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

37 bp

EXPENSES

$368.4 M

ASSETS UNDER MGMT

FACTOR SCORECARD

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Fund Basics
Fund sponsorJP Morgan Investment Managemen
CategoryInternational
Asset classEquity
Websitelink...
Inception dateNov 05, 2014
Assets (mns)$368
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
ASTRAZENECA PLC 0.5 %
3I GROUP PLC 0.5 %
KB FINANCIAL GROUP INC 0.5 %
UNILEVER PLC 0.5 %
GOODMAN GROUP 0.5 %
SAMSUNG TECHWIN CO LTD 0.5 %
KANSAI ELECTRIC POWER CO INC 0.5 %
ANTOFAGASTA PLC 0.5 %
COSMO ENERGY HOLDINGS CO., LTD. 0.5 %
NOVO NORDISK A/S-B 0.5 %
Constituent Breakdown
Number of holdings495
Herfindahl-Hirschman Index 30
Wgt avg mkt cap (mns)$34,645
Large cap (>$10bn)56.1%
Mid cap ($2-10bn)40.7%
Small cap (<$2bn)2.5%
Developed mkts.91.7%
Emerging mkts.8.3%
Country Exposure
JAPAN 27.5 %
BRITAIN 20.4 %
AUSTRALIA 10.9 %
SOUTH KOREA 7.8 %
FRANCE 4.9 %
HONG KONG 3.6 %
SINGAPORE 3.2 %
SWITZERLAND 3.1 %
NETHERLANDS 2.9 %
GERMANY 2.5 %
Historical Performance


Standardized Performance (as of 06/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 3.2% 13.0% 11.8% 1.1% 4.6% -- 4.4%
Volatility 11.1% 12.1% 15.0% 14.5% 18.3% -- --
Market Correlations
versus...BetaR-squared
S&P 5000.7469%
MSCI EAFE0.9095%
MSCI Emg Mkts0.7771%
Liquidity Measures
Avg. volume (000)19
Turnover0.3%
Avg. Bid/Ask (% of price)0.08%
ADV of underlying (mns)$24,652
Technical Indicators
Recent close$57.56
30d moving avg.$57.00
Annualized volatility16.1%
Relative strength (RSI)53
Short interest (ETF)0.0%
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 -- -- -- -- -- -- --
  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 --%
0.8 11.7 1.2 4.0% --
Based on closing prices from 7/12/2024
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 Fund Rating

Our measure of an ETF's overall investment merit

ALTAR Score™

JPIN

8.2%

Cat. Avg

6.9%

Fund Category: International

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™8.2%
Recommendation

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.

Category Overview
There are 258 funds in the International category, with an average ALTAR Score™ of 6.9% and a standard deviation of 2.4%. JPIN's ALTAR Score™ is approximately 0.6 standard deviations above the category average. This places JPIN in the 71st percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

Composite
JPIN
Peer Average
SELL
U/W
HOLD
O/W
BUY



Recent Trends


Breakdown
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. 33.7 17.7 51.4
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .