JPMorgan U.S. Quality Factor ETF (JQUA)

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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.

JPMorgan U.S. Quality Factor ETF (JQUA) has returned -2.67% so far this year and 9.94% over the past 12 months.

Based on dividend-adjusted daily data since Nov 9, 2017, JQUA's average daily return is +0.06%, while the average monthly return is +1.12%. At this rate, your investment would double in approximately 5.2 years.

Historically, 66% of months were positive and 34% 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%.

JPMorgan U.S. Quality Factor ETF has an annualized alpha of 2.66%, beta of 0.87, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since November 10, 2017.

• This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.78%) than losses (90.19%) — typical of diversified or defensive assets.
• This ETF generated an annualized alpha of 2.66% 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.

JQUA has an expense ratio of 0.12%, which is considered low.

JQUA ranks 35 for risk / return — below 35% 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.

The table below present risk-adjusted performance metrics for JPMorgan U.S. Quality Factor ETF (JQUA) and compare them to a chosen benchmark (S&P 500 Index).

JPMorgan U.S. Quality Factor ETF provided a 1.26% 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.

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.

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.

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 4.94%.

The chart below shows the rolling one-month volatility.