JPIN

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

JPIN Fund Description

JPIN tracks an index of developed ex-North America securities that are selected based on value, momentum, and quality factors, then weighted by the inverse of historical volatility on a sector and regional level.

JPIN Factset Analytics Insight

JPIN seeks exposure to several historically outperforming factors, while diversifying risk across regions and sectors. Specifically, it filters for value, momentum, and quality factors, then assigns each security to one of 40 buckets—4 regions x 10 sectors. Each bucket is weighted to contribute equal risk to the fund, based on historic volatility, holdings are equal-weighted within each bucket. It's the same methodology used by sibling JPGE, but with US and Canadian firms excluded. Consistent with its aims, the fund’s portfolio typically shows a bias toward smaller, value-oriented firms but with lower market risk than our benchmark. Sectors biases can be significant too, with defensive sectors typically emphasized. The fund’s portfolio will be rebalanced quarterly in accordance with the rebalancing of its underlying index.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JPIN 2.80% -4.88% -13.42% -15.74% 2.35% 0.82% --
JPIN (NAV) 3.00% -5.08% -13.60% -15.82% 2.24% 0.84% --
JP Morgan Diversified Factor International Equity Index 3.45% -5.52% -13.99% -15.96% 2.24% 0.94% --
MSCI EAFE IMI 5.30% -4.15% -16.78% -16.82% 3.56% 2.22% 5.92%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JPIN Summary Data

JPMorgan
11/07/14
Open-Ended Fund
0.37%
$736.18M
$5.30M
0.08%

JPIN Portfolio Data

$28.44B
10.67
1.26
6.34%
N/A
471

JPIN Index Data

JP Morgan Diversified Factor International Equity Index
Tiered
Multi-Factor
MSCI EAFE IMI

JPIN Portfolio Management

0.37%
-0.26%
2.73%
-2.24%

JPIN Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JPIN Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

JPIN Factset Analytics Block Liquidity

As of 08/04/22
5
4
3
2
1

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

JPIN Tradability

106,404
$5.30M
84,860
$4.13M
0.08%
$0.04
-0.03%
0.42% / -0.42%
None
13.00%
100,000
0.85
0.12%
0.08%
1
$50.19
5

JPIN Sector/Industry Breakdown


JPIN
Segment Benchmark
16.92%
--
10.36%
--
10.32%
--
8.63%
--
6.82%
--
6.31%
--
5.27%
--
4.84%
--
4.45%
--
3.99%
--

JPIN Top 10 Holdings[View All]

0.46%
0.46%
0.45%
0.45%
0.44%
0.44%
0.44%
0.44%
0.44%
0.43%
4.44%

JPIN Countries


JPIN
Segment Benchmark
29.47%
--
19.39%
--
9.32%
--
7.70%
--
5.26%
--
4.09%
--
3.88%
--
3.23%
--
2.70%
--
2.60%
--

JPIN Regions


JPIN
Segment Benchmark
54.94%
--
44.72%
--
0.34%
--

JPIN Economic Development


JPIN
Segment Benchmark
99.94%
--
0.06%
--

JPIN Performance Statistics

0.92
0.75
0.70
0.76
0.34%
MSCI EAFE IMI

JPIN Benchmark Comparison Holdings

471
--
--
0.00%

JPIN Benchmark Comparison Summary


JPIN
Segment Benchmark
471
--
$28.44B
--
10.67
--
1.26
--
3.69%
--
Low
High

JPIN Benchmark Comparison Market Cap Size


JPIN
Segment Benchmark
47.08%
--
47.15%
--
5.77%
--
0.00%
--