JPINJPMorgan Diversified Return International Equity ETF
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.
JPIN MSCI ESG Analytics Insight
JPMorgan Diversified Return International Equity ETF has an MSCI ESG Fund Rating of AA based on a score of 7.40 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 International Equity ETF ranks in the 82nd percentile within its peer group and in the 41st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
JPIN 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.
JPIN Summary Data
JPIN Portfolio Data
JPIN Index Data
JPIN Portfolio Management
JPIN Tax Exposures
JPIN Fund Structure
JPIN Factset Analytics Block Liquidity
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 Top 10 Holdings[View All]
JPIN Economic Development
JPIN Performance Statistics
JPIN MSCI ESG Ratings
JPIN Benchmark Comparison Summary
JPIN Benchmark Comparison Market Cap Size