JPSE
JPMorgan Diversified Return U.S. Small Cap Equity ETF

Price: $44.75
Change: $0.07 (-0.0%)
Last Updated:

Vitals

Brand JPMorgan
Structure ETF
Expense Ratio 0.29%
ETF Home Page Home page
Inception Nov 15, 2016

Analyst Report

The JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) tracks a broad index of small-cap U.S. stocks. The methodology combines risk-based portfolio construction with multi-factor security selection based on value, momentum, and quality. The case for investing in small companies is growth potential. Mega-cap stocks that may have already hit their peak. The downside is that small companies also come with a fair amount of risk. Changes in regulations, economic circumstances, or access to credit could send share prices tumbling. While some exposure to small companies is standard for many portfolios, investors should avoid the risk of leaning too heavily on a notably volatile segment.


The ETF marketplace has seen an explosion in recent years in “factor” funds covering every asset class. JPSE’s competition includes the iShares Edge Multifactor U.S.A. Small-Cap ETF (SMLF), the First Trust Small Cap Core AlphaDEX Fund (FYX), the Goldman Sachs ActiveBeta US Small Cap Equity ETF (GSSC), and the John Hancock Multifactor Small Cap ETF.


JPSE is reasonably prices for a multi-factor ETF. As of June 2020, its management fee is a bit below the average for the ETFdb small-cap growth category. However, it is still considerably more expensive than ultra-low-cost rivals like the Vanguard Small Cap Value ETF (VBR) and the iShares Core S&P Small-Cap ETF (IJR), which is among the biggest in the small-cap segment.

ETF Database Themes

Asset Class Equity
Asset Class Size Micro-Cap
Asset Class Style Blend
Region (General) North America
Region (Specific) U.S.

FactSet Classifications

  • Segment Equity: U.S. - Small Cap
  • Category Size and Style
  • Focus Small Cap
  • Niche Broad-based
  • Strategy Multi-factor
  • Weighting Scheme Volatility

Trading Data

Open - Volume -
Day Lo - Day Hi -
  • Open
  • Volume
  • Day Lo
  • Day Hi
  • 52 Week Lo $28.25
  • 52 Week Hi $45.48
  • AUM $172.7 M
  • Shares 3.9 M

Historical Trading Data

  • 1 Month Avg. Volume 10,226
  • 3 Month Avg. Volume 12,453

Alternative ETFs in the ETF Database Small Cap Growth Equities Category

Type Symbol Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest BKSE 0.04% $152.5 M 12,055 16.08%
Largest (AUM) IWM 0.19% $67.9 B 28 M 15.58%
Most Liquid (Volume) IWM 0.19% $67.9 B 28 M 15.58%
Top YTD Performer DWMC 1.32% $9.9 M 1,927 37.66%

Alternative ETFs in the FactSet Equity: U.S. - Small Cap Segment

Type Symbol Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest SCHA 0.04% $16.7 B 401,670 16.82%
Largest (AUM) IJR 0.06% $69.9 B 3 M 23.00%
Most Liquid (Volume) IWM 0.19% $67.9 B 28 M 15.58%
Top YTD Performer RWJ 0.39% $649.2 M 45,058 49.29%

Top 15 Holdings

Concentration Analysis

This section compares how balanced and deep this ETF is relative to its peers.

Holdings Comparison

JPSE ETF Database Category Average FactSet Segment Average
Number of Holdings 629 607 583
% of Assets in Top 10 3.96% 13.12% 17.38%
% of Assets in Top 15 5.68% 17.74% 20.62%
% of Assets in Top 50 16.58% 40.66% 38.14%

Size Comparison

JPSE ETF Database Category Average FactSet Segment Average
Large (>12.9B) 0.00% 5.69% 1.29%
Mid (>2.7B) 51.58% 60.48% 41.12%
Small (>600M) 45.24% 24.93% 42.63%
Micro (<600M) 3.15% 3.61% 5.71%

JPSE Valuation

This section compares the P/E ratio of this ETF to its peers.

JPSE
P/E Ratio
16.08
ETF Database Category Average
P/E Ratio
21.67
FactSet Segment Average
P/E Ratio
18.15

JPSE Dividend

This section compares the dividend yield of this ETF to its peers.

JPSE ETF Database Category Average FactSet Segment Average
Dividend $ 0.13 $ 0.28 $ 0.19
Dividend Date 2021-09-21 N/A N/A
Annual Dividend Rate $ 0.48 $ 0.82 $ 0.67
Annual Dividend Yield 1.08% 0.84% 1.22%

JPSE Price and Volume Chart

JPSE Fund Flows

View charts featuring ETF fund flow data.

5 Day Net Flows: 2.21 M 1 Month Net Flows: 2.21 M 3 Month Net Flows: -2.14 M 6 Month Net Flows: -2.14 M 1 Year Net Flows: -49.48 M 3 Year Net Flows: 15.73 M 5 Year Net Flows: 107.52 M 10 Year Net Flows: 107.52 M

JPSE Price vs Flows AUM Influence

View charts that break down the influence that fund flows and price had on overall assets.

Realtime Rating

The adjacent table gives investors an individual Realtime Rating for JPSE on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETF Database Pro members, shows the ETF in the Small Cap Growth Equities with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETF Database Pro. To view information on how the ETF Database Realtime Ratings work, click here.

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity n/a n/a
Expenses n/a n/a
Performance
Volatility
Dividend
Concentration

A+ Overall Rated ETF:

JPSE Expenses & Fees

This section compares the cost efficiency of this ETF to its peers.

Expenses Ratio Analysis

JPSE
Expense Ratio
0.29%
ETF Database Category Average
Expense Ratio
0.32%
FactSet Segment Average
Expense Ratio
0.37%

Tax Analysis

Max ST Capital Gains Rate 39.60%
Max LT Capital Gains Rate 20.00%
Tax On Distributions Qualified dividends
Distributes K1 No
ESG Themes and Scores
4.92/10
ESG Score
25.88%
Global Percentile
16.69%
Peer Percentile
    • Revenue Exposure to Environmental Impact (%)
      Higher is better, no ESG score impact
    • Severe Environment Controversies (%)
      Lower improves ESG score
    • Sustainable Impact Solutions (%)
      6.12%
      Higher is better, no ESG score impact
    • Weighted Average Carbon Intensity (Tons of CO2e / $M Sales)
      186.93
      Higher is worse, no ESG score impact
    • Fossil Fuel Reserves (%)
      Higher is worse, no ESG score impact
    • High Impact Fossil Fuel Reserves (%)
      Higher is worse, no ESG score impact
    • Water Stress High Risk Business Segment (%)
      Lower improves ESG score
    • Water Stress High Risk Geography (%)
      Lower improves ESG score
    • Water Stress Exposure Moderate (%)
      Lower improves ESG score
    • Water Stress Exposure High (%)
      Lower improves ESG score
    • Water Stress Exposure Low (%)
      Higher improves ESG score
    • Revenue Exposure to Energy Efficiency (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Alternative Energy (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Green Building (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Pollution Prevention (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Water Sustainability (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Social Impact (%)
      Higher is better, no ESG score impact
    • Sustainable Impact Solutions (%)
      6.12%
      Higher is better, no ESG score impact
    • SRI Exclusion Criteria (%)
      2.87%
      Higher is worse, no ESG score impact
    • Revenue Exposure to Affordable Real Estate (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Education (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Major Disease Treatment (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Nutrition (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Sanitation (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to SME Finance (%)
      Higher is better, no ESG score impact
    • Human Rights Norms Violation (%)
      Higher is worse, no ESG score impact
    • Human Rights Norms Violation OR Watch List (%)
      Higher is worse, no ESG score impact
    • Severe Human Rights Controversies (%)
      Lower improves ESG score
    • Labor Norms Violation (%)
      Higher is worse, no ESG score impact
    • Labor Norms Violation OR Watch List (%)
      Higher is worse, no ESG score impact
    • Severe Labor Controversies (%)
      Lower improves ESG score
    • Severe Customer Controversies (%)
      Lower improves ESG score
    • Global Compact Compliance Violation (%)
      Higher is worse, no ESG score impact
    • Global Compact Compliance Violation OR Watch List (%)
      Higher is worse, no ESG score impact
    • Catholic Values Fail (%)
      Higher is worse, no ESG score impact
    • Islamic Non-Compliant (%)
      Higher is worse, no ESG score impact
    • Adult Entertainment Involvement (%)
      Higher is worse, no ESG score impact
    • Alcohol Involvement (%)
      Higher is worse, no ESG score impact
    • Gambling Involvement (%)
      Higher is worse, no ESG score impact
    • Nuclear Power Involvement (%)
      Higher is worse, no ESG score impact
    • Tobacco Involvement (%)
      Higher is worse, no ESG score impact
    • Weapons Involvement (%)
      Higher is worse, no ESG score impact
    • Controversies Weapons Involvement (%)
      Higher is worse, no ESG score impact
    • Civilian Firearms Involvement (%)
      Higher is worse, no ESG score impact
    • Civilian Firearms Retailer (%)
      Higher is worse, no ESG score impact
    • Civilian Firearms Producer (%)
      Higher is worse, no ESG score impact
    • Direct Predatory Lending Involvement (%)
      Higher is worse, no ESG score impact
    • Genetic Engineering Involvement (%)
      Higher is worse, no ESG score impact
    • Severe Governance Controversies (%)
      Lower improves ESG score
    • Board Flag (%)
      Lower improves ESG score
    • Lack of Independent Board Majority (%)
      Lower improves ESG score
    • Board Independence (0-25%) (%)
      Lower improves ESG score
    • Board Independence (25-50%) (%)
      Lower improves ESG score
    • Board Independence (50-75%) (%)
      Higher improves ESG score
    • Board Independence (75-100%) (%)
      Higher improves ESG score
    • No Female Directors (%)
      Lower improves ESG score
    • Three OR More Female Directors (%)
      Higher improves ESG score
    • Females Represent 30% of Directors (%)
      Higher improves ESG score
    • Entrenched Board (%)
      Lower improves ESG score
    • Overboarding (%)
      Lower improves ESG score
    • Negative Director Votes (%)
      Lower improves ESG score
    • Ownership AND Control Flag (%)
      Lower improves ESG score
    • One Share One Vote (%)
      Lower improves ESG score
    • No Annual Director Elections (%)
      Lower improves ESG score
    • Does Not Use Majority Voting (%)
      Lower improves ESG score
    • Significant Votes Against Pay Practices (%)
      Lower improves ESG score
    • Controlling Shareholder (%)
      Lower improves ESG score
    • Controlling Shareholder Concerns (%)
      Lower improves ESG score
    • Cross Shareholdings (%)
      Lower improves ESG score
    • Poison Pill (%)
      Lower improves ESG score
    • Pay Flag (%)
      Lower improves ESG score
    • No Pay Performance Link (%)
      Lower improves ESG score
    • Lack of Internal Pay Equity (%)
      Lower improves ESG score
    • Executive Pay Non-Disclosure (%)
      Lower improves ESG score
    • Accounting Flag (%)
      Lower improves ESG score

JPSE Performance

This section shows how this ETF has performed relative to its peers.

JPSE ETF Database
Category Average
Factset Segment
Average
1 Month Return 3.61% 1.21% 2.70%
3 Month Return 6.43% 5.39% 5.10%
YTD Return 25.06% 14.63% 18.95%
1 Year Return 46.40% 34.75% 37.54%
3 Year Return 55.66% 52.13% 33.49%
5 Year Return N/A 66.78% 38.63%

Geographic Exposure

The following charts reflect the geographic spread of JPSE's underlying holdings.

Region Percentage
North, Central and South America 99.96%
Other 0.07%
Country Percentage
United States 96.92%
Bermuda 1.64%
Canada 0.51%
Puerto Rico 0.3%
Singapore 0.21%
Cayman Islands 0.2%
France 0.11%
Other 0.07%
Israel 0.05%
Monaco 0.02%

Holdings Analysis

The following charts reflect the allocation of JPSE's underlying holdings.

Sector Percentage
Finance 23.75%
Electronic Technology 8.58%
Process Industries 7.23%
Producer Manufacturing 6.62%
Technology Services 6.3%
Consumer Non-Durables 5.46%
Health Technology 5.45%
Utilities 4.58%
Energy Minerals 4.48%
Retail Trade 4.03%
Industrial Services 3.98%
Non-Energy Minerals 3.7%
Distribution Services 3.03%
Communications 2.76%
Health Services 2.63%
Commercial Services 2.36%
Consumer Durables 2.04%
Transportation 1.94%
Consumer Services 0.94%
Miscellaneous 0.1%
CASH 0.07%
Other 0.0%
Market Cap Percentage
Mid 51.58%
Small 45.24%
Micro 3.15%
Large 0.0%
Region Percentage
Asset Percentage
Share/Common/Ordinary 99.96%
CASH 0.07%
Other 0.0%
Sector Percentage
Finance 23.75%
Electronic Technology 8.58%
Process Industries 7.23%
Producer Manufacturing 6.62%
Technology Services 6.3%
Consumer Non-Durables 5.46%
Health Technology 5.45%
Utilities 4.58%
Energy Minerals 4.48%
Retail Trade 4.03%
Industrial Services 3.98%
Non-Energy Minerals 3.7%
Distribution Services 3.03%
Communications 2.76%
Health Services 2.63%
Commercial Services 2.36%
Consumer Durables 2.04%
Transportation 1.94%
Consumer Services 0.94%
Miscellaneous 0.1%
CASH 0.07%
Other 0.0%

JPSE Technicals

Volatility Analysis

This section shows how the volatility of this ETF compares to the peer group ETF Database Category.

5 Day Volatility
40.28%
Rank
27 of 38

20 Day Volatility
16.94%
Rank
27 of 38

50 Day Volatility
15.76%
Rank
19 of 38

200 Day Volatility
17.33%
Rank
15 of 37

Beta
1.2
Rank
19 of 37

Standard Deviation
4.42%
Rank
25 of 37

Technicals

  • 20 Day MA $43.82
  • 60 Day MA $43.55
  • MACD 15 Period 0.66
  • MACD 100 Period 1.11
  • Williams % Range 10 Day 30.38
  • Williams % Range 20 Day 19.93
  • RSI 10 Day 63
  • RSI 20 Day 57
  • RSI 30 Day 55
  • Ultimate Oscillator 42

Bollinger Bands

  • Lower Bollinger (10 Day) $43.48
  • Upper Bollinger (10 Day) $45.11
  • Lower Bollinger (20 Day) $42.45
  • Upper Bollinger (20 Day) $45.22
  • Lower Bollinger (30 Day) $42.53
  • Upper Bollinger (30 Day) $45.04

Support & Resistance

  • Support Level 1 $44.51
  • Support Level 2 $44.27
  • Resistance Level 1 $45.24
  • Resistance Level 2 $45.72

Stochastic

  • Stochastic Oscillator %D (1 Day) 27.78
  • Stochastic Oscillator %D (5 Day) 63.86
  • Stochastic Oscillator %K (1 Day) 34.19
  • Stochastic Oscillator %K (5 Day) 63.70

Financial Advisor Report

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Fact Sheet

Fact sheets are issued by the ETF provider and framed by ETF Database. Information contained within the fact sheet is not guaranteed to be timely or accurate.

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Analyst Report Authors

ETF Database analysts have a combined 50 years in the ETF and Financial markets, covering every asset class and investment style. The team monitors new filings, new launches and new issuers to make sure we place each new ETF in the appropriate context so Financial Advisors can construct high quality portfolios.

Disclosures

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Copyright MSCI ESG Research LLC [2018]. All Rights Reserved. MSCI ESG Research LLC’s (“MSCI ESG”) Fund Metrics products (the “Information”) provide environmental, social and governance data with respect to underlying securities within more than 23,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted, to nor received approval from, the US SEC or any other regulatory body. None of the information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided “as is” and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information. All Information is provided solely for your internal use, and may not be reproduced or redisseminated in any form without express prior written permission from MSCI. Neither MSCI ESG nor any of its affiliates or any third party involved in or related to creating any Information makes any express or implied warranties, representations or guarantees, and in no event will MSCI ESG or any such affiliate or third party have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) relating to any Information. More information on MSCI ESG Fund Metrics, provided by MSCI ESG Research LLC, can be found at https://www.msci.com/esg-fund-metrics.
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