JPUSJPMorgan Diversified Return U.S. Equity ETF
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. The fund uses its value, momentum, and quality screens on the Russell 1000 universe, giving each factor equal influence. 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. The fund and index are rebalanced quarterly.
JPUS MSCI ESG Analytics Insight
JPMorgan Diversified Return U.S. Equity ETF has an MSCI ESG Fund Rating of A based on a score of 6.05 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 51st percentile within its peer group and in the 65th 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 Summary Data
JPUS Portfolio Data
JPUS Index Data
JPUS Portfolio Management
JPUS Tax Exposures
JPUS Fund Structure
JPUS Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
JPUS Top 10 Holdings[View All]
JPUS Economic Development
JPUS Performance Statistics
JPUS MSCI ESG Ratings
JPUS Benchmark Comparison Summary
JPUS Benchmark Comparison Market Cap Size