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JPMorgan Global Emerging Markets Research Enhanced...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BF4G6Z54
WKNA2DWM5
IssuerJPMorgan
Inception DateDec 6, 2018
CategoryEmerging Markets Equities
Leveraged1x
Index TrackedJP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG)
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

JREM.DE features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for JREM.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
3.17%
5.62%
JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc))
Benchmark (^GSPC)

Returns By Period

JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) had a return of 6.48% year-to-date (YTD) and 7.77% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.48%17.79%
1 month-2.74%0.18%
6 months3.17%7.53%
1 year7.77%26.42%
5 years (annualized)2.93%13.48%
10 years (annualized)N/A10.85%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.84%3.47%3.03%1.44%-1.28%5.76%-0.75%-1.72%6.48%
20236.81%-4.36%0.36%-3.17%0.37%2.95%4.82%-4.91%-0.35%-4.22%4.57%2.13%4.21%
20220.95%-4.80%-1.50%-0.50%-1.95%-3.87%1.02%1.29%-9.16%-3.51%10.73%-4.28%-15.62%
20215.37%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%
20199.39%-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 21, indicating that it is in the bottom 21% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of JREM.DE is 2121
JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc))
The Sharpe Ratio Rank of JREM.DE is 2020Sharpe Ratio Rank
The Sortino Ratio Rank of JREM.DE is 2020Sortino Ratio Rank
The Omega Ratio Rank of JREM.DE is 1919Omega Ratio Rank
The Calmar Ratio Rank of JREM.DE is 2020Calmar Ratio Rank
The Martin Ratio Rank of JREM.DE is 2424Martin 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 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.


JREM.DE
Sharpe ratio
The chart of Sharpe ratio for JREM.DE, currently valued at 0.62, compared to the broader market0.002.004.000.62
Sortino ratio
The chart of Sortino ratio for JREM.DE, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.0012.000.96
Omega ratio
The chart of Omega ratio for JREM.DE, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.12
Calmar ratio
The chart of Calmar ratio for JREM.DE, currently valued at 0.33, compared to the broader market0.005.0010.0015.000.33
Martin ratio
The chart of Martin ratio for JREM.DE, currently valued at 2.79, compared to the broader market0.0020.0040.0060.0080.00100.002.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.0010.0012.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.005.0010.0015.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0020.0040.0060.0080.00100.0011.09

Sharpe Ratio

The current JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) Sharpe ratio is 0.62. 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 Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) 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 Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
0.62
1.71
JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc))
Benchmark (^GSPC)

Dividends

Dividend History


JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) doesn't pay dividends

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.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-14.97%
-2.87%
JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc))
Benchmark (^GSPC)

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 14.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.28%Jan 21, 202045Mar 23, 2020161Nov 9, 2020206
-28.46%Feb 16, 2021433Oct 24, 2022
-9.8%Apr 23, 201980Aug 14, 201957Nov 4, 2019137
-5.05%Jan 22, 20216Jan 29, 20213Feb 3, 20219
-4.64%Nov 8, 201918Dec 3, 20198Dec 13, 201926

Volatility

Volatility Chart

The current JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) volatility is 3.08%, 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%7.00%AprilMayJuneJulyAugustSeptember
3.08%
3.93%
JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc))
Benchmark (^GSPC)