Performance analysis of JQUA (JPMORGAN U.S. QUALITY FACTOR ETF)
Annual Return
Over the past 3 years, JQUA has had an average annual return of +20.59%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, JQUA has had an average annual return of +13.96%, outperforming the benchmark SPY, which returned +13.88% annual.
Since Nov 9, 2017, JQUA has had an average annual return of +14.91%, underperforming the benchmark SPY, which returned +15.10% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +14.29% | +11.69% | +21.21% | +25.13% | -13.45% | +28.67% | +16.52% | +28.47% | -2.96% | +5.07% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.14% | +0.91% | -4.63% | +8.22% | +7.08% | +1.32% | +14.29% | ||||||
| 2025 | +4.02% | -0.34% | -4.62% | -0.67% | +4.92% | +2.34% | +0.67% | +2.20% | +2.10% | -0.30% | +0.59% | +0.53% | +11.69% |
| 2024 | +2.63% | +5.09% | +2.65% | -5.32% | +2.98% | +3.07% | +1.83% | +3.45% | +1.73% | -1.25% | +6.91% | -3.71% | +21.21% |
| 2023 | +4.98% | -2.26% | +3.95% | +1.38% | -0.17% | +6.45% | +3.07% | -0.70% | -4.22% | -2.47% | +8.41% | +5.05% | +25.13% |
| 2022 | -6.33% | -3.31% | +4.32% | -6.93% | +0.68% | -6.91% | +7.22% | -4.08% | -8.16% | +8.90% | +6.84% | -4.46% | -13.45% |
| 2021 | -1.83% | +2.58% | +4.78% | +4.49% | +0.81% | +3.25% | +3.08% | +2.40% | -4.88% | +6.23% | -0.14% | +5.29% | +28.67% |
| 2020 | +0.16% | -7.55% | -11.70% | +12.31% | +5.90% | +0.67% | +4.50% | +5.82% | -3.22% | -2.81% | +10.62% | +3.44% | +16.52% |
| 2019 | +7.21% | +4.41% | +1.97% | +2.63% | -5.88% | +6.42% | +1.69% | -0.85% | +1.41% | +1.15% | +3.32% | +2.46% | +28.47% |
| 2018 | +4.35% | -4.04% | -1.39% | +1.02% | +1.42% | +1.08% | -0.28% | +7.22% | +0.76% | -5.68% | +0.86% | -7.41% | -2.96% |
| 2017 | +0.04% | +5.03% | +5.07% |
Drawdown analysis of JQUA (JPMORGAN U.S. QUALITY FACTOR ETF)
The maximum drawdown for the JQUA was -32.92%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current JQUA drawdown is -0.16%.
Since Nov 9, 2017 JQUA has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.92% | Feb 19, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -22.47% | Dec 29, 2021 | 190 | Sep 30, 2022 | 195 | Jul 13, 2023 | 385 |
| -17.07% | Sep 21, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -16.81% | Feb 18, 2025 | 35 | Apr 8, 2025 | 59 | Jul 3, 2025 | 94 |
| -9.67% | Jan 26, 2018 | 10 | Feb 9, 2018 | 124 | Aug 9, 2018 | 134 |
| -8.78% | Jul 31, 2023 | 63 | Oct 27, 2023 | 16 | Nov 20, 2023 | 79 |
| -8.22% | Sep 2, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
| -7.12% | Jan 27, 2026 | 43 | Mar 30, 2026 | 11 | Apr 15, 2026 | 54 |
| -6.32% | Jul 16, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -5.88% | Apr 30, 2019 | 22 | May 31, 2019 | 13 | Jun 19, 2019 | 35 |
| -5.84% | Mar 21, 2024 | 20 | Apr 19, 2024 | 40 | Jun 17, 2024 | 60 |
| -5.82% | Sep 3, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
| -5.52% | Jul 26, 2019 | 6 | Aug 5, 2019 | 59 | Oct 28, 2019 | 65 |
| -5.48% | Dec 6, 2024 | 22 | Jan 10, 2025 | 17 | Feb 5, 2025 | 39 |
| -5.36% | Oct 27, 2025 | 18 | Nov 20, 2025 | 13 | Dec 10, 2025 | 31 |
| -4.81% | Feb 12, 2021 | 13 | Mar 4, 2021 | 7 | Mar 15, 2021 | 20 |
| -4.44% | Nov 16, 2021 | 10 | Dec 1, 2021 | 10 | Dec 15, 2021 | 20 |
| -3.87% | Jan 20, 2021 | 7 | Jan 29, 2021 | 5 | Feb 5, 2021 | 12 |
| -3.78% | May 7, 2021 | 3 | May 12, 2021 | 16 | Jun 4, 2021 | 19 |
| -3.68% | Aug 30, 2024 | 4 | Sep 6, 2024 | 6 | Sep 16, 2024 | 10 |
| -3.18% | Jan 16, 2020 | 10 | Jan 31, 2020 | 4 | Feb 6, 2020 | 14 |
| -3.12% | Oct 14, 2024 | 13 | Oct 31, 2024 | 4 | Nov 6, 2024 | 17 |
| -2.75% | Oct 6, 2025 | 4 | Oct 10, 2025 | 10 | Oct 24, 2025 | 14 |
| -2.71% | Dec 15, 2021 | 3 | Dec 20, 2021 | 3 | Dec 23, 2021 | 6 |
| -2.43% | Jul 25, 2025 | 5 | Aug 1, 2025 | 8 | Aug 13, 2025 | 13 |