JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE)
JREM.DE is a passive ETF by JPMorgan tracking the investment results of the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). JREM.DE launched on Dec 6, 2018 and has a 0.30% expense ratio.
ETF Info
| ISIN | IE00BF4G6Z54 |
|---|---|
| WKN | A2DWM5 |
| Issuer | JPMorgan |
| Inception Date | Dec 6, 2018 |
| Category | Emerging Markets Equities |
| Leveraged | 1x |
| Index Tracked | JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG) |
| Domicile | Ireland |
| Distribution Policy | Accumulating |
| Asset Class | Equity |
Expense Ratio
JREM.DE features an expense ratio of 0.30%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc), 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 Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) had a return of 14.37% year-to-date (YTD) and 18.17% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 14.37% | 25.82% |
| 1 month | -1.75% | 3.20% |
| 6 months | 4.92% | 14.94% |
| 1 year | 18.17% | 35.92% |
| 5 years (annualized) | 3.94% | 14.22% |
| 10 years (annualized) | N/A | 11.43% |
Monthly Returns
The table below presents the monthly returns of JREM.DE, 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 | -1.84% | 3.47% | 3.03% | 1.44% | -1.28% | 5.76% | -0.75% | -1.72% | 5.30% | -1.41% | 14.37% | ||
| 2023 | 6.81% | -4.36% | 0.36% | -3.17% | 0.37% | 2.95% | 4.82% | -4.91% | -0.35% | -4.22% | 4.57% | 2.13% | 4.21% |
| 2022 | 0.95% | -4.80% | -1.50% | -0.50% | -1.95% | -3.87% | 1.02% | 1.29% | -9.16% | -3.51% | 10.73% | -4.28% | -15.62% |
| 2021 | 5.37% | 0.88% | 1.31% | -0.68% | 0.87% | 3.14% | -6.48% | 2.04% | -1.23% | 1.04% | -1.95% | 0.93% | 4.87% |
| 2020 | -5.55% | -3.71% | -14.27% | 7.67% | -0.90% | 6.35% | 2.23% | 2.25% | 1.53% | 3.07% | 7.46% | 4.28% | 8.43% |
| 2019 | 9.39% | -0.15% | 2.66% | 2.63% | -6.20% | 3.92% | 1.11% | -3.32% | 3.18% | 1.27% | 1.82% | 6.40% | 24.14% |
| 2018 | -2.66% | -2.66% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JREM.DE is 26, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
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 Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc). 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 Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) was 30.28%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) drawdown is 8.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.28% | Jan 21, 2020 | 45 | Mar 23, 2020 | 161 | Nov 9, 2020 | 206 |
| -28.46% | Feb 16, 2021 | 433 | Oct 24, 2022 | — | — | — |
| -9.8% | Apr 23, 2019 | 80 | Aug 14, 2019 | 57 | Nov 4, 2019 | 137 |
| -5.05% | Jan 22, 2021 | 6 | Jan 29, 2021 | 3 | Feb 3, 2021 | 9 |
| -4.64% | Nov 8, 2019 | 18 | Dec 3, 2019 | 8 | Dec 13, 2019 | 26 |
Volatility
Volatility Chart
The current JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) volatility is 4.24%, 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.