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Launched · SEC filings

JPMorgan Diversified Return U.S. Mid Cap Equity ETF

JPMENYSE ArcaJ.P. MorganB

$125.57+0.68 (+0.54%)

As of Nov 2, 2026, 3:59 PM ET

B67/ 100

Rank 30 of 99 in US Multifactor

B67/100Rank 30 of 99inUS Multifactor
Intraday session: up, 79 prints from 124.89 to 125.57. Range 125.35 to 125.78. Use the arrow keys to read each point.125.00125.20125.40125.8010 AM12 PM2 PM4 PM
Expense ratio
0.24%
Fund size
$493M
1Y total return
+19.6%
Yield · Last 12 months
1.78%
Holdings
345
Avg volume · 30D
12.7K sh
52W range
low $104.47high $129.90
Launched
Filings
SEC EDGAR

The ETF.net JPME Grade

B

Score 67 out of 100

Category
US Multifactor⁠
Rank
30 of 99
Six-pillar profile for JPME. Scores out of 100: Cost 66, Risk 64, Mission 89, Tradability 31, Holdings 80, Durability 66. Strongest: Mission (89). Weakest: Tradability (31). Leans toward Mission.

Score 67 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.
    B66 out of 100
    Rank 34 of 99

  • Mission

    Whether the fund did what it promised, tested against its stated mandate.
    A89 out of 100
    Rank 30 of 87

  • Risk

    How the fund held up when markets fell: downside volatility, drawdowns and tail loss.
    B64 out of 100
    Rank 27 of 99

  • Tradability

    How easy the fund is to trade: daily volume, and how far its price strays from net asset value.
    D31 out of 100
    Rank 77 of 99

  • Holdings

    How concentrated the fund is, and how complete and current its disclosed holdings are.
    A80 out of 100
    Rank 14 of 98

  • Durability

    Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.
    B66 out of 100
    Rank 34 of 99

Our read on JPME

ETF.net Research

In short

BMultifactor investing mostly happens in large caps. JPME takes J.P. Morgan's value, quality and momentum rules down a size tier, spreading roughly 400 mid-cap names across an index built to beat plain cap weighting on a risk-adjusted basis.

Stated mandate

The fund seeks U.S. mid-cap equity exposure and aims for better risk-adjusted returns than a market-cap-weighted index.

Why people hold it

  • Three factors in one ticker: value, quality and momentum, applied by published index rules rather than a stock picker's judgment.jpmorgan.com
  • Charges 0.24% a year, under the median fee in its multifactor peer group, which is unusual for a rules-heavy strategy fund.
  • Spread across roughly 400 mid-cap stocks, so no single holding carries the strategy.
  • Sticks tightly to its stated index, one of the closer implementations in a crowded multifactor field, and has been running since 2016.

Worth knowing

  • Thinly traded next to the giant index funds, so bid-ask spreads and order size deserve more attention here than with a household-name ETF.
  • The index deliberately departs from cap weighting to chase better risk-adjusted results, which means stretches where it moves differently from a standard mid-cap benchmark.jpmorgan.com
  • Distributions land quarterly, not monthly, and this is a growth-oriented equity mandate rather than an income one.

JPME Performance

Launched May 11, 2016

Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.

JPME$11,956
SPY tracks large US stocks. It provides market context, rather than representing this fund’s strategy, asset class or investment benchmark.$11,199
Oct 31, 2025 to Oct 30, 2026. JPME $11,956. SPY $11,199. Use the arrow keys to read each point.$10,000$11,000$12,000Oct 2025Apr 2026Oct 2026

Oct 31, 2025 – Oct 30, 2026

Returns run to the Oct 30, 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.

Trailing total return for JPME. Periods over one year show the average yearly return.
PeriodJPME
Year to date+16.4%
1 month+5.0%
3 months−0.2%
1 year+19.6%
3 yearsper year+18.1%
5 yearsper year+8.3%
10 yearsper year+11.2%

With distributions reinvested.

Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.

Annual total returns for JPME
YearReturn barJPME
2026 YTD+16.4%
2025+8.3%
2024+13.5%
2023+11.3%
2022−10.1%
2021+28.9%
2020+8.4%

JPME in the news

JPME Dividends

Adds up every distribution paid per share over the last 12 months, divided by the last completed close. Distributions are counted by ex-date. Data through Oct 30, 2026.
1.78%Last 12 months
Payout per share
$2.22Last 12 months
Last payment
$0.58 per share
Paid on
Shares bought on or after this date do not qualify for this distribution.
Frequency
Quarterly

Distribution history

2017–2026

One bar per payment. 36 payments from 2017 to 2026 YTD. Dec 26, 2017 $0.74; Mar 21, 2018 $0.13; Jun 26, 2018 $0.28; Sep 25, 2018 $0.32; Dec 24, 2018 $0.30; Mar 20, 2019 $0.16; Jun 25, 2019 $0.35; Sep 24, 2019 $0.26; Dec 23, 2019 $0.42; Mar 24, 2020 $0.22; Jun 23, 2020 $0.26; Sep 22, 2020 $0.26; Dec 22, 2020 $0.39; Mar 23, 2021 $0.22; Jun 22, 2021 $0.28; Sep 21, 2021 $0.31; Dec 21, 2021 $0.56; Mar 22, 2022 $0.23; Jun 21, 2022 $0.32; Sep 20, 2022 $0.38; Dec 20, 2022 $0.61; Mar 21, 2023 $0.24; Jun 20, 2023 $0.38; Sep 19, 2023 $0.41; Dec 19, 2023 $0.66; Mar 19, 2024 $0.26; Jun 25, 2024 $0.46; Sep 24, 2024 $0.43; Dec 24, 2024 $0.66; Mar 25, 2025 $0.37; Jun 24, 2025 $0.56; Sep 23, 2025 $0.55; Dec 23, 2025 $0.73; Mar 24, 2026 $0.40; Jun 23, 2026 $0.52; Sep 22, 2026 $0.58. Use the arrow keys to read each point.2017201820192020202120222023202420252026YTD
Ex-datePay dateAmount per share
Sep 22, 2026Sep 24, 2026$0.58
Jun 23, 2026Jun 25, 2026$0.52
Mar 24, 2026Mar 26, 2026$0.40
Dec 23, 2025Dec 26, 2025$0.73
Sep 23, 2025Sep 25, 2025$0.55
Jun 24, 2025Jun 26, 2025$0.56
Mar 25, 2025Mar 27, 2025$0.37
Dec 24, 2024Dec 27, 2024$0.66
Sep 24, 2024Sep 26, 2024$0.43
Jun 25, 2024Jun 27, 2024$0.46
Mar 19, 2024Mar 22, 2024$0.26
Dec 19, 2023Dec 22, 2023$0.66

See all 37 payments⁠

$10,000 in JPME 10 years ago paid $2,887 in dividends.⁠

JPME Risk

Risk pillarB64 out of 100Rank 27 of 99 in US Multifactor
How much the fund’s monthly returns vary, scaled to a year.
13.1%
Annualised · 36 months to Oct 2026
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.

Return above 3-month US Treasury bills per unit of volatility.
1.00
vs 3-month T-bills · to Oct 2026
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.

The largest fall from a peak to the low that followed.
−19.3%
Trough Sep 2022
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.

How strongly the fund’s returns move with its asset-class index.
0.77
vs its asset-class index
How it’s calculated: beta

The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.

FMP measures it over up to five years of monthly returns.

JPME Cost

Compare JPME and VYM

Overpaying vs VYM, tied cheapest in US Multifactor

$4,110

On $10,000 over 30 years. 7% growth a year before fees, expense ratio only.

  • JPME 0.24%

    $4,959

  • VYM 0.04% Tied cheapest

    $849

$10,000
30 years

Cost over time

  • JPME 0.24%
  • VYM 0.04%
  • Overpaying
One line per fund, from year 0 to year 30. Use the arrow keys to read each point.$0$1K$2K$3K$4K$5K051015202530JPME $4,959VYM $849

Year by year

YearJPMEVYMOverpaying
10$437$73$364
20$1,699$288$1,411
30$4,959$849$4,110

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