Summary
JDIV
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 10.56% Volatility 15.82% Sharpe 0.68
Official loaded data — not a live quote.

JPMORGAN DIVIDEND LEADERS ETF

Symbol: JDIV

Exchange: NYSE

Sector: Technology

Category: Global Large-Stock Blend

Inception date: 25/09/2024

Latest date: 20/07/2026

Current price: $55.83

Expense ratio: 0.47%

Assets under management
$11.3M
-0.51% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-1.10%

Ann. -47.62% (Sharpe / Sortino numerator)

Volatility

19.52%

Sharpe ratio

-2.625

VaR 95%

-1.94%

CVaR 95%: -1.99%
Max drawdown: -7.05%
Sortino ratio: -4.336
Calmar ratio: -6.76

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

0.40%

Ann. -7.64% (Sharpe / Sortino numerator)

Volatility

14.94%

Sharpe ratio

-0.755

VaR 95%

-1.82%

CVaR 95%: -1.91%
Max drawdown: -9.51%
Sortino ratio: -1.067
Calmar ratio: -0.80

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

3.86%

Ann. -0.52% (Sharpe / Sortino numerator)

Volatility

12.92%

Sharpe ratio

-0.321

VaR 95%

-1.62%

CVaR 95%: -1.90%
Max drawdown: -9.51%
Sortino ratio: -0.450
Calmar ratio: -0.05

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

10.56%

Ann. 14.31% (Sharpe / Sortino numerator)

Volatility

15.82%

Sharpe ratio

0.675

VaR 95%

-1.38%

CVaR 95%: -2.27%
Max drawdown: -9.51%
Sortino ratio: 0.844
Calmar ratio: 1.50

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

19.21%

Ann. 11.17% (Sharpe / Sortino numerator)

Volatility

14.52%

Sharpe ratio

0.522

VaR 95%

-1.27%

CVaR 95%: -1.97%
Max drawdown: -13.34%
Sortino ratio: 0.703
Calmar ratio: 0.84

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.043%

Best day

3.074%

08/04/2026
Worst day

-2.4%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $56.11 $56.11 $55.83 $55.83 400
17/07/2026 $56.00 $56.00 $56.00 $56.00 100
16/07/2026 $56.60 $56.60 $56.60 $56.60 500
15/07/2026 $56.79 $56.79 $56.66 $56.69 1,000
14/07/2026 $56.54 $56.54 $56.54 $56.54 500
13/07/2026 $56.37 $56.37 $56.34 $56.37 800
10/07/2026 $56.75 $56.81 $56.75 $56.81 500
09/07/2026 $56.50 $56.54 $56.50 $56.54 300
08/07/2026 $56.44 $56.45 $56.44 $56.45 1,100
07/07/2026 $56.99 $56.99 $56.76 $56.76 500