JPMorgan Diversified Return EMkts Eq ETF (JPEM)

41.26 +0.53  +1.30% NYSE Arca Apr 7, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 41.66
Discount or Premium to NAV -0.97%
Turnover Ratio 51.00%
1 Year Fund Level Flows 38.35M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -15.72% -15.69% -16.05% 67
3M -26.98% -26.16% -23.68% 82
6M -19.50% -18.96% -15.86% 84
YTD -27.26% -26.17% -23.87% 81
1Y -22.95% -21.75% -19.63% 75
3Y -4.03% -3.59% -2.90% 69
5Y -2.83% -2.32% -1.61% 70
10Y -- -- 0.40% --
15Y -- -- 4.99% --
20Y -- -- 5.26% --
As of April 7, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash -1.60% 0.64% 2.24%
Stock 101.4% 101.4% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.17% 0.17% 0.00%
As of April 3, 2020

Region Exposure

Americas 16.67%
North America 0.00%
Latin America 16.67%
Greater Europe 24.32%
United Kingdom 0.00%
Europe Developed 0.96%
Europe Emerging 10.80%
Africa/Middle East 12.56%
Greater Asia 59.01%
Japan 0.00%
Australasia 0.00%
Asia Developed 13.97%
Asia Emerging 45.05%
Market Classification
% Developed Markets 19.65%
% Emerging Markets 80.35%
As of April 3, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 9.74%
Communication Services 15.08%
Consumer Cyclical 6.84%
Consumer Defensive 11.58%
Energy 11.39%
Financial Services 17.48%
Healthcare 3.30%
Industrials 7.66%
Real Estate 1.50%
Technology 6.08%
Utilities 9.35%
As of April 3, 2020

Stock Market Capitalization

Giant 31.45%
Large 42.81%
Medium 20.69%
Small 4.89%
Micro 0.16%
As of April 3, 2020

Stock Style Exposure

Large Cap Value 26.74%
Large Cap Blend 35.40%
Large Cap Growth 12.51%
Mid Cap Value 8.93%
Mid Cap Blend 8.55%
Mid Cap Growth 3.14%
Small Cap Value 1.91%
Small Cap Blend 2.63%
Small Cap Growth 0.18%
As of April 3, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
NPN Naspers Ltd Class N 2.24% -- --
00941 China Mobile Ltd 2.11% -- --
2330 Taiwan Semiconductor Manufacturing Co Ltd 1.58% -- --
LKOH PJSC Lukoil 1.51% -- --
GAZP Gazprom PJSC 1.36% -- --
VALE3 Vale SA 1.28% -- --
01398 Industrial And Commercial Bank Of China Ltd Class H 1.17% -- --
500696 Hindustan Unilever Ltd 1.14% -- --
SBER Sberbank of Russia PJSC 1.08% -- --
02318 Ping An Insurance (Group) Co. of China Ltd Class H 1.08% -- --
As of April 3, 2020
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Basic Info

Investment Strategy
The investment seeks investment results that closely correspond, before fees and expenses, to the performance of the JP Morgan Diversified Factor Emerging Markets Equity Index. The fund will invest at least 80% of its assets in securities included in the underlying index. "Assets" means net assets, plus the amount of borrowing for investment purposes. The underlying index is comprised of equity securities from emerging markets selected to represent a diversified set of factor characteristics.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Value
Fixed Income Style --
Broad Asset Class International Equity
Broad Category Equity
Category Name Diversified Emerging Mkts
Prospectus Objective Diversified Emerging Markets
Fund Owner Firm Name JPMorgan
Benchmark Index
JPM Div Factor EM Eq NR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Joe Staines 3.16 yrs
Kartik Aiyar 3.16 yrs
Yazann Romahi 3.16 yrs

Net Fund Flows

1M -27.50M
3M -16.58M
6M -16.58M
YTD -16.58M
1Y 38.35M
3Y 200.27M
5Y 310.41M
10Y --
As of March 31, 2020

Risk Info

Beta (5Y) 1.078
Max Drawdown (All) 40.21%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.1637
30-Day Rolling Volatility 78.79%
Daily Value at Risk (VaR) 1% (All) 3.30%
Monthly Value at Risk (VaR) 1% (All) 20.43%

Fundamentals

Dividend Yield TTM (4-7-20) 4.93%
30-Day SEC Yield (3-31-20) 5.89%
7-Day SEC Yield --
Weighted Average PE Ratio 9.884
Weighted Average Price to Sales Ratio 1.026
Weighted Average Price to Book Ratio 1.278
Weighted Median ROE 18.28%
Weighted Median ROA 8.19%
Forecasted Dividend Yield 5.84%
Forecasted PE Ratio 10.20
Forecasted Price to Sales Ratio 0.9511
Forecasted Price to Book Ratio 1.210
Number of Holdings 511
As of April 3, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.38%
Forecasted Book Value Growth -6.50%
Forecasted Cash Flow Growth 8.63%
Forecasted Earnings Growth 8.32%
Forecasted Revenue Growth 8.01%
As of April 3, 2020

Comparables

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Attributes

Key Dates
Inception Date 1/7/2015
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 3/1/2020
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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