JPMorgan Diversified Return U.S. Small Cap Equity ETF
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
The JPMorgan Diversified Return U.S. Small Cap Equity ETF tracks a multi-factor index comprised of US small-cap stocks. The index uses a combination of fundamental and technical factors for stock selection, and inverse volatility for weighting. |
Category | US Equities |
Fund Sponsor | JPMorgan |
Website | am.jpmorgan.com |
Inception date | Nov 15, 2016 |
Assets (mns) | $187 |
Currency | USD |
Expense ratio | 29 bp |
Distributions | Annually |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Volatility |
Index replication | |
Uses derivatives | No |
Options available | No |
No. of constituents | 686 |
Wgt avg mkt cap (mns) | $2,726 |
Large cap (>$10bn) | 1.0% |
Mid cap ($2-10bn) | 57.0% |
Small cap (<$2bn) | 40.2% |
Developed mkts | 100.0% |
Emerging mkts | 0.0% |
PLUG POWER INC | 0.6 % |
MICROSTRATEGY INC-CL A | 0.4 % |
BUILDERS FIRSTSOURCE INC | 0.4 % |
PACIFIC BIOSCIENCES OF CALIF | 0.4 % |
TPI COMPOSITES, INC. | 0.4 % |
CNX RESOURCES CORPORATION | 0.4 % |
IRIDIUM COMMUNICATIONS INC. | 0.4 % |
SUNPOWER CORP | 0.4 % |
PENN NATIONAL GAMING INC | 0.4 % |
RENT-A-CENTER INC | 0.4 % | Total | 4.1 % |
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UNITED STATES | 88.8 % |
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BERMUDA | 1.4 % |
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CANADA | 0.6 % |
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PUERTO RICO | 0.2 % |
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LUXEMBOURG | 0.2 % |
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CAYMAN ISLANDS | 0.2 % |
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BRITAIN | 0.1 % |
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IRELAND | 0.1 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
12.4% | 12.4% | -- | -- | 10.1% |
versus... | Beta | R-squared |
S&P500 | 1.24 | 86% |
MSCI EAFE | 1.21 | 80% |
MSCI Emg. Mkts. | 1.00 | 70% |
Recent close | $38.96 |
30d moving avg. | $36.53 |
Annualized volatility | 25.2% |
Short interest (ETF) | 0.2% |
Relative strength (RSI) | 72 |
Avg. volume (thou.) | 34 |
Turnover | 0.7% |
Bid/Ask (% of price) | 0.23% |
ADV underlying (mns) | $16,934 |
FINDING ALTERNATIVE FUNDS
Below is a list of 100 potential alternatives to the JPMorgan Diversified Return U.S. Small Cap Equity ETF ETF based on the alternatives' overlap in portfolio holdings with JPSE. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | JPSE | Expense: | 29 bp | ALTAR Score™: | 4.3% |
Ticker | Fund Name |
Overlap1 vs JPSE (%) |
Expense ratio (bp) |
Savings vs JPSE (bp) |
ALTAR Score™ (%) |
ALTAR vs JPSE (%) |
GSSC | Goldman Sachs Activebeta U.S. Small Cap Equity ETF | 49.8 | 20 | 9 | 3.9 | -0.4 |
VTWO | Vanguard Russell 2000 Index Fund | 49.2 | 10 | 19 | 2.7 | -1.6 |
IWM | iShares Russell 2000 ETF | 46.6 | 19 | 10 | 2.5 | -1.8 |
VIOO | Vanguard S&P Small-Cap 600 ETF | 40.7 | 10 | 19 | 5.6 | +1.3 |
SLY | SPDR S&P 600 Small Cap ETF | 40.6 | 15 | 14 | 5.6 | +1.4 |
SPSM | SPDR Portfolio Small Cap ETF | 40.5 | 5 | 24 | 5.7 | +1.5 |
IJR | iShares Core S&P Small Cap ETF | 40.5 | 6 | 23 | 5.7 | +1.4 |
BBSC | JPMorgan BetaBuilders U.S. Small Cap Equity ETF | 40.1 | 9 | 20 | 3.3 | -1.0 |
STSB | iShares Factors US Small Blend Style ETF | 39.3 | 35 | -6 | 3.0 | -1.3 |
EWSC | Invesco S&P Smallcap 600 Equal Weight ETF | 39.0 | 40 | -11 | 5.2 | +0.9 |
OMFS | Invesco Russell 2000 Dynamic Multifactor ETF | 38.5 | 39 | -10 | 4.0 | -0.3 |
IWN | iShares Russell 2000 Value ETF | 38.1 | 24 | 5 | 5.1 | +0.8 |
PQSG | PGIM QMA Strategic Alpha Small-Cap Growth ETF | 36.1 | 29 | 0 | -0.3 | -4.6 |
IWO | iShares Russell 2000 Growth ETF | 35.4 | 24 | 5 | -0.1 | -4.4 |
SCHA | Schwab U.S. Small-Cap ETF | 35.3 | 4 | 25 | 3.6 | -0.7 |
PRFZ | Invesco FTSE RAFI US 1500 Small-Mid ETF | 35.2 | 39 | -10 | 3.5 | -0.8 |
VTWV | Vanguard Russell 2000 Value Index Fund | 34.7 | 15 | 14 | 5.2 | +0.9 |
SSLY | Syntax Stratified SmallCap ETF | 33.9 | 30 | -1 | 5.0 | +0.7 |
CSF | VictoryShares US Discovery Enhanced Volatility Weighted Idx | 33.9 | 35 | -6 | 6.0 | +1.7 |
CSA | VictoryShares US Small Cap Volatility Weighted Index ETF | 33.8 | 35 | -6 | 6.0 | +1.7 |
FLQS | Franklin LibertyQ U.S. Small Cap Equity ETF | 33.6 | 35 | -6 | 5.0 | +0.7 |
VTWG | Vanguard Russell 2000 Growth Index Fund | 33.5 | 15 | 14 | 0.1 | -4.2 |
FNDA | Schwab Fundamental U.S. Small Co. Index ETF | 33.5 | 25 | 4 | 4.8 | +0.5 |
TPSC | Timothy Plan US Small Cap Core ETF | 32.8 | 52 | -23 | 5.7 | +1.4 |
RWJ | Invesco S&P SmallCap 600 Revenue ETF | 32.6 | 39 | -10 | 5.5 | +1.3 |
IUSS | Invesco Strategic US Small Company ETF | 32.6 | 23 | 6 | 3.7 | -0.6 |
SMLF | iShares Edge MSCI Multifactor USA Small-Cap ETF | 32.3 | 30 | -1 | 6.1 | +1.8 |
USVM | VictoryShares USAA MSCI USA Small Cap Value Momentum ETF | 31.8 | 24 | 5 | 5.0 | +0.7 |
AFSM | First Trust Active Factor Small Cap ETF | 30.7 | 77 | -48 | 4.4 | +0.1 |
VIOV | Vanguard S&P Small-Cap 600 Value ETF | 30.6 | 15 | 14 | 6.9 | +2.7 |
CSML | IQ Chaikin U.S. Small Cap ETF | 30.3 | 35 | -6 | 2.8 | -1.5 |
IJS | iShares S&P Small-cap 600 Value ETF | 29.6 | 18 | 11 | 6.8 | +2.5 |
SLYV | SPDR S&P 600 Small Cap Value ETF | 29.6 | 15 | 14 | 7.0 | +2.7 |
PBSM | Invesco PureBeta MSCI USA Small Cap ETF | 29.5 | 6 | 23 | 4.1 | -0.2 |
SLYG | SPDR S&P 600 Small Cap Growth ETF | 29.3 | 15 | 14 | 4.5 | +0.2 |
ESML | iShares MSCI USA Small-Cap ESG Optimized ETF | 29.2 | 17 | 12 | 4.1 | -0.2 |
VIOG | Vanguard S&P Small-Cap 600 Growth ETF | 29.2 | 16 | 13 | 4.4 | +0.1 |
FSMD | Fidelity Small-Mid Factor ETF | 28.9 | 29 | 0 | 5.3 | +1.0 |
IJT | iShares S&P Small-Cap 600 Growth ETF | 28.8 | 18 | 11 | 4.4 | +0.1 |
BKSE | BNY Mellon US Small Cap Core Equity ETF | 28.8 | 4 | 25 | 4.7 | +0.4 |
FYX | First Trust Small Cap Core AlphaDEX Fund | 28.6 | 63 | -34 | 5.5 | +1.2 |
PQSV | PGIM QMA Strategic Alpha Small-Cap Value ETF | 27.5 | 29 | 0 | 4.9 | +0.6 |
AVUV | Avantis U.S. Small Cap Value ETF | 26.8 | 25 | 4 | 6.4 | +2.1 |
ISMD | Inspire Small/Mid Cap Impact ETF | 26.5 | 60 | -31 | 4.3 | +0.1 |
RNSC | Small Cap US Equity Select ETF | 25.9 | 60 | -31 | 6.0 | +1.7 |
EES | WisdomTree SmallCap Earnings Fund | 24.6 | 38 | -9 | 7.6 | +3.3 |
EZM | WisdomTree U.S. MidCap Earnings Fund | 24.5 | 38 | -9 | 7.6 | +3.3 |
SMLV | SPDR SSGA US Small Cap Low Volatility Index ETF | 24.1 | 12 | 17 | 6.1 | +1.8 |
ROSC | Hartford Multifactor Small Cap ETF | 24.0 | 34 | -5 | 6.6 | +2.3 |
PSC | Principal U.S. Small Cap Index ETF | 23.2 | 38 | -9 | 4.6 | +0.3 |
VBR | Vanguard Small Cap Value Index Fund | 22.1 | 7 | 22 | 6.4 | +2.1 |
VB | Vanguard Small-Cap ETF | 21.9 | 5 | 24 | 4.5 | +0.2 |
JHSC | John Hancock Multifactor Small Cap ETF | 21.3 | 42 | -13 | 4.6 | +0.3 |
NUSC | Nuveen ESG Small-Cap ETF | 21.2 | 40 | -11 | 4.0 | -0.3 |
DES | WisdomTree U.S. SmallCap Dividend Fund | 21.2 | 38 | -9 | 6.7 | +2.4 |
EWMC | Invesco S&P MidCap 400 Equal Weight ETF | 19.3 | 40 | -11 | 5.7 | +1.4 |
VFVA | Vanguard U.S. Value Factor ETF | 19.2 | 14 | 15 | 8.5 | +4.2 |
VBK | Vanguard Small-Cap Growth Index Fund | 18.9 | 7 | 22 | 1.9 | -2.4 |
VFQY | Vanguard U.S. Quality Factor ETF | 18.8 | 13 | 16 | 5.3 | +1.0 |
FNX | First Trust Mid Cap Core AlphaDEX Fund | 18.6 | 61 | -32 | 5.1 | +0.8 |
VFMF | Vanguard U.S. Multifactor ETF | 18.4 | 19 | 10 | 6.2 | +1.9 |
JKJ | iShares Morningstar Small-Cap ETF | 17.5 | 25 | 4 | 5.1 | +0.8 |
FYT | First Trust Small Cap Value AlphaDEX Fund | 17.4 | 72 | -43 | 8.0 | +3.7 |
JKK | iShares Morningstar Small-Cap Growth ETF | 17.2 | 30 | -1 | 0.6 | -3.7 |
VXF | Vanguard Extended Market Index Fund | 17.1 | 6 | 23 | 2.5 | -1.8 |
FYC | First Trust Small Cap Growth AlphaDEX Fund | 16.9 | 70 | -41 | 1.8 | -2.5 |
SMMV | iShares Edge MSCI Min Vol USA Small-Cap ETF | 16.9 | 20 | 9 | 3.7 | -0.6 |
MDY | SPDR S&P Midcap 400 ETF Trust | 16.6 | 23 | 6 | 5.2 | +0.9 |
SPMD | SPDR Portfolio Mid Cap ETF | 16.6 | 5 | 24 | 5.4 | +1.1 |
IJH | iShares Core S&P Mid-Cap ETF | 16.5 | 5 | 24 | 5.4 | +1.1 |
SMDY | Syntax Stratified MidCap ETF | 16.5 | 30 | -1 | 5.2 | +0.9 |
SQLV | Legg Mason Small-Cap Quality Value | 16.5 | 62 | -33 | 4.1 | -0.2 |
FAD | First Trust Multi Cap Growth AlphaDEX Fund | 16.0 | 66 | -37 | 1.8 | -2.5 |
IVOO | Vanguard S&P Mid-Cap 400 ETF | 15.8 | 10 | 19 | 5.3 | +1.0 |
BFOR | Barron's 400 ETF | 15.4 | 65 | -36 | 5.6 | +1.3 |
VFLQ | Vanguard U.S. Liquidity Factor ETF | 14.8 | 14 | 15 | 3.5 | -0.8 |
RZG | Invesco S&P Smallcap 600 Pure Growth ETF | 14.7 | 35 | -6 | 3.9 | -0.4 |
XSMO | Invesco S&P SmallCap Momentum ETF | 14.6 | 39 | -10 | 3.8 | -0.5 |
FAB | First Trust Multi Cap Value AlphaDEX Fund | 14.5 | 71 | -42 | 7.5 | +3.2 |
FNY | First Trust Mid Cap Growth AlphaDEX Fund | 14.3 | 70 | -41 | 1.6 | -2.7 |
PSM | Principal U.S. Small-MidCap Multi-Factor Core Index ETF | 14.3 | 20 | 9 | 7.1 | +2.8 |
AFMC | First Trust Active Factor Mid Cap ETF | 13.9 | 65 | -36 | 5.3 | +1.0 |
DWAS | Invesco DWA SmallCap Momentum ETF | 13.8 | 60 | -31 | -1.3 | -5.5 |
VFMO | Vanguard U.S. Momentum Factor ETF | 13.3 | 13 | 16 | 1.4 | -2.9 |
BBMC | JPMorgan BetaBuilders U.S. Mid Cap Equity ETF | 13.0 | 7 | 22 | 3.9 | -0.4 |
XSLV | Invesco S&P SmallCap Low Volatility ETF | 12.9 | 25 | 4 | 4.6 | +0.4 |
RWK | Invesco S&P MidCap 400 Revenue ETF | 12.7 | 39 | -10 | 6.4 | +2.1 |
DGRS | WisdomTree US SmallCap Quality Dividend Growth Fund | 12.7 | 38 | -9 | 7.0 | +2.7 |
RNMC | Mid Cap US Equity Select ETF | 12.5 | 60 | -31 | 6.1 | +1.8 |
IJJ | iShares S&P Mid-Cap 400 Value ETF | 12.2 | 18 | 11 | 6.9 | +2.6 |
MDYV | SPDR S&P 400 Mid Cap Value ETF | 12.2 | 15 | 14 | 6.9 | +2.7 |
XSVM | Invesco S&P SmallCap Value with Momentum ETF | 12.1 | 39 | -10 | 7.0 | +2.7 |
DON | WisdomTree U.S. MidCap Dividend Fund | 11.9 | 38 | -9 | 6.7 | +2.4 |
RZV | Invesco S&P Smallcap 600 Pure Value ETF | 11.7 | 35 | -6 | 6.9 | +2.6 |
IVOV | Vanguard S&P Mid-Cap 400 Value ETF | 11.6 | 15 | 14 | 6.7 | +2.4 |
SIXL | 6 Meridian Low Beta Equity Strategy ETF | 11.5 | 84 | -55 | 4.2 | -0.1 |
VUSE | Vident Core US Equity Fund | 11.5 | 48 | -19 | 7.4 | +3.1 |
TUSA | First Trust Total US Market AlphaDEX ETF | 11.5 | 70 | -41 | 4.8 | +0.5 |
MDYG | SPDR S&P 400 Mid Cap Growth ETF | 11.4 | 15 | 14 | 3.8 | -0.5 |
IJK | iShares S&P Mid-Cap 400 Growth ETF | 11.4 | 17 | 12 | 3.8 | -0.5 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2015 | 2016 | 2017 | 2018 | 2019 | 2020E | 2021E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2019 | 2020E | 2021E | |
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Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
JPMorgan Diversified Return U.S. Small Cap Equity ETF | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
NEUTRAL |
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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