JPSEJPMorgan Diversified Return U.S. Small Cap Equity ETF
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.
JPSE Summary Data
JPSE Portfolio Data
JPSE Index Data
JPSE Portfolio Management
JPSE Tax Exposures
JPSE Fund Structure
JPSE Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
JPSE Top 10 Holdings[View All]
JPSE Economic Development
JPSE Performance Statistics
JPSE MSCI ESG Ratings
JPSE Benchmark Comparison Summary
JPSE Benchmark Comparison Market Cap Size