JPIN

JPMorgan Diversified Return International Equity ETF
C

72
*Unless otherwise stated, data provided by FactSet.

JPIN Fund Description

JPIN tracks an index of developed ex-US 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 fee is fair in context. Sister fund JPIH offers the same methodology—it actually holds shares of JPIN—with a currency hedge overlay for US investors.

JPIN MSCI ESG Analytics Insight

JPMorgan Diversified Return International Equity ETF has an MSCI ESG Fund Rating of A based on a score of 6.51 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 79th percentile within its peer group and in the 44th 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 Charts And Performance

Price Chart ($)
Total Return Chart (%)
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PERFORMANCE [as of 09/18/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JPIN 5.63% 1.60% 8.11% -3.37% 4.98% -- --
JPIN (NAV) 5.23% 0.40% 7.52% -4.25% 5.01% -- --
JP Morgan Diversified Factor International Equity Index 5.62% 0.95% 7.69% -3.86% 5.20% 3.24% --
MSCI World ex USA IMI 5.32% 1.99% 14.10% -0.14% 7.43% 2.81% 5.01%
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
0.38%
$1.43B
$7.64M
0.06%

JPIN Portfolio Data

$21.97B
13.99
1.33
2.98%
09/24/19
442

JPIN Index Data

JP Morgan Diversified Factor International Equity Index
Tiered
Multi-Factor
MSCI World ex USA IMI

JPIN Portfolio Management

0.38%
-0.22%
2.04%
-1.79%

JPIN Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JPIN 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 -

JPIN Factset Analytics Block Liquidity

As of 09/19/19
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

145,351
$7.64M
117,645
$6.22M
0.06%
$0.03
-0.04%
0.53% / -0.57%
None
14.00%
100,000
1.18
0.14%
0.09%
2
$53.95
5

JPIN Sector/Industry Breakdown


JPIN
Segment Benchmark
14.97%
15.47%
11.73%
23.85%
11.10%
11.88%
10.14%
6.82%
9.81%
7.78%
9.59%
10.57%
9.26%
10.06%
9.16%
3.43%
7.16%
3.64%
7.07%
6.49%

JPIN Top 10 Holdings[View All]

0.47%
0.46%
0.46%
0.45%
0.45%
0.44%
0.44%
0.44%
0.44%
0.44%
4.49%

JPIN Countries


JPIN
Segment Benchmark
24.56%
22.80%
20.68%
15.31%
10.49%
6.64%
7.66%
--
6.55%
3.08%
5.59%
9.03%
3.31%
2.74%
3.12%
7.45%
3.07%
1.45%
3.01%
3.13%

JPIN Regions


JPIN
Segment Benchmark
52.98%
34.30%
47.02%
55.36%
--
9.82%
--
0.51%

JPIN Economic Development


JPIN
Segment Benchmark
99.82%
100.00%
0.18%
0.00%

JPIN Performance Statistics

0.92
0.93
0.91
0.93
0.20%
MSCI World ex USA IMI

JPIN MSCI ESG Ratings

A
6.51 / 10
43.60
79.30
11.07%
9.22%
350.76

JPIN Benchmark Comparison Holdings

442
3552
383
24.20%

JPIN Benchmark Comparison Summary


JPIN
Segment Benchmark
442
3552
$21.97B
$53.33B
13.99
16.70
1.33
1.58
3.55%
3.26%
Low
Low

JPIN Benchmark Comparison Market Cap Size


JPIN
Segment Benchmark
38.00%
68.25%
54.55%
22.86%
7.45%
7.82%
0.00%
1.08%