JPUS

JPMorgan Diversified Return U.S. Equity ETF
LAST TRADECHANGE (%)VOLUME
$64.76-0.20 (-0.31%)1.04K
9:53:00 a.m. (ET) 08/18/2017
BID SIZEBID ($)ASK ($)ASK SIZE
2,30064.7464.882,300
A

75
  • Overview
  • Efficiency
  • Tradability
  • Fit

JPUS Fund Description

The JPMorgan Diversified Return U.S. Equity ETF tracks an index of large-cap US stocks selected from the Russell 1000 using relative value, momentum, quality factors and weighted inversely by volatility by sectors and within each sector.

JPUS FactSet Analytics Insight

JPUS, launched late September 2015, applies multifactor selection and risk-weighting to US large caps for a competitive fee. The fund uses its value (P/B), momentum (11 month return/standard deviation) and quality (ROE) screens on the Russell 1000 universe. (We group the fund in the large-cap segment with other Russell 1000 funds, rather than in the total market segment.) The factors are applied on a sector by sector basis, which allows leaders in each segment to be selected and laggards to be weeded out. The fund weights each sector—it melds 10 ICB sectors into 8—inversely by volatility, and weights stocks within each sector the same way. This weighting scheme pushes defensive sectors like consumer goods, utilities and healthcare to the fore. JPUS charges a competitive fee for what it does. While it launched with above-average seed money, it should still be traded with care in early days.

JPUS MSCI ESG Fund metrics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of August 16, 2017 the JPMorgan Diversified Return U.S. Equity ETF MSCI ESG Fund Quality Score is 4.96 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. JPUS ranks in the 50th percentile within its peer group and in the 35th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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JPUS Top 10 Countries

JPUS Top 10 Sectors

JPUS Top 10 Holdings View All

JPUS Summary Data

09/29/15
Open-Ended Fund
0.19%
$282.12 M
$2.06 M
0.07%

JPUS Portfolio Data

$54.01 B
24.06
3.19
0.70%
12/22/17
527

JPUS Index Data

Russell 1000 Diversified Factor Index
Tiered
Multi-Factor
MSCI USA Large Cap

Related ETFs to JPUS

SPHD, FEX, GSLC, JKD, CSM
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

JPUS Portfolio Management

0.19%
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--
--

JPUS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JPUS Fund Structure

Open-Ended Fund
No
No
0% / 100%
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS10069.59
10067.96
1,00065.17
2,30064.89
2,30064.88
BIDS2,30064.74
2,30064.73
2,00064.72
2,00064.71
2,00064.70
LAST 10 TRADES
TIMEPRICESHARES
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Bats BZX Real-time Quote - 10:15:08
Daily Spread
Premium/Discount
Volume

JPUS FactSet Analytics Block Liquidity

As of 08/17/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of JPUS. JPUS is rated a 5 out of 5.

JPUS Tradability

31,463
$2.06 M
17,870
$1.18 M
0.07%
$0.05
0.05%
0.40% / -0.23%
None
100.00%
100,000
0.18
0.03%
0.02%
--
$65.79
5

JPUS Performance Statistics

0.87
0.96
0.91
1.03
0.19%
MSCI USA Large Cap

JPUS MSCI ESG Fund Metrics

4.96 / 10
49.94
34.85
14.46%
6.62%
547.35