JQUA JPMorgan U.S. Quality Factor ETF

*Unless otherwise stated, data provided by FactSet.

JQUA Fund Description

JQUA selects companies from the Russell 1000 using three quality factors: profitability, earnings, and solvency.

JQUA Factset Analytics Insight

JQUA selects and ranks the companies the 1000 largest publicly traded US companies on three quality metrics: profitability, quality of earnings, and solvency. These are combined into a quality factor, which determines which securities will be included in the index and their weights. Companies are market cap-weighted using a proprietary optimization methodology that aims to match the sector weights of the Russell 1000 Index. JQUA does not constrain sector or industry exposure, so investors could experience significant portfolio tilts towards one sector or another depending on the market environment. Holdings include common stock, REITs, and preferreds. The underlying index undergoes quarterly review.

PERFORMANCE [as of 09/27/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JQUA -9.53% -6.97% -21.39% -14.88% 8.31% -- --
JQUA (NAV) -9.64% -7.18% -21.53% -14.99% 8.23% -- --
J.P. Morgan US Quality Factor Index -9.62% -7.16% -21.48% -14.91% 8.33% 9.89% 12.14%
MSCI USA Large Cap Index -9.80% -6.03% -23.35% -17.92% 9.23% 9.99% 11.97%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JQUA Summary Data

JPMorgan
11/08/17
Open-Ended Fund
0.12%
$540.70M
$4.15M
0.08%

JQUA Portfolio Data

$271.46B
18.84
5.70
1.78%
12/20/22
246

JQUA Index Data

J.P. Morgan US Quality Factor Index
Market Cap
Fundamental
MSCI USA Large Cap Index

JQUA Portfolio Management

0.12%
-0.13%
-0.06%
-0.18%

JQUA Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JQUA Fund Structure

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

JQUA Factset Analytics Block Liquidity

As of 09/28/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of JQUA. JQUA is rated a 5 out of 5.

JQUA Tradability

108,761
$4.15M
58,586
$2.38M
0.08%
$0.03
0.02%
1.46% / -1.46%
None
100.00%
50,000
1.17
0.04%
0.00%
0
$35.31
5

JQUA Sector/Industry Breakdown


JQUA
Segment Benchmark
19.28%
--
14.07%
--
12.65%
--
12.38%
--
6.35%
--
5.99%
--
5.88%
--
5.50%
--
4.41%
--
4.01%
--

JQUA Top 10 Holdings[View All]

Apple Inc. 2.09%
AbbVie, Inc. 1.55%
18.15%

JQUA Countries


JQUA
Segment Benchmark
99.92%
99.89%
0.08%
0.11%

JQUA Regions


JQUA
Segment Benchmark
100.00%
100.00%

JQUA Economic Development


JQUA
Segment Benchmark
100.00%
100.00%
0.00%
0.00%

JQUA Performance Statistics

0.97
0.90
0.91
0.90
0.24%
MSCI USA Large Cap Index

JQUA Benchmark Comparison Holdings

246
297
124
45.58%

JQUA Benchmark Comparison Summary


JQUA
Segment Benchmark
246
297
$271.46B
$623.12B
18.84
19.80
5.70
4.32
1.58%
1.46%
Low
Medium

JQUA Benchmark Comparison Market Cap Size


JQUA
Segment Benchmark
89.28%
99.96%
10.67%
0.04%
0.00%
0.00%
0.00%
0.00%