JPUS

JPMorgan Diversified Return U.S. Equity ETF
*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, and quality factors. The fund is weighted for equal risk contribution at the sector level and 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.

PERFORMANCE [as of 06/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JPUS -9.43% -- -12.48% -2.75% 9.35% 9.46% --
JPUS (NAV) -9.43% -12.85% -12.43% -2.73% 9.37% 9.50% --
MSCI USA Large Cap Index -- -- -- -- -- -- --
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
0.18%
$470.68M
$3.01M
0.09%

JPUS Portfolio Data

$81.04B
15.64
2.87
2.15%
N/A
369

JPUS Index Data

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

JPUS Portfolio Management

0.18%
-0.23%
-0.15%
-0.28%

JPUS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JPUS Fund Structure

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

JPUS Factset Analytics Block Liquidity

As of 06/30/22
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

31,220
$3.01M
22,524
$2.18M
0.09%
$0.08
-0.01%
0.15% / -1.38%
None
99.00%
100,000
0.23
0.01%
0.02%
5
$92.00
5

JPUS Sector/Industry Breakdown


JPUS
Segment Benchmark
17.25%
--
11.35%
--
11.19%
--
8.89%
--
6.83%
--
6.76%
--
5.38%
--
5.09%
--
4.87%
--
3.28%
--

JPUS Countries


JPUS
Segment Benchmark
100.00%
99.89%
--
0.11%

JPUS Regions


JPUS
Segment Benchmark
100.00%
100.00%

JPUS Economic Development


JPUS
Segment Benchmark
100.00%
100.00%

JPUS Performance Statistics

0.84
0.76
0.75
0.80
0.50%
MSCI USA Large Cap Index

JPUS Benchmark Comparison Holdings

369
296
153
31.50%

JPUS Benchmark Comparison Summary


JPUS
Segment Benchmark
369
296
$81.04B
$608.31B
15.64
21.94
2.87
4.53
2.13%
1.45%
Low
Low

JPUS Benchmark Comparison Market Cap Size


JPUS
Segment Benchmark
76.61%
99.91%
22.94%
0.09%
0.45%
0.00%
0.00%
0.00%