JPMorgan Diversified Return Glbl Eq ETF (JPGE)

62.73 -0.26  -0.42% NYSE Arca Jan 24, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 62.89
Discount or Premium to NAV -0.26%
Turnover Ratio 23.00%
1 Year Fund Level Flows -101.55M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.06% 1.04% 1.59% 66
3M 4.84% 4.95% 8.01% 87
6M 6.07% 6.20% 7.55% 76
YTD 0.82% 0.83% 1.39% 65
1Y 13.09% 13.36% 20.87% 89
3Y 8.56% 8.77% 11.50% 77
5Y 7.26% 7.42% 8.19% 60
10Y -- -- 8.97% --
15Y -- -- 6.97% --
20Y -- -- 5.60% --
As of Jan. 24, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.32% 0.34% 0.01%
Stock 99.68% 99.68% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 23, 2020

Region Exposure

Americas 25.88%
North America 25.88%
Latin America 0.00%
Greater Europe 25.78%
United Kingdom 5.02%
Europe Developed 20.77%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 48.33%
Japan 22.75%
Australasia 10.59%
Asia Developed 13.45%
Asia Emerging 1.56%
Market Classification
% Developed Markets 97.99%
% Emerging Markets 2.01%
As of Jan. 23, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 8.98%
Communication Services 9.67%
Consumer Cyclical 10.16%
Consumer Defensive 8.07%
Energy 5.80%
Financial Services 9.08%
Healthcare 10.33%
Industrials 15.06%
Real Estate 3.33%
Technology 9.96%
Utilities 9.55%
As of Jan. 23, 2020

Stock Market Capitalization

Giant 19.05%
Large 46.70%
Medium 34.00%
Small 0.24%
Micro 0.00%
As of Jan. 23, 2020

Stock Style Exposure

Large Cap Value 25.48%
Large Cap Blend 24.80%
Large Cap Growth 15.60%
Mid Cap Value 18.64%
Mid Cap Blend 9.85%
Mid Cap Growth 5.40%
Small Cap Value 0.24%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Jan. 23, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
00981 Semiconductor Manufacturing International Corp 0.39% -- --
005930 Samsung Electronics Co Ltd 0.38% -- --
000660 SK Hynix Inc 0.38% -- --
FMG Fortescue Metals Group Ltd 0.37% -- --
207940 Samsung BioLogics Co Ltd 0.36% -- --
6857 Advantest Corp 0.35% -- --
6758 Sony Corp 0.34% -- --
SO Southern Co 0.34% 69.44 +0.70%
SWMA Swedish Match AB 0.33% -- --
LRCX Lam Research Corp 0.33% 306.54 -1.88%
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 Global Developed Equity Index. The index is comprised of equity securities across developed global markets selected to represent a diversified set of factor characteristics: value, price momentum and quality. The fund will invest at least 80% of its assets in securities included in the index.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class International Equity
Broad Category Equity
Category Name World Large Stock
Prospectus Objective Growth and Income
Fund Owner Firm Name JPMorgan
Benchmark Index
JPM Divsif Fct Gbl Dvlp Eqty TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Joe Staines 2.82 yrs
Kartik Aiyar 2.82 yrs
Wei (Victor) Li 2.82 yrs
Yazann Romahi 2.82 yrs

Net Fund Flows

1M -18.74M
3M -24.87M
6M -24.87M
YTD -101.55M
1Y -101.55M
3Y 33.79M
5Y 63.71M
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.773
Max Drawdown (All) 17.87%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.625
30-Day Rolling Volatility 6.68%
Daily Value at Risk (VaR) 1% (All) 2.21%
Monthly Value at Risk (VaR) 1% (All) 7.12%

Fundamentals

Dividend Yield TTM (1-24-20) 3.02%
30-Day SEC Yield (12-31-19) 2.82%
7-Day SEC Yield --
Weighted Average PE Ratio 15.87
Weighted Average Price to Sales Ratio 1.028
Weighted Average Price to Book Ratio 1.601
Weighted Median ROE 14.96%
Weighted Median ROA 6.30%
Forecasted Dividend Yield 3.09%
Forecasted PE Ratio 14.64
Forecasted Price to Sales Ratio 0.9845
Forecasted Price to Book Ratio 1.553
Number of Holdings 583
As of Jan. 23, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.11%
Forecasted Book Value Growth 5.89%
Forecasted Cash Flow Growth 3.71%
Forecasted Earnings Growth 6.47%
Forecasted Revenue Growth 3.47%
As of Jan. 23, 2020

Comparables

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Attributes

Key Dates
Inception Date 6/16/2014
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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