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JPSEJPMorgan Diversified Return U.S. Small Cap Equity ETF

Grow my money9y track recordRanked #681 of 3,055 in this goal

Seeks investment results that closely correspond to the performance of the JP Morgan Diversified Factor US Small Cap Equity Index.

By JPMorgan · Launched 2016

Annual Cost

0.29%

#1,333 of 6,040 · low cost

Fund Size

$593M

#1,532 of 6,040 · large

Return (1Y)

+18.0%

Track Record

9 years

#1,483 of 6,040 · established

Performance

Total-return NAV · USD
Growth of $10,000
$11,674+16.7%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Equity

Cap

Small

Strategy

Index tracking

Factor

Multifactor

Index tracked

JP Morgan Diversified Factor US Small Cap Equity Index

Holdings

By weight

Concentration

Top 10 holdings = 7.8% of funddiversified

JPMorgan Securities Lending Money Market Fund
3.6%
Viavi Solutions, Inc.
0.5%
JPMorgan U.S. Government Money Market Fund
0.5%
TTM Technologies, Inc.
0.5%
Sanmina Corp.
0.5%
Argan, Inc.
0.5%
FormFactor, Inc.
0.4%
Adeia, Inc.
0.4%
Benchmark Electronics, Inc.
0.4%
Ultra Clean Holdings, Inc.
0.4%

Asset allocation

Stocks
99.7%
Cash
0.3%

By sector

Real Estate
13.6%
Technology
11.3%
Industrials
11.0%
Financial Services
10.8%
Healthcare
10.6%
Basic Materials
9.7%
Energy
9.4%
Consumer Defensive
8.2%
Other
15.3%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
14.8%Moderate

Year-on-year price swings

Max drawdown
-43.0%Severe

Worst peak-to-trough loss

Sharpe (3Y)
0.63Decent risk-adjusted returns
Sortino (3Y)
0.94Moderate downside risk

Listing

Exchange
NYSE Arca

Full fund details

Objective
Seeks investment results that closely correspond to the performance of the JP Morgan Diversified Factor US Small Cap Equity Index.
Strategy
Employs a passive indexing approach to invest primarily in U.S. small cap equity securities, targeting value, momentum, and quality factors. The Fund does not seek to outperform the Underlying Index and aims to replicate its constituent securities closely.
Inception date
November 15, 2016
Fund family
JPMorgan

Next steps

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Data updated on 2026-09-18