- Issuer
- JPMorgan
- Inception Date
- Dec 6, 2018
- Region
- Emerging Markets (Broad)
- Category
- Emerging Markets Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- Ireland
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $2B
Share Price Chart
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Performance
JREM.L Performance Chart
JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) (JREM.L) is up 23.2% since the beginning of the year. JREM.L is currently trading at $51 per share. Investors who bought $1,000 worth of JREM.L shares 5 years ago would now be looking at an investment worth $1,357.
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Returns By Period
JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) (JREM.L) has returned 23.23% so far this year and 48.04% over the past 12 months.
JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc)
- 1D
- -4.56%
- 1M
- -1.80%
- YTD
- 23.23%
- 6M
- 25.25%
- 1Y
- 48.04%
- 3Y*
- 22.42%
- 5Y*
- 6.29%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- 0.25%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 24.32%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
JREM.L Monthly Returns History
Based on dividend-adjusted daily data since Dec 5, 2018, JREM.L's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2026 with a return of +16.1%, while the worst month was Mar 2020 at -14.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 10 months.
On a daily basis, JREM.L closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +7.7%, while the worst single day was Mar 12, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.94% | 5.99% | -11.56% | 16.07% | 8.75% | -4.40% | 23.23% | ||||||
| 2025 | 2.79% | -0.22% | 1.18% | -0.16% | 4.84% | 6.46% | 1.47% | 2.66% | 6.72% | 3.72% | -1.75% | 2.78% | 34.67% |
| 2024 | -3.64% | 3.05% | 2.78% | 0.41% | 0.31% | 4.42% | 0.29% | 0.39% | 6.28% | -4.11% | -2.29% | -0.94% | 6.61% |
| 2023 | 8.64% | -6.48% | 2.70% | -1.63% | -3.13% | 5.38% | 5.98% | -6.32% | -2.90% | -4.52% | 8.22% | 3.47% | 8.00% |
| 2022 | -1.42% | -4.42% | -2.73% | -5.71% | -0.03% | -6.24% | -1.55% | -0.07% | -11.07% | -2.98% | 15.34% | -0.85% | -21.37% |
| 2021 | 3.44% | 0.32% | -1.32% | 1.75% | 1.57% | 0.95% | -6.39% | 1.55% | -2.98% | 0.98% | -4.46% | 2.43% | -2.64% |
Benchmark Metrics
JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) has an annualized alpha of 2.54%, beta of 0.54, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since December 06, 2018.
- This ETF participated in 86.67% of S&P 500 Index downside but only 71.78% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.54 may look defensive, but with R2 of 0.27 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.27 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.54%
- Beta
- 0.54
- R²
- 0.27
- Upside Capture
- 71.78%
- Downside Capture
- 86.67%
Expense Ratio
JREM.L has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JREM.L ranks 79 for risk / return — better than 79% 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 Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) (JREM.L) and compare them to S&P 500 Index.
| JREM.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.36 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 2.69 | +1.14 |
| Martin ratioReturn relative to average drawdown | 13.66 | 12.34 | +1.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan Global Emerging Markets Research Enhanced Index Equity Active 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 Active UCITS ETF USD (acc) was 41.84%, occurring on Oct 24, 2022. Recovery took 731 trading sessions.
The current JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) drawdown is 7.07%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -41.84%Oct 2022 | 1y 8mo | 2y 10mo | 4y 7moFeb 2021 - Sep 2025 |
COVID crash2020 | -32.54%Mar 2020 | 2mo 2d | 6mo 20d | 8mo 22dJan 2020 - Oct 2020 |
2026 correction2026 | -12.50%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
2019 correction2019 | -10.80%Aug 2019 | 3mo 28d | 2mo 22d | 6mo 20dApr 2019 - Nov 2019 |
2026 pullback2026 | -7.07%Jun 2026 | 2d | — | 3d 23hJun 2026 - now |
Drawdown Indicators
| JREM.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.84% | -56.78% | +14.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -9.10% | -3.40% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -18.90% | +2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -38.66% | -25.43% | -13.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -7.07% | -2.97% | -4.10% |
Average DrawdownAverage peak-to-trough decline | -15.34% | -10.72% | -4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 1.97% | +1.54% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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