JPIN
J.P. Morgan Diversified Return International Equity ETF
JPMorgan Diversified Return International Equity ETF is a U.S. registered ETF. The Fund seeks investment results that closely correspond to the performance of the FTSE Developed ex North America Diversified Factor Index.
International
EQUITY
Rules-Based
MANAGEMENT STYLE
342.4 M
ASSETS UNDER MGMT
37 bp
EXPENSES
Fund Basics
| Fund sponsor | JP Morgan Investment Managemen |
| Category | International |
| Asset class | Equity |
| Website | link... |
| Inception date | Nov 05, 2014 |
| Assets (mns) | $342 |
| Expense ratio | 37 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-End Investment Company |
| Distributions | Annually |
| Taxation | 1099 |
| Stock selection | Multi-Factor |
| Weighting | Tiered |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | Yes |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
| SAMSUNG TECHWIN CO LTD | 0.6 % |
| CHUGAI PHARMACEUTICAL CO LTD | 0.5 % |
| OTSUKA HOLDINGS CO LTD | 0.5 % |
| SHIONOGI & CO LTD | 0.4 % |
| IMPERIAL TOBACCO GROUP PLC | 0.4 % |
| KB FINANCIAL GROUP INC | 0.4 % |
| UNILEVER PLC | 0.4 % |
| BRITISH AMERICAN TOBACCO PLC | 0.4 % |
| TESCO PLC | 0.4 % |
| ROYAL AHOLD DELHAIZE N.V. | 0.4 % |
Constituent Breakdown
| Number of holdings | 500 |
| Herfindahl-Hirschman Index | 29 |
| Wgt avg mkt cap (mns) | $32,880 |
| Large cap (>$10bn) | 57.2% |
| Mid cap ($2-10bn) | 39.7% |
| Small cap (<$2bn) | 2.4% |
| Developed mkts. | 91.6% |
| Emerging mkts. | 8.0% |
Country Exposure
 |
JAPAN | 28.5 % |
 |
BRITAIN | 19.8 % |
 |
AUSTRALIA | 10.1 % |
 |
SOUTH KOREA | 7.7 % |
 |
FRANCE | 5.1 % |
 |
HONG KONG | 3.7 % |
 |
SINGAPORE | 3.4 % |
 |
SWITZERLAND | 3.3 % |
 |
NETHERLANDS | 2.7 % |
 |
GERMANY | 2.5 % |
Historical Performance
Standardized Performance (as of 09/30/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 13.0% | 25.9% | 24.6% | 5.1% | 6.9% | -- | 5.3% | Volatility | 11.1% | 12.1% | 15.0% | 14.5% | 18.3% | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.75 | 68% |
| MSCI EAFE | 0.91 | 95% |
| MSCI Emg Mkts | 0.81 | 73% |
Liquidity Measures
| Avg. volume (000) | 15 |
| Turnover | 0.3% |
| Avg. Bid/Ask (% of price) | 0.08% |
| ADV of underlying (mns) | $32,732 |
Technical Indicators
| Recent close | $57.06 |
| 30d moving avg. | $59.08 |
| Annualized volatility | 16.4% |
| Relative strength (RSI) | 53 |
| Short interest (ETF) | 1.1% |
| Short interest (underlying) | 0.0% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. JPIN |
Expenses vs. JPIN |
ALTAR Score™ vs. JPIN |
|---|---|---|---|---|
| DEEF | Xtrackers FTSE Developed ex US Multifactor ETF | 39.2% | -13 bp | -0.1% |
| JHMD | John Hancock Multifactor Developed International ETF | 35.0% | +2 bp | -1.2% |
| CIL | VictoryShares International Volatility Wtd ETF | 34.4% | +8 bp | -2.0% |
| CIZ | VictoryShares Developed Enhanced Volatility Wtd ETF | 34.3% | +14 bp | -2.1% |
| IQIN | IQ 500 International ETF | 33.8% | -12 bp | +0.3% |
| HFXI | IQ FTSE International Equity Currency Neutral ETF | 33.7% | -17 bp | -2.0% |
| FNDF | Schwab Fundamental International Large Co. Index ETF | 33.7% | -12 bp | +1.2% |
| RODM | Hartford Multifactor Developed Markets (ex-US) ETF | 33.5% | -8 bp | -0.3% |
| GSIE | Goldman Sachs ActiveBeta International Equity ETF | 33.2% | -12 bp | -1.8% |
| MFDX | PIMCO RAFI Dynamic Multi-Factor International Equity ETF | 33.0% | +2 bp | -1.4% |
Risk and Returns: JPIN vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| 2023 | 2024E | Fwd Est | 2025E | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 10/23/2024
Peer Group Comparison Sample data. Subscribe for access.
Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
JPIN
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
OVERWEIGHT
Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals.
ALTAR Score™
JPIN
9.1%
Cat. Avg
7.5%
ALTAR Score™ Calculation
Category Overview
There are 257 funds in the International Equity category, with an average ALTAR Score™
of 7.5% and a standard deviation of
2.6%. JPIN's ALTAR Score™ is approximately
0.7 standard deviations
above
the category average. This places JPIN in the 74th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
JPINSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Rules-Based International Equity ETFs |
| # of ETFs | 152 |
| Avg. Expense Ratio | 42.9 bp |
| Std. Deviation | 24.3 bp |
| JPIN (37 bp) Percentile rank | 41 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| JPIN | 37.0 | 7.8 | 44.8 |
| Peer Avg. | 35.7 | 19.0 | 54.7 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .