- Issuer
- JPMorgan
- Inception Date
- Nov 8, 2017
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- JP Morgan US Quality Factor Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $8B
Share Price Chart
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Performance
JQUA Performance Chart
JPMorgan U.S. Quality Factor ETF (JQUA) is up 13.6% since the beginning of the year. JQUA is currently trading at $72 per share. Investors who bought $1,000 worth of JQUA shares 5 years ago would now be looking at an investment worth $1,900.
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Returns By Period
JPMorgan U.S. Quality Factor ETF (JQUA) has returned 13.59% so far this year and 23.79% over the past 12 months.
JPMorgan U.S. Quality Factor ETF
- 1D
- 0.20%
- 1M
- 2.62%
- YTD
- 13.59%
- 6M
- 12.46%
- 1Y
- 23.79%
- 3Y*
- 19.82%
- 5Y*
- 13.70%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
JQUA Monthly Returns History
Based on dividend-adjusted daily data since Nov 9, 2017, JQUA's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, an investment would double in approximately 4.7 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.3%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JQUA closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.14% | 0.91% | -4.63% | 8.22% | 7.08% | 0.70% | 13.59% | ||||||
| 2025 | 4.02% | -0.34% | -4.62% | -0.67% | 4.92% | 2.35% | 0.67% | 2.20% | 2.10% | -0.30% | 0.59% | 0.54% | 11.69% |
| 2024 | 2.63% | 5.09% | 2.65% | -5.31% | 2.98% | 3.07% | 1.83% | 3.45% | 1.73% | -1.26% | 6.91% | -3.70% | 21.21% |
| 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% | 25.13% |
| 2022 | -6.33% | -3.31% | 4.33% | -6.93% | 0.68% | -6.90% | 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% |
Benchmark Metrics
JPMorgan U.S. Quality Factor ETF has an annualized alpha of 3.06%, beta of 0.87, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since November 09, 2017.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.09%) than losses (89.07%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 3.06% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.87 and R2 of 0.87, 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
- 3.06%
- Beta
- 0.87
- R²
- 0.87
- Upside Capture
- 96.09%
- Downside Capture
- 89.07%
Expense Ratio
JQUA has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
JQUA ranks 66 for risk / return — better than 66% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan U.S. Quality Factor ETF (JQUA) 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.
| JQUA | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.78 | +0.57 |
| Martin ratioReturn relative to average drawdown | 13.73 | 12.44 | +1.29 |
Dividends
Dividend History
JPMorgan U.S. Quality Factor ETF provided a 1.08% dividend yield over the last twelve months, with an annual payout of $0.77 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.77 | $0.75 | $0.71 | $0.58 | $0.62 | $0.60 | $0.52 | $0.52 | $0.52 | $0.10 |
Dividend yield | 1.08% | 1.19% | 1.24% | 1.21% | 1.60% | 1.32% | 1.44% | 1.67% | 2.10% | 0.40% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.00 | $0.18 | ||||||
| 2025 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.25 | $0.75 |
| 2024 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.24 | $0.71 |
| 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 | $0.14 | $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 |
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 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 0.78%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.92%Mar 2020 | 1mo 2d | 4mo 22d | 5mo 24dFeb 2020 - Aug 2020 |
Bear market2022 | -22.47%Sep 2022 | 9mo 4d | 9mo 16d | 1y 6moDec 2021 - Jul 2023 |
Rate-hike selloffLate 2018 | -17.08%Dec 2018 | 3mo | 2mo 27d | 5mo 27dSep 2018 - Mar 2019 |
2025 selloff2025 | -16.81%Apr 2025 | 1mo 18d | 2mo 26d | 4mo 14dFeb 2025 - Jul 2025 |
2018 pullback2018 | -9.67%Feb 2018 | 10d | 6mo 1d | 6mo 11dJan 2018 - Aug 2018 |
Drawdown Indicators
| JQUA | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.92% | -56.78% | +23.86% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -9.10% | +1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -16.81% | -18.90% | +2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -22.47% | -25.43% | +2.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.78% | -1.80% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -10.71% | +6.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 2.03% | -0.29% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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