JPMorgan U.S. Quality Factor ETF (JQUA)
JQUA is a passive ETF by JPMorgan Chase tracking the investment results of the JP Morgan US Quality Factor Index. JQUA launched on Nov 8, 2017 and has a 0.12% expense ratio.
ETF Info
Nov 8, 2017
North America (U.S.)
1x
JP Morgan US Quality Factor Index
Large-Cap
Growth
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in JPMorgan U.S. Quality Factor 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 U.S. Quality Factor ETF had a return of 22.06% year-to-date (YTD) and 28.94% in the last 12 months.
JQUA
22.06%
1.10%
11.32%
28.94%
15.55%
N/A
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
Monthly Returns
The table below presents the monthly returns of JQUA, 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 | 2.63% | 5.09% | 2.65% | -5.31% | 2.98% | 3.07% | 1.83% | 3.45% | 1.73% | -1.26% | 22.06% | ||
| 2023 | 4.98% | -2.26% | 3.96% | 1.38% | -0.17% | 6.45% | 3.07% | -0.70% | -4.22% | -2.47% | 8.41% | 5.06% | 25.14% |
| 2022 | -6.33% | -3.31% | 4.33% | -6.93% | 0.68% | -6.91% | 7.22% | -4.08% | -8.16% | 8.90% | 6.84% | -4.46% | -13.45% |
| 2021 | -1.83% | 2.57% | 4.78% | 4.49% | 0.81% | 3.25% | 3.08% | 2.40% | -4.88% | 6.23% | -0.14% | 5.30% | 28.68% |
| 2020 | 0.16% | -7.55% | -11.67% | 12.31% | 5.90% | 0.67% | 4.50% | 5.82% | -3.21% | -2.80% | 10.62% | 3.43% | 16.56% |
| 2019 | 7.21% | 4.41% | 1.97% | 2.62% | -5.87% | 6.42% | 1.69% | -0.85% | 1.41% | 1.15% | 3.32% | 2.46% | 28.47% |
| 2018 | 4.35% | -4.05% | -1.38% | 1.01% | 1.43% | 0.51% | 0.28% | 7.23% | 0.76% | -5.69% | 0.86% | -7.43% | -2.97% |
| 2017 | 0.04% | 5.03% | 5.07% |
Expense Ratio
JQUA has an expense ratio of 0.12%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of JQUA is 84, placing it in the top 16% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for JPMorgan U.S. Quality Factor ETF (JQUA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
JPMorgan U.S. Quality Factor ETF provided a 1.16% dividend yield over the last twelve months, with an annual payout of $0.67 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.67 | $0.58 | $0.62 | $0.60 | $0.52 | $0.52 | $0.52 | $0.10 |
Dividend yield | 1.16% | 1.22% | 1.59% | 1.32% | 1.44% | 1.67% | 2.10% | 0.39% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan U.S. Quality Factor 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 | $0.12 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.47 | |
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.20 | $0.58 |
| 2022 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.20 | $0.62 |
| 2021 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.21 | $0.60 |
| 2020 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.21 | $0.52 |
| 2019 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.16 | $0.52 |
| 2018 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.15 | $0.52 |
| 2017 | $0.10 | $0.10 |
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 U.S. Quality Factor 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 U.S. Quality Factor ETF was 32.92%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current JPMorgan U.S. Quality Factor ETF drawdown is 1.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.92% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -22.47% | Dec 30, 2021 | 190 | Sep 30, 2022 | 194 | Jul 13, 2023 | 384 |
| -17.08% | Sep 25, 2018 | 49 | Dec 24, 2018 | 59 | Mar 21, 2019 | 108 |
| -9.67% | Jan 30, 2018 | 7 | Feb 9, 2018 | 23 | Aug 9, 2018 | 30 |
| -8.78% | Aug 1, 2023 | 63 | Oct 27, 2023 | 16 | Nov 20, 2023 | 79 |
Volatility
Volatility Chart
The current JPMorgan U.S. Quality Factor ETF volatility is 3.51%, 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.