JPGE

JPMorgan Diversified Return Global Equity ETF
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63
*Unless otherwise stated, data provided by FactSet.

JPGE Fund Description

JPGE tracks an index of developed-market securities that are selected based on value, momentum, and quality factors, then weighted for equal risk contribution on a sector and regional level.

JPGE Factset Analytics Insight

JPGE places a heavy emphasis on diversifying risk. To maximize diversification, the fund spreads risk across three areas: countries, sectors, and factors. Specifically, JPGE assigns weights to 40 buckets—4 regions x 10 sectors—so that each bucket contributes an equal amount of risk (measured by historic volatility) to the portfolio. It fills those buckets with securities selected to provide diversified exposure to three factors: value, momentum, and quality. Holdings are equal-weighted within each bucket. Relative to our cap-weighted benchmark, the resulting portfolio has low beta and favors defensive sectors like utilities and materials. The fund also has a significant overweight to Japan and leans toward midcaps and value plays. JPGE charges a reasonable fee.

JPGE MSCI ESG Analytics Insight

JPMorgan Diversified Return Global Equity ETF has an MSCI ESG Fund Rating of A based on a score of 5.98 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 Global Equity ETF ranks in the 67th percentile within its peer group and in the 91st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JPGE 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.

JPGE Charts And Performance

Price Chart ($)
Total Return Chart (%)
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PERFORMANCE [as of 09/19/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JPGE 4.73% 1.75% 12.00% 0.05% 7.76% 5.68% --
JPGE (NAV) 4.16% 1.24% 12.07% 0.41% 7.75% 5.89% --
MSCI World IMI 3.60% 2.34% 18.55% 2.24% 10.81% 6.87% 9.13%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JPGE Summary Data

JPMorgan
06/23/14
Open-Ended Fund
0.29%
$143.90M
$563.96K
0.09%

JPGE Portfolio Data

$30.97B
15.21
1.52
3.03%
09/24/19
566

JPGE Index Data

JP Morgan Diversified Factor Global Developed Equity Index
Tiered
Multi-Factor
MSCI World IMI

JPGE Portfolio Management

0.29%
--
--
--

JPGE Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JPGE 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 -

JPGE Factset Analytics Block Liquidity

As of 09/20/19
5
4
3
2
1

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

JPGE Tradability

9,682
$563.96K
6,959
$393.10K
0.09%
$0.05
-0.08%
0.80% / -0.42%
None
36.00%
100,000
0.07
0.13%
0.04%
0
$60.06
4

JPGE Sector/Industry Breakdown


JPGE
Segment Benchmark
14.20%
12.39%
12.04%
19.62%
11.73%
12.86%
10.77%
18.85%
10.18%
12.17%
9.98%
4.75%
9.25%
3.29%
9.03%
8.17%
6.49%
2.57%
6.34%
5.30%

JPGE Top 10 Holdings[View All]

0.53%
0.40%
0.39%
0.36%
0.35%
0.35%
4.09%

JPGE Countries


JPGE
Segment Benchmark
24.97%
62.70%
22.51%
8.57%
9.61%
2.50%
7.71%
--
5.18%
1.16%
3.89%
3.39%
3.76%
5.75%
3.74%
3.42%
2.42%
0.55%
2.34%
0.95%

JPGE Regions


JPGE
Segment Benchmark
47.78%
12.89%
28.71%
66.12%
23.51%
20.80%
--
0.19%

JPGE Economic Development


JPGE
Segment Benchmark
100.00%
100.00%
--
0.00%

JPGE Performance Statistics

0.91
0.86
0.88
0.82
0.24%
MSCI World IMI

JPGE MSCI ESG Ratings

A
5.98 / 10
91.20
66.70
10.30%
8.04%
380.28

JPGE Benchmark Comparison Holdings

566
5978
498
19.29%

JPGE Benchmark Comparison Summary


JPGE
Segment Benchmark
566
5978
$30.97B
$148.11B
15.21
20.62
1.52
2.30
2.98%
2.37%
Low
Low

JPGE Benchmark Comparison Market Cap Size


JPGE
Segment Benchmark
53.91%
76.99%
41.26%
16.91%
4.81%
5.43%
0.02%
0.65%