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

339.5 M

ASSETS UNDER MGMT

37 bp

EXPENSES
Fund Basics
Fund sponsorJP Morgan Investment Managemen
CategoryInternational
Asset classEquity
Websitelink...
Inception dateNov 05, 2014
Assets (mns)$340
Expense ratio37 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-End Investment Company
DistributionsAnnually
Taxation1099
Stock selectionMulti-Factor
WeightingTiered
Holdings TransparencyFull
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
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 holdings500
Herfindahl-Hirschman Index 29
Wgt avg mkt cap (mns)$30,922
Large cap (>$10bn)56.0%
Mid cap ($2-10bn)40.4%
Small cap (<$2bn)3.1%
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 11/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 6.9% 12.7% 11.9% 4.2% 4.8% -- 4.6%
Volatility 12.5% 12.6% 13.5% 14.9% 18.5% -- --
Market Correlations
versus...BetaR-squared
S&P 5000.7667%
MSCI EAFE0.9295%
MSCI Emg Mkts0.7970%
Liquidity Measures
Avg. volume (000)22
Turnover0.4%
Avg. Bid/Ask (% of price)0.08%
ADV of underlying (mns)$21,043
Technical Indicators
Recent close$56.59
30d moving avg.$58.69
Annualized volatility16.4%
Relative strength (RSI)43
Short interest (ETF)0.3%
Short interest (underlying)0.0%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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 -- -- -- -- -- -- --
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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 --%
0.8 11.3 1.1 4.2% --
Based on closing prices from 12/9/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
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

8.7%

Cat. Avg

7.1%


ALTAR Score™ Calculation

Category Overview
There are 267 funds in the International Equity category, with an average ALTAR Score™ of 7.1% and a standard deviation of 2.5%. JPIN's ALTAR Score™ is approximately 0.6 standard deviations above the category average. This places JPIN in the 73rd percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

JPIN
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
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. 35.6 19.0 54.6
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .