JPSE

JPMorgan Diversified Return U.S. Small Cap Equity ETF
*Unless otherwise stated, data provided by FactSet.

JPSE Fund Description

JPSE tracks a multi-factor index comprised of US small-cap stocks. The index uses a combination of fundamental and technical factors for stock selection, and inverse volatility for weighting.

JPSE Factset Analytics Insight

JPSE applies a multi-factor selection and risk-weighting exposure to the US small-cap space. JPSE’s underlying index uses inverse volatility to construct its initial sector composition. Then it uses price-to-book ratio, return-on-equity, price momentum, and dividend yield to generate composite scores for stocks in the Russell 2000 Index. The index includes the top 70% of stocks with the highest composite scores, weighted by inverse volatility, within each sector. The resulting exposure will look different from the conventional market-cap exposure. The Fund intends to replicate the index constituents as closely as possible. If this is not possible, the fund will use a representative sampling method instead. JPSE will be rebalanced quarterly in accordance with the quarterly rebalancing of the underlying index.

JPSE MSCI ESG Analytics Insight

JPMorgan Diversified Return U.S. Small Cap Equity ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.92 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 U.S. Small Cap Equity ETF ranks in the 26th percentile within its peer group and in the 17th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JPSE 2.03% 0.36% 23.44% 44.05% 15.40% -- --
JPSE (NAV) 4.29% 4.75% 25.11% 48.06% 15.86% -- --
MSCI USA Small Cap Index 3.08% 4.32% 19.47% 43.09% 16.91% 16.04% 14.99%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JPSE Summary Data

JPMorgan
11/15/16
Open-Ended Fund
0.29%
$172.73M
$377.15K
0.15%

JPSE Portfolio Data

$3.03B
33.93
2.25
1.08%
12/21/21
629

JPSE Index Data

JP Morgan Diversified Factor US Small Cap Equity Index
Volatility
Multi-Factor
MSCI USA Small Cap Index

JPSE Portfolio Management

0.29%
-0.05%
0.08%
-0.68%

JPSE Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JPSE Fund Structure

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

JPSE Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

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

JPSE Tradability

8,621
$377.15K
6,671
$292.30K
0.15%
$0.07
-0.02%
0.49% / -0.24%
None
98.00%
50,000
0.13
0.10%
0.08%
0
$44.83
5

JPSE Sector/Industry Breakdown


JPSE
Segment Benchmark
22.15%
22.61%
15.93%
14.85%
10.59%
14.03%
10.31%
13.83%
9.36%
5.04%
8.42%
15.32%
7.36%
3.89%
6.23%
3.49%
4.66%
2.04%
2.74%
0.63%

JPSE Countries


JPSE
Segment Benchmark
99.33%
100.00%
0.67%
--

JPSE Regions


JPSE
Segment Benchmark
100.00%
100.00%

JPSE Economic Development


JPSE
Segment Benchmark
100.00%
100.00%

JPSE Performance Statistics

0.96
1.08
1.09
1.03
0.25%
MSCI USA Small Cap Index

JPSE MSCI ESG Ratings

4.92 / 10
16.69
25.88
2.87%
--
186.93

JPSE Benchmark Comparison Holdings

629
1855
586
26.50%

JPSE Benchmark Comparison Summary


JPSE
Segment Benchmark
629
1855
$3.03B
$5.77B
33.93
49.54
2.25
2.79
1.45%
1.00%
Low
Low

JPSE Benchmark Comparison Market Cap Size


JPSE
Segment Benchmark
0.00%
4.83%
51.58%
73.12%
45.24%
21.12%
3.15%
0.93%