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, 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.

PERFORMANCE [as of 06/10/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JPUS 0.24% 11.13% 17.31% 34.71% 13.13% 13.29% --
JPUS (NAV) 0.59% 10.20% 17.40% 37.10% 13.16% 13.50% --
MSCI USA Large Cap Index 1.75% 9.15% 12.45% 35.19% 18.14% 18.05% 15.51%
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%
$684.46M
$1.26M
0.05%

JPUS Portfolio Data

$94.05B
28.33
3.26
1.63%
06/22/21
361

JPUS Index Data

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

JPUS Portfolio Management

0.18%
-0.05%
0.01%
-0.33%

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 06/11/21
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

13,125
$1.26M
11,282
$1.09M
0.05%
$0.05
0.00%
0.19% / -0.14%
None
99.00%
100,000
0.11
--
0.03%
1
$97.99
5

JPUS Sector/Industry Breakdown


JPUS
Segment Benchmark
16.03%
12.38%
14.58%
36.00%
12.93%
13.33%
12.23%
6.20%
11.11%
2.29%
9.78%
1.78%
8.52%
8.82%
8.27%
15.04%
4.38%
2.41%
1.68%
1.67%

JPUS Countries


JPUS
Segment Benchmark
100.00%
99.90%
--
0.10%

JPUS Regions


JPUS
Segment Benchmark
100.00%
100.00%

JPUS Economic Development


JPUS
Segment Benchmark
100.00%
100.00%

JPUS Performance Statistics

0.78
0.84
0.74
0.88
0.49%
MSCI USA Large Cap Index

JPUS MSCI ESG Ratings

6.05 / 10
65.30
51.28
9.03%
7.62%
434.26

JPUS Benchmark Comparison Holdings

361
290
153
33.11%

JPUS Benchmark Comparison Summary


JPUS
Segment Benchmark
361
290
$94.05B
$559.64B
28.33
35.27
3.26
4.94
1.92%
1.36%
Low
Low

JPUS Benchmark Comparison Market Cap Size


JPUS
Segment Benchmark
77.08%
100.00%
22.34%
0.00%
0.58%
0.00%
0.00%
0.00%