JPEMJPMorgan Diversified Return Emerging Markets Equity ETF
JPEM Fund Description
JPEM tracks an index of emerging market equities, selected by multiple factors. 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 five factors—P/B, forward P/E, ROE, 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 assigned to five geographic and five 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 two 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. The Fund’s portfolio will be rebalanced quarterly in accordance with the quarterly rebalancing of the Underlying Index.
JPEM MSCI ESG Analytics Insight
JPMorgan Diversified Return Emerging Markets Equity ETF has an MSCI ESG Fund Rating of BB based on a score of 4.22 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 Diversified Return Emerging Markets Equity ETF ranks in the 15th percentile within its peer group and in the 7th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
JPEM Summary Data
JPEM Portfolio Data
JPEM Index Data
JPEM Portfolio Management
JPEM Tax Exposures
JPEM Fund Structure
JPEM Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
JPEM Top 10 Holdings[View All]
JPEM Economic Development
JPEM Performance Statistics
JPEM MSCI ESG Ratings
JPEM Benchmark Comparison Summary
JPEM Benchmark Comparison Market Cap Size