JMEE vs. IWM

In the year-to-date period, JMEE achieves a -5.11% return, which is significantly higher than IWM's -6.51% return.

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JMEE has a 0.24% expense ratio, which is higher than IWM's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Market Expansion Enhanced Equity ETF (JMEE) and iShares Russell 2000 ETF (IWM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current JMEE Sharpe Ratio is 0.12, which is comparable to the IWM Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of JMEE and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JMEE's dividend yield for the trailing twelve months is around 1.00%, less than IWM's 1.20% yield.

The maximum JMEE drawdown since its inception was -25.40%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for JMEE and IWM.

The current volatility for JPMorgan Market Expansion Enhanced Equity ETF (JMEE) is 6.00%, while iShares Russell 2000 ETF (IWM) has a volatility of 6.47%. This indicates that JMEE experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.