JPUS

JPMorgan Diversified Return U.S. Equity ETF
A

72
*Unless otherwise stated, data provided by FactSet.

JPUS Fund Description

JPUS tracks an index of large-cap US stocks selected from the Russell 1000 using relative value, momentum, quality factors. The fund is weighted for equal risk contribution at the sector level; holdings are equal-weighted within sectors.

JPUS Factset Analytics Insight

JPUS applies multifactor selection and risk-weighting to US large-caps for a competitive fee. The fund uses its value, momentum, and quality screens on the Russell 1000 universe, giving each factor equal influence. (We group the fund in the large-cap segment with other Russell 1000 funds, rather than in the total-market segment.) The factors are applied on a sector by sector basis, which allows leaders in each segment to be selected and laggards to be weeded out. The fund weights each sector for equal risk contribution, and weights stocks equally within each sector. This weighting scheme pushes defensive sectors like consumer goods, utilities, and materials to the fore. JPUS charges a competitive fee for what it does. The fund has a sizeable asset base and trades well.

JPUS MSCI ESG Analytics Insight

JPMorgan Diversified Return U.S. Equity ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.29 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. Equity ETF ranks in the 49th percentile within its peer group and in the 50th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JPUS 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.

JPUS Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 09/18/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JPUS 4.45% 4.14% 19.32% 4.51% 11.88% -- --
JPUS (NAV) 4.57% 3.25% 19.29% 4.11% 11.89% -- --
JP Morgan Diversified Factor US Equity Index 4.61% 3.32% 19.45% 4.28% 12.22% -- --
MSCI USA Large Cap Index 4.13% 3.57% 21.56% 5.97% 14.56% 10.83% 13.23%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JPUS Summary Data

JPMorgan
09/29/15
Open-Ended Fund
0.19%
$820.05M
$3.71M
0.04%

JPUS Portfolio Data

$60.87B
20.06
2.84
2.02%
09/24/19
437

JPUS Index Data

JP Morgan Diversified Factor US Equity Index
Tiered
Multi-Factor
MSCI USA Large Cap Index

JPUS Portfolio Management

0.19%
-0.17%
-0.14%
-0.25%

JPUS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JPUS 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 -

JPUS 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 JPUS. JPUS is rated a 5 out of 5.

JPUS Tradability

49,524
$3.71M
31,471
$2.38M
0.04%
$0.03
0.03%
0.24% / -0.27%
None
100.00%
100,000
0.31
0.02%
0.02%
12
$76.65
5

JPUS Sector/Industry Breakdown


JPUS
Segment Benchmark
16.56%
13.15%
12.38%
14.77%
11.85%
14.03%
11.56%
29.02%
10.76%
2.64%
9.92%
7.74%
9.33%
9.15%
9.06%
2.10%
6.25%
5.11%
2.26%
2.30%

JPUS Countries


JPUS
Segment Benchmark
100.00%
100.00%

JPUS Regions


JPUS
Segment Benchmark
100.00%
100.00%

JPUS Economic Development


JPUS
Segment Benchmark
100.00%
100.00%

JPUS Performance Statistics

0.94
0.84
0.85
0.83
0.26%
MSCI USA Large Cap Index

JPUS MSCI ESG Ratings

BBB
5.29 / 10
49.59
48.58
10.73%
5.49%
505.14

JPUS Benchmark Comparison Holdings

437
298
224
40.55%

JPUS Benchmark Comparison Summary


JPUS
Segment Benchmark
437
298
$60.87B
$268.77B
20.06
21.93
2.84
3.46
2.32%
1.91%
Low
Low

JPUS Benchmark Comparison Market Cap Size


JPUS
Segment Benchmark
72.80%
99.74%
25.83%
0.26%
1.37%
0.00%
0.00%
0.00%