JPEU

JPMorgan Diversified Return Europe Equity ETF
D

84
*Unless otherwise stated, data provided by FactSet.

JPEU Fund Description

JPEU tracks an index of stocks from developed European countries screened for value, quality and momentum and weighted to distribute risk equally across economic sectors.

JPEU Factset Analytics Insight

JPEU provides exposure to equities from Developed Europe using a factor-based selection approach and an equal-risk-weighting scheme. The fund’s initial selection universe is the FTSE Developed Europe Index—an index of large- and midcap companies from all advanced economies in Europe including non-Eurozone members. Securities are evaluated for value, quality and positive price momentum and then divided into 10 buckets—one for each economic sector. A composite score giving equal weight to the three factors above is assigned to each stock. Only those above a certain threshold for their sector are included in the portfolio. The weights of the individual securities are then adjusted so that each sector contributes equal risk to the overall portfolio. Holdings are equally weighted within each sector. This unique methodology all but ensures that the fund is not a close fit to our neutral benchmark. Of course, that’s its aim—JPEU offers an alternative to traditional market-cap selection and weighting. JPEU’s fee is on par with similar funds, though trading can be sporadic and investor interest has been muted.

JPEU MSCI ESG Analytics Insight

JPMorgan Diversified Return Europe Equity ETF has an MSCI ESG Fund Rating of AA based on a score of 7.74 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 Europe Equity ETF ranks in the 95th percentile within its peer group and in the 62nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JPEU Charts And Performance

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Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/17/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JPEU 1.61% 1.36% 14.76% 5.82% 6.65% -- --
JPEU (NAV) 1.72% 1.45% 15.08% 6.53% 7.94% -- --
JP Morgan Diversified Factor Europe Equity Index 1.91% 1.43% 15.18% 6.39% 8.15% -- --
MSCI Europe IMI 1.67% 0.94% 15.90% 6.50% 8.54% 4.47% 4.86%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JPEU Summary Data

JPMorgan
12/18/15
Open-Ended Fund
0.37%
$16.92M
$44.22K
0.10%

JPEU Portfolio Data

$30.04B
16.54
2.08
3.01%
12/23/19
347

JPEU Index Data

JP Morgan Diversified Factor Europe Equity Index
Tiered
Multi-Factor
MSCI Europe IMI

JPEU Portfolio Management

0.37%
0.14%
0.91%
-0.92%

JPEU Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JPEU Fund Structure

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

JPEU Factset Analytics Block Liquidity

As of 10/18/19
5
4
3
2
1

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

JPEU Tradability

687
$44.22K
405
$31.23K
0.10%
$0.06
-0.08%
1.19% / -0.72%
None
30.00%
100,000
0.00
0.11%
0.08%
0
$56.72
4

JPEU Sector/Industry Breakdown


JPEU
Segment Benchmark
13.73%
11.48%
13.72%
13.58%
13.64%
13.68%
11.00%
19.10%
10.63%
7.10%
10.14%
14.25%
8.37%
4.08%
6.76%
7.36%
6.54%
6.06%
5.46%
3.30%

JPEU Top 10 Holdings[View All]

0.46%
0.46%
0.46%
0.45%
0.45%
0.44%
0.44%
0.43%
0.43%
0.43%
4.45%

JPEU Countries


JPEU
Segment Benchmark
22.81%
27.01%
16.30%
16.32%
12.34%
13.27%
8.85%
14.49%
7.69%
4.86%
6.38%
4.00%
5.28%
4.45%
5.15%
5.59%
4.51%
2.96%
3.94%
1.66%

JPEU Regions


JPEU
Segment Benchmark
99.71%
99.22%
0.29%
0.78%

JPEU Economic Development


JPEU
Segment Benchmark
99.37%
100.00%
0.63%
--

JPEU Performance Statistics

0.98
0.98
0.95
0.95
0.13%
MSCI Europe IMI

JPEU MSCI ESG Ratings

AA
7.74 / 10
62.39
95.46
10.42%
10.15%
190.58

JPEU Benchmark Comparison Holdings

347
1422
333
46.36%

JPEU Benchmark Comparison Summary


JPEU
Segment Benchmark
347
1422
$30.04B
$69.08B
16.54
17.51
2.08
1.78
3.47%
3.56%
Low
Low

JPEU Benchmark Comparison Market Cap Size


JPEU
Segment Benchmark
55.13%
74.94%
44.26%
18.98%
0.61%
5.43%
0.00%
0.65%