JPMorgan Diversified Return U.S. Mid Cap Equity ETF

JPMorgan Diversified Return U.S. Mid Cap Equity ETF (JPME)

Description

The investment seeks to track the performance of the JP Morgan Diversified Factor US Mid Cap Equity Index. The JPME ETF contains 366 constituents. It is focused on blend holdings in the North America region.

Price $78.00 as of 2022-10-20

Cost/Risk/Yield

Dividend yield	1.43%
Expense ratio	0.24%
Average spread	0.128%
1Y roundtrip cost	0.368%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	-5.4%	0.3%	3.7%	-5.9%	2.4%	-10.1%	9.2%	-3.0%	-10.7%	2.1%			-17.4%
2021	-0.0%	4.5%	5.7%	4.6%	2.0%	-0.3%	1.5%	2.2%	-3.7%	5.6%	-2.1%	6.2%	26.2%
2020	-2.2%	-9.8%	-19.6%	14.2%	5.9%	0.6%	6.0%	2.7%	-1.9%	0.9%	11.5%	4.7%	12.9%
2019	9.8%	3.4%	0.6%	2.7%	-6.4%	6.8%	1.3%	-3.2%	2.9%	0.5%	2.8%	3.0%	24.2%
2018	3.3%	-3.8%	0.5%	-0.4%	1.8%	1.1%	2.4%	2.2%	-0.6%	-6.9%	1.6%	-9.6%	-8.4%
2017	2.3%	3.6%	0.4%	1.0%	0.6%	1.2%	0.6%	-0.1%	2.2%	2.1%	3.7%	0.2%	17.7%
2016						-8.8%	4.6%	0.3%	-0.2%	-2.6%	4.2%	1.5%	-1.0%
	7.8%	-1.9%	-8.7%	16.2%	6.3%	-9.6%	25.5%	1.2%	-12.0%	1.7%	21.7%	5.9%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022			0.23			0.32							0.56
2021			0.22			0.28			0.31			0.56	1.38
2020			0.22			0.26			0.26			0.39	1.13
2019			0.16			0.34			0.26			0.42	1.19
2018			0.13			0.28			0.32			0.30	1.03
2017												0.74	0.74
2016												0.49	0.49
	0.00	0.00	0.97	0.00	0.00	1.49	0.00	0.00	1.16	0.00	0.00	2.91

Sectors and Top Holdings

Security	% Assets
Top 0 Weights	0.00%

Compare with similar ETFs

	JPME	FSMD	PRF	QSY	RAFE	VFLQ
Product name	JPMorgan Diversified Return U.S. Mid Cap Equity ETF	Fidelity Small-Mid Factor ETF	PowerShares FTSE RAFI US 1000 Portfolio ETF	WisdomTree U.S. Quality Shareholder Yield Fund	RAFI ESG U.S. ETF	Vanguard U.S. Liquidity Factor ETF
Issuer	JPMorgan	Fidelity	Invesco	WisdomTree	PIMCO	Vanguard
Price	$78	$29.87	$144.6	$53.0702	$26.18	$89.894
Expense Ratio	0.24%	0.29%	0.39%	0.38%	0.3%	0.13%
Average Spread	0.128%	0.301%	0.035%	0.188%	0.458%	0.156%
AUM	$200,347,000	$50,762,200	$4,787,650,000	$73,004,400	$17,458,700	$41,820,100
Shares	2,568,552	1,699,438	33,109,589	1,375,619	666,873	465,216
Average Daily Volume	14,802	8,380	239,247	9,156	3,577	3,013
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2016-05-11	2019-02-26	2005-12-19	2007-02-23	2019-12-18	2018-02-13
Index Tracked	JP Morgan Diversified Factor US Mid Cap Equity Index	Fidelity Small-Mid Multifactor Index	FTSE RAFI US 1000	No Underlying Index	RAFI ESG US Index	No Underlying Index
Category	Mid Cap Blend Equities	Small Cap Growth Equities	Large Cap Blend Equities	All Cap Equities	Large Cap Blend Equities	All Cap Equities
Asset Class	Equity	Equity	Equity	Equity	Multi-Asset	Equity
Asset Class Size	Large/Mid Caps	Large/Mid/Small Caps	Large/Mid Caps	Large/Mid Caps	Large Caps	Large/Mid/Small Caps
Value or Growth	Blend	Blend	Blend	Blend	Blend	Blend
Region	North America	North America	North America	North America	North America	North America
Countries	U.S.	U.S.	U.S.	U.S.	U.S.	U.S.
Annual Dividend Rate	$1.119	$0.287	$3.124	$0	$0.57	$1.305
Annual Dividend Yield	0.014%	0.010%	0.022%	0.000%	0.022%	0.015%
Number of Holdings	366	598	982	128	282	793
YTD Return	-17.70%	-16.02%	-14.51%	-16.25%	-19.68%	-21.12%
Beta	0.95	1.01	1.03	0.70	0.94	1.03
Upside Beta	0.61	0.70	0.15	-0.25	0.71	0.63
Downside Beta	0.10	0.47	-0.06	-0.29	0.07	0.42
Volatility 1Y	21.08%	22.61%	20.06%	21.58%	19.84%	23.26%
Sharpe Ratio 3Y	0.42	0.40	0.56	-0.66	0.00	0.18
Treynor Ratio 3Y	0.01	0.01	0.01	-0.02	0.00	0.00

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