP JPUS vs. VEA JPUS vs. VIGAX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan Diversified Return US 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.


160.00%170.00%180.00%190.00%200.00%210.00%220.00%AugustSeptemberOctoberNovemberDecember2025
175.25%
212.32%
JPUS (JPMorgan Diversified Return US Equity ETF)
Benchmark (^GSPC)

Returns By Period

JPMorgan Diversified Return US Equity ETF had a return of 3.02% year-to-date (YTD) and 17.39% in the last 12 months.


JPUS

YTD

3.02%

1M

2.52%

6M

5.42%

1Y

17.39%

5Y*

9.93%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.96%

1M

2.21%

6M

8.93%

1Y

23.90%

5Y*

12.52%

10Y*

11.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of JPUS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.15%4.06%4.98%-4.52%3.07%-0.37%5.06%2.84%1.95%-1.89%5.41%-7.81%12.67%
20235.06%-3.36%-0.26%0.50%-4.27%6.94%3.06%-2.16%-4.16%-2.75%7.44%5.50%10.99%
2022-4.28%-0.92%4.23%-5.07%1.98%-9.00%6.93%-2.54%-9.83%10.00%5.90%-4.00%-8.48%
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%
2020-1.43%-9.28%-17.14%12.77%5.49%0.10%5.52%3.50%-1.91%-0.61%11.03%3.10%7.54%
20198.52%3.39%0.87%2.69%-6.00%6.63%1.24%-1.91%2.61%0.72%2.27%2.63%25.50%
20184.08%-4.11%-0.68%0.16%1.22%1.06%3.19%2.13%0.11%-6.25%2.12%-8.49%-6.14%
20172.21%3.95%0.40%1.06%1.76%0.54%0.82%0.27%1.92%1.82%3.65%0.53%20.58%
2016-6.33%3.16%7.21%-0.18%1.62%1.63%3.26%-1.11%-0.07%-2.48%3.03%1.47%11.11%
20157.87%-0.71%-0.51%6.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JPUS is 63, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JPUS is 6363
Overall Rank
The Sharpe Ratio Rank of JPUS is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of JPUS is 6666
Sortino Ratio Rank
The Omega Ratio Rank of JPUS is 6464
Omega Ratio Rank
The Calmar Ratio Rank of JPUS is 6464
Calmar Ratio Rank
The Martin Ratio Rank of JPUS is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JPUS, currently valued at 1.65, compared to the broader market0.002.004.001.652.06
The chart of Sortino ratio for JPUS, currently valued at 2.32, compared to the broader market0.005.0010.002.322.74
The chart of Omega ratio for JPUS, currently valued at 1.29, compared to the broader market1.002.003.001.291.38
The chart of Calmar ratio for JPUS, currently valued at 2.05, compared to the broader market0.005.0010.0015.0020.002.053.13
The chart of Martin ratio for JPUS, currently valued at 6.50, compared to the broader market0.0020.0040.0060.0080.00100.006.5012.84
JPUS
^GSPC

The current JPMorgan Diversified Return US Equity ETF Sharpe ratio is 1.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan Diversified Return US Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.65
2.06
JPUS (JPMorgan Diversified Return US Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Diversified Return US Equity ETF provided a 1.36% dividend yield over the last twelve months, with an annual payout of $1.60 per share.


0.50%1.00%1.50%2.00%$0.00$0.50$1.00$1.50$2.002015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$1.60$1.60$2.32$2.23$1.77$1.63$1.67$1.40$0.88$0.46$0.26

Dividend yield

1.36%1.40%2.26%2.35%1.67%1.94%2.09%2.16%1.25%0.78%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00
2024$0.00$0.00$0.38$0.00$0.00$0.64$0.00$0.00$0.59$0.00$0.00$0.00$1.60
2023$0.00$0.00$0.36$0.00$0.00$0.59$0.00$0.00$0.58$0.00$0.00$0.80$2.32
2022$0.00$0.00$0.36$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
2020$0.00$0.00$0.32$0.00$0.00$0.44$0.00$0.00$0.37$0.00$0.00$0.49$1.63
2019$0.00$0.00$0.27$0.00$0.00$0.44$0.00$0.00$0.35$0.00$0.00$0.61$1.67
2018$0.00$0.00$0.22$0.00$0.00$0.35$0.00$0.00$0.42$0.00$0.00$0.42$1.40
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.88$0.88
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.46$0.46
2015$0.26$0.26

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.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.02%
-1.54%
JPUS (JPMorgan Diversified Return US Equity ETF)
Benchmark (^GSPC)

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 5.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.69%Feb 18, 202025Mar 23, 2020163Nov 11, 2020188
-19.05%Apr 21, 2022113Sep 30, 2022303Dec 14, 2023416
-17.87%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-11.74%Nov 2, 201526Jan 20, 201620Mar 17, 201646
-9.37%Jan 29, 20189Feb 8, 2018124Aug 7, 2018133

Volatility

Volatility Chart

The current JPMorgan Diversified Return US Equity ETF volatility is 4.11%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.11%
5.07%
JPUS (JPMorgan Diversified Return US Equity ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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