Performance analysis of JPSE (JPMORGAN DIVERSIFIED RETURN U.S. SMALL CAP EQUITY ETF)
Annual Return
Over the past 3 years, JPSE has had an average annual return of +15.25%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, JPSE has had an average annual return of +7.07%, underperforming the benchmark SPY, which returned +13.88% annual.
Since Nov 17, 2016, JPSE has had an average annual return of +10.56%, underperforming the benchmark SPY, which returned +15.67% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +15.45% | +8.77% | +8.06% | +15.85% | -14.40% | +29.30% | +12.44% | +22.96% | -8.60% | +14.37% | +3.67% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +6.02% | +2.79% | -3.77% | +9.68% | +0.33% | +0.05% | +15.45% | ||||||
| 2025 | +1.25% | -4.09% | -3.89% | -4.11% | +5.08% | +3.96% | +0.68% | +8.41% | +0.76% | -0.34% | +1.47% | +0.03% | +8.77% |
| 2024 | -3.85% | +3.14% | +3.67% | -5.22% | +4.76% | -2.41% | +10.70% | -1.83% | +1.80% | -2.62% | +9.73% | -8.23% | +8.06% |
| 2023 | +9.24% | -2.06% | -3.67% | -2.36% | -1.95% | +7.88% | +5.22% | -3.38% | -5.22% | -5.07% | +7.44% | +10.75% | +15.85% |
| 2022 | -7.68% | +2.05% | +1.22% | -7.60% | +1.83% | -8.93% | +10.11% | -3.68% | -10.51% | +12.86% | +4.54% | -6.44% | -14.40% |
| 2021 | +5.57% | +8.05% | +3.15% | +1.50% | +2.32% | +1.20% | -1.96% | +1.88% | -2.20% | +4.65% | -2.16% | +4.53% | +29.30% |
| 2020 | -3.93% | -9.71% | -23.40% | +14.76% | +6.66% | +3.37% | +4.71% | +3.79% | -3.39% | +1.77% | +16.31% | +7.61% | +12.44% |
| 2019 | +10.21% | +4.18% | -1.48% | +3.47% | -7.69% | +7.06% | +1.04% | -4.90% | +2.54% | +1.77% | +2.72% | +3.21% | +22.96% |
| 2018 | +0.74% | -4.41% | +1.97% | +1.14% | +5.20% | +1.99% | +1.35% | +3.93% | -1.62% | -8.76% | +1.67% | -10.77% | -8.60% |
| 2017 | -1.42% | +2.80% | +1.02% | +1.79% | -1.87% | +2.09% | +0.71% | -1.28% | +5.63% | +1.45% | +3.22% | -0.38% | +14.37% |
Drawdown analysis of JPSE (JPMORGAN DIVERSIFIED RETURN U.S. SMALL CAP EQUITY ETF)
The maximum drawdown for the JPSE was -43.03%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current JPSE drawdown is -1.37%.
Since Nov 17, 2016 JPSE has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 4 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.03% | Jan 16, 2020 | 45 | Mar 23, 2020 | 166 | Nov 16, 2020 | 211 |
| -25.57% | Nov 8, 2021 | 222 | Sep 27, 2022 | 450 | Jul 15, 2024 | 672 |
| -25.49% | Nov 25, 2024 | 90 | Apr 8, 2025 | 170 | Dec 10, 2025 | 260 |
| -23.26% | Sep 14, 2018 | 69 | Dec 24, 2018 | 253 | Dec 26, 2019 | 322 |
| -9.04% | Jul 31, 2024 | 3 | Aug 5, 2024 | 32 | Sep 19, 2024 | 35 |
| -8.40% | Mar 15, 2021 | 7 | Mar 24, 2021 | 47 | Jun 1, 2021 | 54 |
| -8.33% | Jun 8, 2021 | 28 | Jul 19, 2021 | 66 | Oct 20, 2021 | 94 |
| -8.19% | Jan 23, 2018 | 12 | Feb 8, 2018 | 68 | May 17, 2018 | 80 |
| -8.01% | Feb 26, 2026 | 16 | Mar 20, 2026 | 15 | Apr 13, 2026 | 31 |
| -5.09% | Feb 24, 2021 | 6 | Mar 4, 2021 | 4 | Mar 10, 2021 | 10 |
| -4.66% | Jul 25, 2017 | 18 | Aug 18, 2017 | 23 | Sep 21, 2017 | 41 |
| -4.56% | Nov 11, 2024 | 4 | Nov 15, 2024 | 6 | Nov 25, 2024 | 10 |
| -4.38% | Jan 22, 2021 | 5 | Jan 29, 2021 | 4 | Feb 4, 2021 | 9 |
| -4.35% | Oct 16, 2024 | 11 | Oct 31, 2024 | 4 | Nov 6, 2024 | 15 |
| -4.17% | Apr 26, 2017 | 16 | May 18, 2017 | 15 | Jun 9, 2017 | 31 |
| -4.03% | May 6, 2026 | 9 | May 19, 2026 | 4 | May 26, 2026 | 13 |
| -3.60% | Dec 11, 2025 | 13 | Dec 31, 2025 | 5 | Jan 8, 2026 | 18 |
| -3.53% | Feb 22, 2017 | 20 | Mar 22, 2017 | 22 | Apr 24, 2017 | 42 |
| -3.08% | Jan 4, 2017 | 17 | Jan 30, 2017 | 15 | Feb 21, 2017 | 32 |
| -2.82% | Feb 12, 2021 | 3 | Feb 18, 2021 | 4 | Feb 24, 2021 | 7 |
| -2.72% | Jul 19, 2018 | 7 | Jul 30, 2018 | 11 | Aug 14, 2018 | 18 |
| -2.64% | Jun 9, 2017 | 19 | Jul 7, 2017 | 9 | Jul 20, 2017 | 28 |
| -2.61% | Jan 22, 2026 | 6 | Jan 30, 2026 | 5 | Feb 6, 2026 | 11 |
| -2.61% | Jul 16, 2024 | 3 | Jul 19, 2024 | 5 | Jul 26, 2024 | 8 |
| -2.61% | Jun 20, 2018 | 5 | Jun 27, 2018 | 6 | Jul 6, 2018 | 11 |