JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE)
Description
The investment seeks to track the performance of the JP Morgan Diversified Factor US Small Cap Equity Index. The JPSE ETF contains 629 constituents. It is focused on blend holdings in the North America region.
Price $36.69 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.19% |
| Expense ratio | 0.29% |
| Average spread | 0.191% |
| 1Y roundtrip cost | 0.481% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -7.7% | 2.0% | 1.2% | -7.6% | 1.8% | -8.9% | 10.1% | -3.7% | -10.8% | 3.7% | -19.8% | ||
| 2021 | 5.6% | 8.0% | 3.1% | 1.5% | 2.3% | 1.2% | -2.0% | 1.9% | -2.2% | 4.6% | -2.2% | 4.5% | 26.5% |
| 2020 | -3.9% | -9.7% | -23.4% | 14.8% | 6.7% | 3.4% | 4.7% | 3.8% | -3.4% | 1.8% | 16.3% | 7.6% | 18.6% |
| 2019 | 10.2% | 4.2% | -1.5% | 3.5% | -7.7% | 7.0% | 1.0% | -4.9% | 2.5% | 1.8% | 2.7% | 3.2% | 22.1% |
| 2018 | 0.7% | -4.4% | 2.0% | 1.1% | 5.2% | 2.0% | 1.3% | 3.9% | -1.6% | -8.8% | 1.7% | -10.8% | -7.6% |
| 2017 | -1.4% | 2.8% | 1.0% | 1.8% | -1.9% | 2.1% | 0.7% | -1.3% | 5.6% | 1.5% | 3.2% | -0.4% | 13.8% |
| 2016 | 2.7% | 2.7% | |||||||||||
| 3.5% | 2.9% | -17.5% | 15.1% | 6.5% | 6.8% | 16.0% | -0.3% | -9.9% | 4.6% | 21.8% | 6.9% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.03 | 0.12 | 0.15 | ||||||||||
| 2021 | 0.07 | 0.08 | 0.13 | 0.25 | 0.53 | ||||||||
| 2020 | 0.09 | 0.11 | 0.08 | 0.20 | 0.48 | ||||||||
| 2019 | 0.04 | 0.13 | 0.10 | 0.13 | 0.40 | ||||||||
| 2018 | 0.04 | 0.09 | 0.09 | 0.11 | 0.32 | ||||||||
| 2017 | 0.22 | 0.22 | |||||||||||
| 2016 | 0.04 | 0.04 | |||||||||||
| 0.00 | 0.00 | 0.27 | 0.00 | 0.00 | 0.52 | 0.00 | 0.00 | 0.40 | 0.00 | 0.00 | 0.94 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| SM Energy Company | 0.55% |
| Ranger Oil Corporation Class A | 0.47% |
| Antero Resources Corporation | 0.43% |
| Ovintiv Inc | 0.42% |
| Calix, Inc. | 0.40% |
| Kite Realty Group Trust | 0.40% |
| Saia, Inc. | 0.40% |
| PDC Energy, Inc. | 0.38% |
| Tetra Tech, Inc. | 0.36% |
| Magnolia Oil & Gas Corp. Class A | 0.36% |
| Medpace Holdings, Inc. | 0.36% |
| Lattice Semiconductor Corporation | 0.35% |
| IDT Corporation Class B | 0.34% |
| Celsius Holdings, Inc. | 0.34% |
| Cactus, Inc. Class A | 0.34% |
| Top 15 Weights | 5.90% |
Compare with similar ETFs
| JPSE | FSMD | GSSC | OVS | SSLY | TPSC | |
|---|---|---|---|---|---|---|
| Product name | JPMorgan Diversified Return U.S. Small Cap Equity ETF | Fidelity Small-Mid Factor ETF | Goldman Sachs ActiveBeta U.S. Small Cap Equity ETF | Overlay Shares Small Cap Equity ETF | Syntax Stratified SmallCap ETF | Timothy Plan US Small Cap Core ETF |
| Issuer | JPMorgan | Fidelity | Goldman Sachs | Overlay Shares | Syntax | Timothy |
| Price | $36.69 | $29.87 | $52.0999 | $27.559 | $38.743 | $28.93 |
| Expense Ratio | 0.29% | 0.29% |  0.2% |  0.83% | 0.4% | 0.52% |
| Average Spread | 0.191% | 0.301% | 0.250% | 0.363% | 0.336% | 0.277% |
| AUM | $143,053,000 | $50,762,200 | $343,127,000 | $5,391,200 | $16,088,000 | $43,769,800 |
| Shares | 3,898,964 | 1,699,438 | 6,585,942 | 195,624 | 415,250 | 1,512,956 |
| Average Daily Volume | 43,482 | 8,380 | 55,795 | 1,153 | 433 | 12,770 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2016-11-15 | 2019-02-26 | 2017-06-28 | 2019-09-30 | 2020-05-28 | 2019-12-02 |
| Index Tracked | JP Morgan Diversified Factor US Small Cap Equity Index | Fidelity Small-Mid Multifactor Index | Goldman Sachs ActiveBeta U.S. Small Cap Equity Index | No Underlying Index | Syntax Stratified SmallCap Index | Victory US Small Cap Volatility Weighted BRI Index |
| Category | Small Cap Growth Equities | Small Cap Growth Equities | Small Cap Growth Equities | Small Cap Blend Equities | Small Cap Blend Equities | Small Cap Blend Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Mid/Small Caps | Large/Mid/Small Caps | Mid/Small Caps | Mid/Small Caps | Mid/Small Caps | 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 | $0.436 | $0.287 | $0.744 | $1.352 | $3.579 | $0.323 |
| Annual Dividend Yield | 0.012% | 0.010% | 0.014% | 0.049% | 0.092% | 0.011% |
| Number of Holdings | 629 | 598 | 1387 | 601 | 601 | 463 |
| YTD Return | -19.87% | -16.02% | -21.07% | -24.45% | -23.10% | -18.00% |
| Beta | 1.11 | 1.01 | 1.10 | 1.24 | 1.17 | 1.13 |
| Upside Beta | 0.69 | 0.70 | 0.62 | 0.93 | 0.67 | 0.93 |
| Downside Beta | 0.23 | 0.47 | 0.40 | 0.03 | -0.37 | 0.18 |
| Volatility 1Y | 24.40% | 22.61% | 24.50% | 26.55% | 25.32% | 23.24% |
| Sharpe Ratio 3Y | 0.39 | 0.40 | 0.31 | 0.25 | 0.00 | 0.00 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.01 | 0.00 | 0.00 | 0.00 |