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About JPMorgan Diversified Return Emerging Markets Equity ETF
Expense ratio
0.44%
Home page
Inception date
Jan 7, 2015
JPEM offers a robust mix of factor-based selection and risk-based weighting methodology that doesnt stray too far from cap-weighted exposure. The funds five factorsP/B, forward P/E, ROE, 8-month total return and changes in earnings forecastsalign with the shorthand of value, quality and momentum. Stocks that make the cut have their market-cap weight assigned to five geographic and five sector baskets, equally weighted by risk (3Y standard deviation). Stocks fill the buckets weighted by liquiditya cautionary nod to the EM spaceand names that appear in two buckets are simply summed, subject to caps. The resulting portfolio avoids massive country and sector bets and leans toward value and low beta, consistent with its thesis. The Funds portfolio will be rebalanced quarterly in accordance with the quarterly rebalancing of the Underlying Index.
Classification
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Finance
Stocks97.76%
Finance20.86%
Energy Minerals9.49%
Utilities9.02%
Consumer Non-Durables8.59%
Communications7.03%
Non-Energy Minerals6.07%
Transportation5.83%
Retail Trade4.72%
Health Technology4.11%
Technology Services3.97%
Consumer Durables3.86%
Electronic Technology3.61%
Producer Manufacturing3.06%
Process Industries2.63%
Consumer Services1.60%
Distribution Services1.01%
Industrial Services0.97%
Health Services0.87%
Commercial Services0.38%
Miscellaneous0.10%
Bonds, Cash & Other2.22%
UNIT1.80%
Cash0.42%
Stock breakdown by region
Asia55.26%
Europe13.75%
Latin America10.41%
Middle East8.79%
North America7.75%
Africa4.04%
Oceania0.00%
Top 10 holdings
Dividends
Dividend payout history