JPMorgan Diversified Return Emerging Markets Equity ETF (JPEM)
Description
The investment seeks to track the performance of the JP Morgan Diversified Factor Emerging Markets Equity Index. The JPEM ETF contains 506 constituents. It is focused on blend holdings in the Asia-Pacific region.
Price $46.01 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 3.96% |
| Expense ratio | 0.44% |
| Average spread | 0.196% |
| 1Y roundtrip cost | 0.636% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 1.0% | -2.0% | -0.5% | -4.9% | 0.7% | -5.9% | -0.1% | -0.7% | -9.1% | 3.2% | -18.2% | ||
| 2021 | -0.9% | 1.9% | 2.3% | 1.9% | 4.1% | 0.1% | -2.3% | 3.5% | -2.6% | -1.0% | -2.6% | 3.7% | 8.2% |
| 2020 | -5.8% | -6.7% | -20.4% | 7.7% | 4.7% | 3.7% | 5.8% | 0.0% | -2.6% | -1.1% | 11.4% | 7.1% | 3.9% |
| 2019 | 8.1% | -1.9% | 0.8% | 2.2% | -3.6% | 5.1% | -1.7% | -4.1% | 1.2% | 3.8% | -1.2% | 7.2% | 16.0% |
| 2018 | 8.2% | -3.6% | -0.2% | -3.0% | -3.0% | -4.7% | 4.1% | -2.9% | 0.3% | -6.1% | 3.1% | -2.5% | -10.2% |
| 2017 | 5.5% | 2.1% | 2.4% | 1.4% | 0.8% | 0.3% | 5.3% | 3.0% | -0.7% | 1.7% | 0.3% | 3.6% | 25.8% |
| 2016 | -3.7% | -0.3% | 13.1% | -0.8% | -2.5% | 5.2% | 5.8% | 0.2% | 2.3% | 0.4% | -4.6% | 0.2% | 15.3% |
| 2015 | 4.1% | -2.4% | 6.3% | -2.3% | -3.5% | -6.3% | -9.2% | -3.4% | 5.8% | -3.3% | -4.2% | -18.2% | |
| 12.4% | -6.2% | -4.9% | 10.9% | -1.1% | 0.3% | 10.7% | -10.2% | -14.6% | 6.7% | 3.3% | 15.2% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.26 | 0.77 | 1.02 | ||||||||||
| 2021 | 0.15 | 0.80 | 0.75 | 0.80 | 2.50 | ||||||||
| 2020 | 0.19 | 0.42 | 0.66 | 0.29 | 1.56 | ||||||||
| 2019 | 0.13 | 0.54 | 0.64 | 0.67 | 1.98 | ||||||||
| 2018 | 0.11 | 0.39 | 0.71 | 0.21 | 1.42 | ||||||||
| 2017 | 1.25 | 1.25 | |||||||||||
| 2016 | 0.59 | 0.59 | |||||||||||
| 2015 | 1.31 | 1.31 | |||||||||||
| 0.00 | 0.00 | 0.84 | 0.00 | 0.00 | 2.93 | 0.00 | 0.00 | 2.75 | 0.00 | 0.00 | 5.12 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Taiwan Semiconductor Manufacturing Co Ltd | 2.19% |
| Naspers Ltd | 2.00% |
| Reliance Industries Ltd | 1.73% |
| Gazprom PAO | 1.67% |
| Infosys Ltd | 1.43% |
| Vale SA | 1.23% |
| China Mobile Ltd | 1.19% |
| Magnit PAO | 1.16% |
| Sberbank Rossii PAO | 1.03% |
| Kweichow Moutai Co Ltd | 1.02% |
| Ping An Insurance Group Co of China Ltd | 0.97% |
| Hindustan Unilever Ltd | 0.94% |
| Tata Consultancy Services Ltd | 0.78% |
| Industrial and Commercial Bank of China Ltd | 0.76% |
| Mobil'nye Telesistemy PAO | 0.74% |
| Top 15 Weights | 18.84% |
Compare with similar ETFs
| JPEM | FEM | GSID | OVF | PXH | RESE | |
|---|---|---|---|---|---|---|
| Product name | JPMorgan Diversified Return Emerging Markets Equity ETF | First Trust Emerging Markets AlphaDEX Fund | Goldman Sachs MarketBeta International Equity ETF | Overlay Shares Foreign Equity ETF | PowerShares FTSE RAFI Emerging Markets Portfolio ETF | WisdomTree Emerging Markets Dividend Fund |
| Issuer | JPMorgan | First Trust | Goldman Sachs | Overlay Shares | Invesco | WisdomTree |
| Price | $46.01 | $19.34 | $41.1799 | $18.948 | $16.48 | $24.618 |
| Expense Ratio | 0.44% |  0.8% |  0.2% | 0.95% | 0.5% | 0.32% |
| Average Spread | 0.196% | 0.259% | 0.267% | 0.369% | 0.061% | 0.406% |
| AUM | $124,835,000 | $341,976,000 | $254,882,000 | $6,076,620 | $991,643,000 | $22,071,800 |
| Shares | 2,713,206 | 17,682,321 | 6,189,481 | 320,700 | 60,172,490 | 896,571 |
| Average Daily Volume | 48,716 | 118,580 | 6,273 | 2,047 | 1,244,420 | 3,410 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2015-01-07 | 2011-04-18 | 2020-05-12 | 2019-09-30 | 2007-09-27 | 2016-04-07 |
| Index Tracked | JP Morgan Diversified Factor Emerging Markets Equity Index | NASDAQ AlphaDEX Emerging Markets Index | Solactive GBS Developed Markets ex North America Large & Mid Cap Index | No Underlying Index | FTSE RAFI Emerging | No Underlying Index |
| Category | Emerging Markets Equities | Emerging Markets Equities | Foreign Large Cap Equities | Foreign Large Cap Equities | Emerging Markets Equities | Asia Pacific Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
| Region | Asia-Pacific | Asia-Pacific | Europe | Asia-Pacific | Asia-Pacific | Asia-Pacific |
| Countries | Broad | Broad | Broad | Broad | Broad | Pacific ex-Japan |
| Annual Dividend Rate | $1.822 | $1.314 | $1.188 | $1.162 | $1.286 | $1.051 |
| Annual Dividend Yield | 0.040% | 0.068% | 0.029% | 0.061% | 0.078% | 0.043% |
| Number of Holdings | 506 | 152 | 979 | 548 | 348 | 298 |
| YTD Return | -17.35% | -21.90% | -25.76% | -27.31% | -21.18% | -28.18% |
| Beta | 0.52 | 0.24 | 0.75 | 0.42 | 0.04 | 0.71 |
| Upside Beta | 0.30 | 0.32 | 0.30 | 0.20 | 0.42 | 0.42 |
| Downside Beta | -0.36 | -0.35 | -0.49 | -0.65 | -0.32 | -0.50 |
| Volatility 1Y | 16.41% | 21.84% | 20.09% | 15.89% | 19.80% | 21.06% |
| Sharpe Ratio 3Y | -0.24 | -0.29 | 0.00 | -0.63 | -0.36 | 0.00 |
| Treynor Ratio 3Y | -0.01 | -0.02 | 0.00 | -0.02 | -0.15 | 0.00 |