JPMorgan Diversified Return Emerging Markets Equity ETF
$64.58+0.10 (+0.16%)
- 0.44%
- $381M
- +17.2%
- 4.46%
- 0M sh
- $64.63
- low $58.32high $67.53
The ETF.net JPEM Grade
B
Score 65 out of 100
- 4 of 20
Score 65 of 100 falls in the B band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25.
Cost
The fund’s net expense ratio, ranked against its category.B61 out of 100Rank 8 of 20Mission
Whether the fund did what it promised, tested against its stated mandate.Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.B66 out of 100Rank 3 of 19Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.A71 out of 100Rank 4 of 20Holdings
How concentrated the fund is, and how complete and current its disclosed holdings are.B68 out of 100Rank 6 of 20Durability
Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.A71 out of 100Rank 4 of 20
Our read on JPEM
BA 2015-vintage multifactor read on emerging markets: JPMorgan spreads roughly 600 names across value, quality and momentum rather than letting the biggest companies set the weights.
The fund is designed to provide emerging-markets equity exposure with potentially improved risk-adjusted returns versus a market-cap-weighted index.
Why people hold it
- Blends three factors at once (value, quality, momentum) instead of betting on one, tracking JPMorgan's own Diversified Factor Emerging Markets index.
- The 0.44% expense ratio sits under the typical multifactor EM fund's fee.
- Roughly 600 holdings spread the bet wide, and the fund pays quarterly.
- Rates as one of the stronger builds in a crowded multifactor EM field on our review.
Worth knowing
- Thinly traded, so bid-ask spreads can run wider than the giant cap-weighted EM index funds.
- Cheaper factor routes exist: EMGF charges 0.26% and QEMM 0.30%.
- Factor weighting means the portfolio can look nothing like a market-cap EM benchmark, and diverge from it for long stretches.
JPEM Holdings
- Stocks
- 562
- 12%
- 2330.TW
Sectors
- Financials22.5%
- Industrials13.2%
- Materials10.6%
- Utilities10.2%
- Technology7.6%
- Communication7.5%
- Consumer Discretionary7.3%
- Energy7.2%
- Consumer Staples6.9%
- Health Care4.6%
- Real Estate2.3%
Geography
- China18.35%
- Brazil11.64%
- Taiwan (Province of China)11.55%
- South Africa7.99%
- India6.86%
- Mexico6.53%
- Turkey6.47%
- Thailand5.20%
- 25.40%
Developed 4% · Emerging 96%
JPEM Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
JPEM$11,720
Returns run to the Oct 12, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.
| Period | JPEM |
|---|---|
| Year to date | +9.3% |
| 1 month | −2.3% |
| 3 months | +2.6% |
| 1 year | +17.2% |
| 3 years | +14.6% |
| 5 years | +7.1% |
| 10 years | +7.0% |
Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.
| Year | Return bar | JPEM |
|---|---|---|
| 2026 YTD | +9.3% | |
| 2025 | +22.9% | |
| 2024 | +4.2% | |
| 2023 | +11.0% | |
| 2022 | −9.0% | |
| 2021 | +8.1% | |
| 2020 | −0.5% |
JPEM in the news
JPEM Dividends
- 4.46%
- $2.88
- $0.80 per share
- Quarterly
Distribution history
JPEM Risk
- 10.3%
How it’s calculated: standard deviation
The sample standard deviation of monthly total returns, multiplied by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.
- 0.81
How it’s calculated: Sharpe ratio
Subtract each month’s Treasury-bill return from the fund’s monthly total return.
Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.
- −21.6%
How it’s calculated: maximum drawdown
The largest percentage decline from an earlier peak, using total returns with reinvested distributions.
Uses up to five years through the last close, with at least 12 months required.
- 0.64
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.
JPEM Cost
0.44%
JPEM0.44%
- The middle half of Emerging Markets Multifactor funds
- Median 0.47%
7 of the 20 Emerging Markets Multifactor funds charge less.
Other funds in Emerging Markets Multifactor
- AAVESAvantis Emerging Markets Value ETFExpense ratio 0.36%1 year return +22.4%
- BFDEMFidelity Emerging Markets Multifactor ETFExpense ratio 0.25%1 year return +25.0%
- BQEMMState Street SPDR MSCI Emerging Markets StrategicFactors ETFExpense ratio 0.30%1 year return +30.6%
- BROAMHartford Multifactor Emerging Markets ETFExpense ratio 0.44%1 year return +34.1%
- BDFEVDimensional - Emerging Markets Value ETFExpense ratio 0.46%1 year return +39.3%