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.

JQUA MSCI ESG Analytics Insight

JPMorgan U.S. Quality Factor ETF has an MSCI ESG Fund Rating of A based on a score of 6.28 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 U.S. Quality Factor ETF ranks in the 54th percentile within its peer group and in the 67th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JQUA 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 09/16/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JQUA 0.54% 6.06% 20.16% 31.91% 16.79% -- --
JQUA (NAV) -0.07% 6.68% 20.13% 46.52% 17.25% -- --
J.P. Morgan US Quality Factor Index -0.04% 6.73% 20.23% 32.46% 16.79% 17.83% 16.20%
MSCI USA Large Cap Index 0.04% 6.83% 19.81% 33.70% 18.63% 18.87% 16.64%
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%
$415.45M
$1.42M
0.05%

JQUA Portfolio Data

$277.90B
25.93
6.69
1.35%
09/21/21
265

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%
-0.07%
-0.20%

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 09/17/21
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

33,514
$1.42M
22,852
$990.21K
0.05%
$0.02
0.03%
0.14% / -0.13%
None
100.00%
50,000
0.46
0.04%
0.00%
0
$42.76
5

JQUA Sector/Industry Breakdown


JQUA
Segment Benchmark
36.45%
37.78%
15.13%
14.54%
13.13%
13.60%
12.20%
11.92%
10.17%
8.07%
5.75%
5.98%
2.11%
2.22%
1.84%
2.12%
1.58%
1.84%
1.24%
1.53%

JQUA Top 10 Holdings[View All]

Apple Inc. 1.81%
Adobe Inc. 1.51%
18.97%

JQUA Countries


JQUA
Segment Benchmark
99.99%
99.90%
0.01%
0.10%

JQUA Regions


JQUA
Segment Benchmark
100.00%
100.00%

JQUA Economic Development


JQUA
Segment Benchmark
100.00%
100.00%

JQUA Performance Statistics

0.95
0.90
0.88
0.87
0.21%
MSCI USA Large Cap Index

JQUA MSCI ESG Ratings

6.28 / 10
66.54
54.38
5.32%
5.36%
146.99

JQUA Benchmark Comparison Holdings

265
290
123
44.12%

JQUA Benchmark Comparison Summary


JQUA
Segment Benchmark
265
290
$277.90B
$614.29B
25.93
29.96
6.69
5.10
1.39%
1.31%
Low
Low

JQUA Benchmark Comparison Market Cap Size


JQUA
Segment Benchmark
87.40%
100.00%
12.30%
0.00%
0.30%
0.00%
0.00%
0.00%