JPMorgan Diversified Return EMkts Eq ETF (JPEM)

55.25 -1.52  -2.68% NYSE Arca Jan 27, 15:53 Delayed 2m USD
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Key Stats

Net Asset Value 56.77
Discount or Premium to NAV 0.33%
Turnover Ratio 51.00%
1 Year Fund Level Flows 107.97M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.60% 0.87% 1.32% 59
3M 5.51% 5.38% 7.54% 84
6M 3.77% 4.33% 6.26% 77
YTD -0.40% 0.11% 0.53% 60
1Y 9.54% 10.39% 13.70% 72
3Y 8.09% 8.37% 8.82% 57
5Y 3.89% 4.12% 4.37% 61
10Y -- -- 4.10% --
15Y -- -- 7.23% --
20Y -- -- 6.58% --
As of Jan. 24, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.19% 0.31% 0.12%
Stock 99.67% 99.67% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.14% 0.14% 0.00%
As of Jan. 23, 2020

Region Exposure

Americas 22.48%
North America 0.00%
Latin America 22.48%
Greater Europe 24.14%
United Kingdom 0.00%
Europe Developed 0.88%
Europe Emerging 10.53%
Africa/Middle East 12.73%
Greater Asia 53.38%
Japan 0.00%
Australasia 0.00%
Asia Developed 12.17%
Asia Emerging 41.22%
Market Classification
% Developed Markets 17.42%
% Emerging Markets 82.58%
As of Jan. 23, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 8.81%
Communication Services 13.29%
Consumer Cyclical 8.16%
Consumer Defensive 10.44%
Energy 11.81%
Financial Services 19.38%
Healthcare 3.42%
Industrials 8.09%
Real Estate 1.40%
Technology 5.86%
Utilities 9.31%
As of Jan. 23, 2020

Stock Market Capitalization

Giant 29.55%
Large 43.48%
Medium 22.20%
Small 4.76%
Micro 0.01%
As of Jan. 23, 2020

Stock Style Exposure

Large Cap Value 32.01%
Large Cap Blend 28.68%
Large Cap Growth 13.23%
Mid Cap Value 10.35%
Mid Cap Blend 7.02%
Mid Cap Growth 4.33%
Small Cap Value 2.10%
Small Cap Blend 1.66%
Small Cap Growth 0.63%
As of Jan. 23, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
NPN Naspers Ltd Class N 1.88% -- --
00941 China Mobile Ltd 1.70% -- --
LKOH PJSC Lukoil 1.66% -- --
VALE3 Vale SA 1.51% -- --
GAZP Gazprom PJSC 1.39% -- --
2330 Taiwan Semiconductor Manufacturing Co Ltd 1.32% -- --
SBER Sberbank of Russia PJSC 1.23% -- --
PETR4 Petroleo Brasileiro SA Petrobras Participating Preferred 1.13% -- --
INFY Infosys Ltd 1.04% -- --
RELIANCE Reliance Industries Ltd 1.01% -- --
As of Jan. 23, 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 2.82 yrs
Kartik Aiyar 2.82 yrs
Yazann Romahi 2.82 yrs

Net Fund Flows

1M 3755.28
3M 105.60
6M 27.40M
YTD 107.97M
1Y 107.97M
3Y 281.60M
5Y 352.56M
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.99
Max Drawdown (All) 34.10%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.4053
30-Day Rolling Volatility 11.59%
Daily Value at Risk (VaR) 1% (All) 2.91%
Monthly Value at Risk (VaR) 1% (All) 10.58%

Fundamentals

Dividend Yield TTM (1-27-20) 3.58%
30-Day SEC Yield (12-31-19) 3.38%
7-Day SEC Yield --
Weighted Average PE Ratio 12.56
Weighted Average Price to Sales Ratio 1.326
Weighted Average Price to Book Ratio 1.667
Weighted Median ROE 18.83%
Weighted Median ROA 8.08%
Forecasted Dividend Yield 4.25%
Forecasted PE Ratio 11.88
Forecasted Price to Sales Ratio 1.318
Forecasted Price to Book Ratio 1.644
Number of Holdings 523
As of Jan. 23, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 7.84%
Forecasted Book Value Growth 6.86%
Forecasted Cash Flow Growth 10.74%
Forecasted Earnings Growth 10.88%
Forecasted Revenue Growth 7.76%
As of Jan. 23, 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 4/25/2019
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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