JPEM

JPMorgan Diversified Return Emerging Markets Equity ETF
D

72
*Unless otherwise stated, data provided by FactSet.

JPEM Fund Description

JPEM tracks an index of emerging market equities, selected by 5 factors (P/B, P/E, ROE, momentum and changes in earnings estimates). Stocks are weighted by market cap and inversely by risk relative to geographic and sector groupings.

JPEM Factset Analytics Insight

JPEM offers a robust mix of factor-based selection and risk-based weighting methodology that doesn’t stray too far from cap-weighted exposure. The fund’s 5 factors—price to book, forward P/E, return on equity, 8-month total return and changes in earnings forecasts—align with the shorthand of value, quality and momentum. Stocks that make the cut have their market-cap weight are assigned to 5 geographic and 5 sector baskets, equally weighted by risk (3Y standard deviation). Stocks fill the buckets weighted by liquidity—a cautionary nod to the EM space—and names that appear in 2 buckets are simply summed, subject to caps. The resulting portfolio avoids massive country and sector bets and leans toward value and low beta, consistent with its thesis. While the fund is competitively priced, trading volume and AUM is still thinner than we’d like.

JPEM MSCI ESG Analytics 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 May 21, 2019 the JPMorgan Diversified Return Emerging Markets Equity ETF MSCI ESG Fund Quality Score is 3.01 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. JPEM ranks in the 14th percentile within its peer group and in the 8th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

JPEM CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 05/21/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JPEM -6.14% -3.36% 3.29% -7.32% 10.14% -- --
JPEM (NAV) -5.81% -3.18% 3.75% -6.80% 9.94% -- --
MSCI Emerging Markets Investable Market Index -8.35% -4.53% 3.72% -10.55% 10.18% 1.54% 5.53%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JPEM Top 10 Countries

JPEM Top 10 Sectors

JPEM Top 10 Holdings [View All]

JPEM Summary Data

JPMorgan
01/07/15
Open-Ended Fund
0.45%
$311.22M
$2.76M
0.18%

JPEM Portfolio Data

$44.11B
12.50
1.56
2.74%
06/25/19
600

JPEM Index Data

FTSE Emerging Diversified Factor Index
Tiered
Multi-Factor
MSCI Emerging Markets Investable Market Index

JPEM Portfolio Management

0.45%
-0.59%
1.81%
-1.64%

JPEM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JPEM Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

JPEM Factset Analytics Block Liquidity

As of 05/22/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of JPEM. JPEM is rated a 2 out of 5.

JPEM Tradability

50,560
$2.76M
29,721
$1.62M
0.18%
$0.09
0.26%
1.16% / -0.84%
None
14.00%
100,000
0.30
0.29%
19.53%
1
$52.35
2

JPEM Sector/Industry Breakdown


JPEM
Segment Benchmark
28.93%
25.63%
11.79%
7.88%
9.50%
26.72%
8.79%
3.91%
8.59%
7.35%
7.86%
6.20%
7.68%
7.50%
7.15%
2.65%
6.71%
5.96%
2.34%
2.87%

JPEM TOP 10 HOLDINGS[View All]

3.00%
2.65%
1.39%
1.27%
1.27%
1.20%
1.17%
1.14%
1.07%
1.05%
15.21%

JPEM Countries


JPEM
Segment Benchmark
20.79%
22.20%
15.95%
12.16%
10.87%
7.17%
10.48%
9.86%
6.25%
3.37%
6.18%
2.17%
5.38%
2.49%
5.23%
2.27%
5.03%
5.95%
2.78%
2.66%

JPEM Regions


JPEM
Segment Benchmark
67.09%
74.02%
15.34%
11.42%
8.99%
7.76%
8.59%
6.01%
--
0.78%

JPEM Economic Development


JPEM
Segment Benchmark
62.41%
50.74%
37.59%
49.26%

JPEM Performance Statistics

0.94
0.86
0.86
0.89
0.23%
MSCI Emerging Markets Investable Market Index

JPEM MSCI ESG Ratings

3.01 / 10
14.16
7.87
3.23%
4.90%
577.34

JPEM BENCHMARK COMPARISON HOLDINGS

600
2639
541
48.43%

JPEM BENCHMARK COMPARISON SUMMARY


JPEM
Segment Benchmark
600
2639
$44.11B
$85.43B
12.50
13.21
1.56
1.61
3.41%
2.59%
Low
Low

JPEM BENCHMARK COMPARISON MARKET CAP SIZE


JPEM
Segment Benchmark
55.16%
59.01%
39.73%
27.88%
5.11%
10.90%
0.00%
2.22%