JPMORGAN HEDGED EQUITY LADDERED OVERLAY ETF
Symbol: HELO
Exchange: NYSE
Sector: Technology
Category: Equity Hedged
Inception date: 28/09/2023
Latest date: 20/07/2026
Current price: $67.70
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.20%
Ann. -34.66% (Sharpe / Sortino numerator)
Volatility
9.03%
Sharpe ratio
-4.240
VaR 95%
-0.93%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
1.16%
Ann. -13.40% (Sharpe / Sortino numerator)
Volatility
8.31%
Sharpe ratio
-2.050
VaR 95%
-0.91%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.30%
Ann. -2.58% (Sharpe / Sortino numerator)
Volatility
7.68%
Sharpe ratio
-0.809
VaR 95%
-0.87%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
7.70%
Ann. 7.54% (Sharpe / Sortino numerator)
Volatility
8.59%
Sharpe ratio
0.455
VaR 95%
-0.81%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
16.13%
Ann. 8.00% (Sharpe / Sortino numerator)
Volatility
8.50%
Sharpe ratio
0.514
VaR 95%
-0.92%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
38.25%
Ann. 13.28% (Sharpe / Sortino numerator)
Volatility
8.15%
Sharpe ratio
1.188
VaR 95%
-0.82%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.031%
Best day
1.297%
Worst day
-1.543%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $68.02 | $68.02 | $67.66 | $67.70 | 257,600 |
| 17/07/2026 | $67.71 | $67.98 | $67.61 | $67.70 | 465,900 |
| 16/07/2026 | $68.26 | $68.37 | $67.98 | $68.14 | 5,359,700 |
| 15/07/2026 | $68.37 | $68.40 | $68.12 | $68.36 | 163,900 |
| 14/07/2026 | $68.24 | $68.27 | $68.03 | $68.15 | 178,200 |
| 13/07/2026 | $68.20 | $68.29 | $67.96 | $68.01 | 220,400 |
| 10/07/2026 | $68.20 | $68.35 | $67.90 | $68.33 | 157,600 |
| 09/07/2026 | $67.78 | $68.12 | $67.76 | $68.06 | 243,000 |
| 08/07/2026 | $67.74 | $67.82 | $67.45 | $67.82 | 334,800 |
| 07/07/2026 | $67.82 | $67.95 | $67.73 | $67.84 | 336,400 |