JMEE vs. SIXS

Last updated Aug 2, 2026

JMEE (JPMorgan Small & Mid Cap Enhanced Equity ETF) and SIXS (6 Meridian Small Cap Equity ETF) are both Small Cap Blend Equities funds. Both are actively managed. Over the past 3 years, JMEE returned 14.61%/yr vs 11.74%/yr for SIXS. Their correlation of 0.84 means they have usually moved in the same direction. JMEE charges 0.24%/yr vs 1.00%/yr for SIXS.

Performance

JMEE vs. SIXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Small & Mid Cap Enhanced Equity ETF (JMEE) and 6 Meridian Small Cap Equity ETF (SIXS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with JMEE having a 18.52% return and SIXS slightly lower at 18.12%.

JMEE

• 1D: -0.12%
• 1M: -0.74%
• 6M: 13.12%
• YTD: 18.52%
• 1Y: 30.34%
• 3Y*: 14.61%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.60%

SIXS

• 1D: -0.69%
• 1M: 0.60%
• 6M: 13.90%
• YTD: 18.12%
• 1Y: 29.50%
• 3Y*: 11.74%
• 5Y*: 6.20%
• 10Y*: —
• ALL TIME*: 15.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JMEE JPMorgan Small & Mid Cap Enhanced Equity ETF	$6.28M	$7.48M	$8.96M
SIXS 6 Meridian Small Cap Equity ETF	$407.40K	$305.33K	$173.24K

JMEE vs. SIXS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JMEE JPMorgan Small & Mid Cap Enhanced Equity ETF	18.52%	7.65%	13.65%	18.12%	0.09%
SIXS 6 Meridian Small Cap Equity ETF	18.12%	4.59%	5.85%	14.92%	-3.75%

Correlation

The correlation between JMEE and SIXS is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.63
Correlation (3Y) Balances recent behavior with more history.	0.80
Correlation (All Time) Calculated using the full available price history since May 9, 2022	0.84

Over the past year, the correlation between JMEE and SIXS has dropped to 0.63 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

JMEE vs. SIXS - Sectors Allocation Comparison

Sectors	JMEE	SIXS
Industrials	21.5%	7.5%
Technology	17.4%	6.3%
Financial Services	15.9%	24.4%
Consumer Cyclical	12.2%	6.6%
Healthcare	9.1%	17.0%
Real Estate	7.5%	8.4%
Energy	4.6%	2.1%
Basic Materials	4.4%	1.1%
Consumer Defensive	3.6%	9.8%
Utilities	2.1%	11.5%
Communication Services	1.6%	5.3%

Return for Risk

JMEE vs. SIXS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JMEE

JMEE Risk / Return Rank: 82
JMEE Sharpe Ratio Rank: 79
JMEE Sortino Ratio Rank: 81
JMEE Omega Ratio Rank: 77
JMEE Calmar Ratio Rank: 87
JMEE Martin Ratio Rank: 86

SIXS

SIXS Risk / Return Rank: 87
SIXS Sharpe Ratio Rank: 86
SIXS Sortino Ratio Rank: 89
SIXS Omega Ratio Rank: 83
SIXS Calmar Ratio Rank: 90
SIXS Martin Ratio Rank: 85

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JMEE vs. SIXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small & Mid Cap Enhanced Equity ETF (JMEE) and 6 Meridian Small Cap Equity ETF (SIXS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JMEE	SIXS	Difference
Sharpe ratio: Return per unit of total volatility	1.80	2.06	-0.26
Sortino ratio: Return per unit of downside risk	2.63	3.11	-0.48
Omega ratio: Gain probability vs. loss probability	1.32	1.36	-0.04
Calmar ratio: Return relative to maximum drawdown	3.49	3.90	-0.41
Martin ratio: Return relative to average drawdown	12.21	12.03	+0.18

JMEE vs. SIXS - Sharpe Ratio Comparison

The current JMEE Sharpe Ratio is 1.80, which is comparable to the SIXS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of JMEE and SIXS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JMEE vs. SIXS - Drawdown Comparison

The maximum JMEE drawdown since its inception was -25.40%, smaller than the maximum SIXS drawdown of -27.68%. Use the drawdown chart below to compare losses from any high point for JMEE and SIXS.

Drawdown Indicators

	JMEE	SIXS	Difference
Max Drawdown Largest peak-to-trough decline	-25.40%	-27.68%	+2.28%
Max Drawdown (1Y) Largest decline over 1 year	-8.24%	-7.16%	-1.08%
Max Drawdown (3Y) Largest decline over 3 years	-25.40%	-19.95%	-5.45%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.68%	—
Current Drawdown Current decline from peak	-2.22%	-1.63%	-0.59%
Average Drawdown Average peak-to-trough decline	-5.23%	-8.73%	+3.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	2.32%	+0.03%

Volatility

JMEE vs. SIXS - Volatility Comparison

The current volatility for JPMorgan Small & Mid Cap Enhanced Equity ETF (JMEE) is 3.31%, while 6 Meridian Small Cap Equity ETF (SIXS) has a volatility of 3.69%. This indicates that JMEE experiences smaller price fluctuations and is considered to be less risky than SIXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JMEE	SIXS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	3.69%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	11.44%	9.34%	+2.10%
Volatility (1Y) Calculated over the trailing 1-year period	16.04%	13.58%	+2.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.32%	17.50%	+1.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.32%	19.53%	-0.21%

JMEE vs. SIXS - Expense Ratio Comparison

JMEE has a 0.24% expense ratio, which is lower than SIXS's 1.00% expense ratio.

Dividends

JMEE vs. SIXS - Dividend Comparison

JMEE's dividend yield for the trailing twelve months is around 0.95%, less than SIXS's 1.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
JMEE JPMorgan Small & Mid Cap Enhanced Equity ETF	0.95%	1.13%	0.95%	1.25%	6.63%	0.00%	0.00%
SIXS 6 Meridian Small Cap Equity ETF	1.81%	1.62%	1.09%	1.60%	1.37%	0.94%	0.45%

Frequently Asked Questions

Can I hold both JMEE and SIXS in my portfolio?

JMEE and SIXS have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JMEE or SIXS?

SIXS has higher volatility (3.69%) compared to JMEE (3.31%). In terms of maximum drawdown, JMEE dropped -25.40% vs SIXS's -27.68%.

Which ETF is better, JMEE or SIXS?

On 3-year performance, JMEE leads with 14.61% vs 11.74% for SIXS. On fees, JMEE is cheaper at 0.24% per year. On volatility, JMEE has been the lower-risk option at 3.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JMEE or SIXS?

Over the 3-year period, JMEE has performed better with a 14.61% return vs 11.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JMEE or SIXS?

JMEE is cheaper with a 0.24% expense ratio, compared with 1.00% for SIXS.

Which ETF pays a higher dividend yield, JMEE or SIXS?

SIXS has the higher dividend yield at 1.81%, compared with 0.95% for JMEE.

What is the main difference between JMEE and SIXS?

They also come from different issuers: JPMorgan and Exchange Traded Concepts. Their fees differ too: 0.24% for JMEE and 1.00% for SIXS.

Which has better risk-adjusted returns?

SIXS currently has the higher Sharpe Ratio (2.06 vs 1.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.