JPMorgan U.S. Quality Factor ETF (JQUA)
Description
The investment seeks to track the performance of the J.P. Morgan US Quality Factor Index. The JQUA ETF contains 263 constituents. It is focused on growth holdings in the North America region.
Price $35.90 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.35% |
| Expense ratio | 0.12% |
| Average spread | 0.056% |
| 1Y roundtrip cost | 0.176% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -6.3% | -3.3% | 4.3% | -6.9% | 0.7% | -6.9% | 7.2% | -4.1% | -8.5% | 2.5% | -21.4% | ||
| 2021 | -1.8% | 2.6% | 4.8% | 4.5% | 0.8% | 3.2% | 3.1% | 2.4% | -4.9% | 6.2% | -0.1% | 5.3% | 26.1% |
| 2020 | 0.2% | -7.6% | -11.7% | 12.3% | 5.9% | 0.7% | 4.5% | 5.8% | -3.2% | -2.8% | 10.6% | 3.4% | 18.2% |
| 2019 | 7.2% | 4.4% | 2.0% | 2.6% | -5.9% | 6.4% | 1.7% | -0.8% | 1.4% | 1.2% | 3.3% | 2.5% | 25.9% |
| 2018 | 4.4% | -4.0% | -1.4% | 1.0% | 1.4% | 1.1% | -0.3% | 7.2% | 0.8% | -5.7% | 0.9% | -7.4% | -2.1% |
| 2017 | 5.0% | 5.0% | |||||||||||
| 3.6% | -7.9% | -2.0% | 13.5% | 2.9% | 4.5% | 16.2% | 10.5% | -14.4% | 1.3% | 14.7% | 8.8% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.11 | 0.16 | 0.27 | ||||||||||
| 2021 | 0.14 | 0.12 | 0.13 | 0.21 | 0.60 | ||||||||
| 2020 | 0.09 | 0.10 | 0.12 | 0.21 | 0.52 | ||||||||
| 2019 | 0.09 | 0.15 | 0.12 | 0.16 | 0.52 | ||||||||
| 2018 | 0.10 | 0.15 | 0.13 | 0.15 | 0.52 | ||||||||
| 2017 | 0.10 | 0.10 | |||||||||||
| 0.00 | 0.00 | 0.53 | 0.00 | 0.00 | 0.68 | 0.00 | 0.00 | 0.50 | 0.00 | 0.00 | 0.83 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| NVIDIA Corporation | 2.26% |
| Microsoft Corporation | 2.18% |
| Alphabet Inc. Class A | 1.99% |
| Apple Inc. | 1.90% |
| Home Depot, Inc. | 1.84% |
| Meta Platforms Inc. Class A | 1.75% |
| Johnson & Johnson | 1.64% |
| Procter & Gamble Company | 1.63% |
| Visa Inc. Class A | 1.57% |
| Adobe Inc. | 1.46% |
| Mastercard Incorporated Class A | 1.41% |
| Berkshire Hathaway Inc. Class B | 1.36% |
| Pfizer Inc. | 1.20% |
| Cisco Systems, Inc. | 1.16% |
| Accenture Plc Class A | 1.15% |
| Top 15 Weights | 24.50% |
Compare with similar ETFs
| JQUA | OVL | RECS | SUSL | USSG | XVV | |
|---|---|---|---|---|---|---|
| Product name | JPMorgan U.S. Quality Factor ETF | Overlay Shares Large Cap Equity ETF | Columbia Research Enhanced Core ETF | iShares ESG MSCI USA Leaders ETF | MSCI USA ESG Leaders Equity ETF | iShares ESG Screened S&P 500 ETF |
| Issuer | JPMorgan | Overlay Shares | Columbia | iShares | Xtrackers | iShares |
| Price | $35.9 | $29.254 | $21.853 | $62.42 | $32.919 | $27.29 |
| Expense Ratio | 0.12% |  0.79% | 0.15% |  0.1% | 0.1% | 0.08% |
| Average Spread | 0.056% | 0.513% | 0.458% | 0.048% | 0.061% | 0.183% |
| AUM | $322,657,000 | $153,194,000 | $19,540,000 | $3,198,830,000 | $3,110,000,000 | $212,526,000 |
| Shares | 8,987,660 | 5,236,672 | 894,155 | 51,246,841 | 94,474,166 | 7,787,685 |
| Average Daily Volume | 157,940 | 18,110 | 66,897 | 187,740 | 49,630 | 25,893 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2017-11-08 | 2019-09-30 | 2019-09-25 | 2019-05-07 | 2019-03-07 | 2020-09-22 |
| Index Tracked | J.P. Morgan US Quality Factor Index | No Underlying Index | Beta Advantage Research Enhanced U.S. Equity Index | MSCI USA Extended ESG Leaders Index | MSCI USA ESG LEADERS INDEX | S&P 500 Sustainablility Screened Index |
| Category | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Blend Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large Caps | Large Caps | Large Caps | Large Caps | |
| Value or Growth | Growth | 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 | $0.485 | $1.439 | $5.556 | $1.011 | $0.518 | $0.421 |
| Annual Dividend Yield | 0.014% | 0.049% | 0.254% | 0.016% | 0.016% | 0.015% |
| Number of Holdings | 263 | 498 | 368 | 273 | 273 | 0 |
| YTD Return | -20.54% | -26.05% | -18.80% | -25.20% | -25.09% | -24.89% |
| Beta | 0.93 | 1.06 | 0.89 | 0.96 | 0.99 | 0.99 |
| Upside Beta | 0.59 | 0.58 | 0.45 | 0.52 | 0.51 | 0.31 |
| Downside Beta | 0.58 | 0.07 | -0.20 | 0.37 | 0.47 | -0.44 |
| Volatility 1Y | 21.02% | 24.85% | 21.38% | 22.92% | 23.15% | 23.42% |
| Sharpe Ratio 3Y | 0.56 | 0.49 | 0.71 | 0.53 | 0.50 | 0.00 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.00 |