JPEM

JPMorgan Diversified Return Emerging Markets Equity ETF
*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

JPMorgan Diversified Return Emerging Markets Equity ETF has an MSCI ESG Fund Rating of BB based on a score of 3.64 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 21st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JPEM Charts And Performance

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PERFORMANCE [as of 12/12/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JPEM 2.51% 3.86% 12.12% 11.20% 8.08% -- --
JPEM (NAV) 1.69% 2.82% 11.99% 11.10% 8.61% -- --
MSCI Emerging Markets Investable Market Index 1.43% 4.94% 12.73% 11.63% 9.14% 4.82% 3.36%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JPEM Summary Data

JPMorgan
01/07/15
Open-Ended Fund
0.45%
$356.00M
$1.47M
0.16%

JPEM Portfolio Data

$36.61B
13.36
1.72
2.75%
12/23/19
540

JPEM Index Data

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

JPEM Portfolio Management

0.45%
-0.39%
1.81%
-1.64%

JPEM Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JPEM Fund Structure

Open-Ended Fund
No
Yes
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

JPEM Factset Analytics Block Liquidity

As of 12/13/19
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

27,316
$1.47M
20,451
$1.11M
0.16%
$0.09
0.22%
1.10% / -0.84%
None
21.00%
100,000
0.20
0.27%
12.05%
0
$55.29
2

JPEM Sector/Industry Breakdown


JPEM
Segment Benchmark
21.23%
27.08%
11.26%
7.63%
11.22%
4.08%
10.62%
7.05%
10.29%
7.43%
9.16%
3.12%
8.45%
7.50%
8.06%
6.27%
6.78%
26.64%
2.93%
3.21%

JPEM Top 10 Holdings[View All]

1.63%
1.57%
1.56%
1.53%
1.44%
1.37%
1.25%
1.22%
1.10%
0.97%
13.64%

JPEM Countries


JPEM
Segment Benchmark
16.23%
20.73%
15.38%
7.94%
11.16%
12.84%
9.06%
9.46%
6.87%
4.78%
6.74%
3.72%
5.27%
8.35%
4.53%
2.57%
4.52%
2.90%
4.24%
2.10%

JPEM Regions


JPEM
Segment Benchmark
55.05%
72.17%
21.72%
11.98%
13.21%
8.94%
10.02%
6.24%
--
0.68%

JPEM Economic Development


JPEM
Segment Benchmark
71.39%
52.56%
28.61%
47.44%

JPEM Performance Statistics

0.90
0.82
0.85
0.78
0.22%
MSCI Emerging Markets Investable Market Index

JPEM MSCI ESG Ratings

3.64 / 10
20.56
15.16
3.64%
4.74%
551.80

JPEM Benchmark Comparison Holdings

540
2758
472
40.48%

JPEM Benchmark Comparison Summary


JPEM
Segment Benchmark
540
2758
$36.61B
$83.60B
13.36
15.07
1.72
1.58
3.58%
2.81%
Low
Low

JPEM Benchmark Comparison Market Cap Size


JPEM
Segment Benchmark
52.08%
59.73%
39.15%
27.24%
8.77%
10.82%
0.00%
2.21%