BBSC

JPMorgan BetaBuilders U.S. Small Cap Equity ETF
*Unless otherwise stated, data provided by FactSet.

BBSC Fund Description

BBSC tracks a market-cap-weighted index of US small cap companies.

BBSC Factset Analytics Insight

BBSC provides exposure to the small-cap segment of the US equity market. It tracks an index that primarily targets those securities that fall between the 95th and 99th percentiles in market capitalization of the US investable universe, although mid-capitalization companies may also be included. The fund’s equity securities may comprise common stock and real estate investment trusts (REITs). It also allocates its investments across various sectors. As part of the ‘BetaBuilders’ suite, BBSC provides pure vanilla exposure to small-cap securities and can be used as a complement to BBUS and BBMC, which covers the total market and midcap segments of the US equity market, respectively. Index constituents are rebalanced quarterly.

BBSC MSCI ESG Analytics Insight

JPMorgan BetaBuilders U.S. Small Cap Equity ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.08 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

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. JPMorgan BetaBuilders U.S. Small Cap Equity ETF ranks in the 28th percentile within its peer group and in the 24th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

BBSC MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
BBSC 0.62% -1.20% 14.62% -- -- -- --
BBSC (NAV) 3.20% 4.03% 16.89% -- -- -- --
MSCI USA Small Cap Index 3.08% 4.32% 19.47% 43.09% 16.91% 16.04% 14.99%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

BBSC Summary Data

JPMorgan
11/16/20
Open-Ended Fund
0.09%
$439.95M
$182.46K
0.15%

BBSC Portfolio Data

$3.46B
67.64
2.61
--
12/21/21
905

BBSC Index Data

Morningstar US Small Cap Target Market Exposure Extended Index
Market Cap
Market Cap
MSCI USA Small Cap Index

BBSC Portfolio Management

0.09%
--
--
--

BBSC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

BBSC Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

BBSC Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of BBSC. BBSC is rated a 4 out of 5.

BBSC Tradability

2,819
$182.46K
824
$54.16K
0.15%
$0.10
0.04%
0.38% / -0.77%
None
95.00%
25,000
0.03
0.14%
0.02%
0
$66.87
4

BBSC Sector/Industry Breakdown


BBSC
Segment Benchmark
19.73%
22.61%
17.00%
14.85%
16.15%
13.83%
14.70%
14.03%
13.32%
15.32%
4.92%
3.49%
3.96%
5.04%
2.96%
3.89%
1.54%
2.04%
1.15%
0.63%

BBSC Countries


BBSC
Segment Benchmark
100.00%
100.00%

BBSC Regions


BBSC
Segment Benchmark
100.00%
100.00%

BBSC Economic Development


BBSC
Segment Benchmark
100.00%
100.00%

BBSC Performance Statistics

0.97
1.08
1.09
1.08
0.26%
MSCI USA Small Cap Index

BBSC MSCI ESG Ratings

5.08 / 10
23.67
27.83
2.15%
--
114.77

BBSC Benchmark Comparison Holdings

905
1855
877
35.39%

BBSC Benchmark Comparison Summary


BBSC
Segment Benchmark
905
1855
$3.46B
$5.77B
67.64
49.54
2.61
2.79
0.91%
1.00%
Low
Low

BBSC Benchmark Comparison Market Cap Size


BBSC
Segment Benchmark
0.05%
4.83%
58.45%
73.12%
41.15%
21.12%
0.35%
0.93%