Key stats
About JP MORGAN ETF TRUST DIVERSIFIED RETURN EMERGING MKTS EQUITY
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Inception date
Jan 7, 2015
Structure
Open-Ended Fund
Distributes
Capital Gains
Max ST capital gains rate
39.60%
Max LT capital gains rate
20.00%
Tax on distributions
Qualified dividends
JPEM offers a robust mix of factor-based selection and risk-based weighting methodology that doesnt stray too far from cap-weighted exposure. The funds five factorsP/B, forward P/E, ROE, 8-month total return and changes in earnings forecastsalign with the shorthand of value, quality and momentum. Stocks that make the cut have their market-cap weight assigned to five geographic and five sector baskets, equally weighted by risk (3Y standard deviation). Stocks fill the buckets weighted by liquiditya cautionary nod to the EM spaceand names that appear in two buckets are simply summed, subject to caps. The resulting portfolio avoids massive country and sector bets and leans toward value and low beta, consistent with its thesis. The Funds portfolio will be rebalanced quarterly in accordance with the quarterly rebalancing of the Underlying Index.
Classification
What's in the fund
Exposure type
Finance
Stock breakdown by region
Displays a symbol's price movements over previous years to identify recurring trends.