Summary
JPSE
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 31.79% Volatility 20.11% Sharpe 0.91
Official loaded data — not a live quote.

JPMORGAN DIVERSIFIED RETURN U.S. SMALL CAP EQUITY ETF

Symbol: JPSE

Exchange: NYSE

Sector: Technology

Category: Small Blend

Inception date: 15/11/2016

Latest date: 03/06/2026

Current price: $57.72

Expense ratio: 0.29%

Assets under management
$586.9M
-0.93% 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

0.95%

Ann. -34.82% (Sharpe / Sortino numerator)

Volatility

20.04%

Sharpe ratio

-1.919

VaR 95%

-2.05%

CVaR 95%: -2.16%
Max drawdown: -7.37%
Sortino ratio: -3.843
Calmar ratio: -4.72

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

6.29%

Ann. 22.11% (Sharpe / Sortino numerator)

Volatility

17.14%

Sharpe ratio

1.078

VaR 95%

-1.74%

CVaR 95%: -2.00%
Max drawdown: -8.15%
Sortino ratio: 1.849
Calmar ratio: 2.71

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

14.54%

Ann. 13.71% (Sharpe / Sortino numerator)

Volatility

16.61%

Sharpe ratio

0.607

VaR 95%

-1.70%

CVaR 95%: -2.10%
Max drawdown: -8.15%
Sortino ratio: 1.012
Calmar ratio: 1.68

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

31.79%

Ann. 21.90% (Sharpe / Sortino numerator)

Volatility

20.11%

Sharpe ratio

0.909

VaR 95%

-1.82%

CVaR 95%: -2.74%
Max drawdown: -8.15%
Sortino ratio: 1.295
Calmar ratio: 2.69

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

32.91%

Ann. 11.41% (Sharpe / Sortino numerator)

Volatility

19.11%

Sharpe ratio

0.407

VaR 95%

-1.76%

CVaR 95%: -2.60%
Max drawdown: -25.49%
Sortino ratio: 0.614
Calmar ratio: 0.45

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

55.37%

Ann. 11.86% (Sharpe / Sortino numerator)

Volatility

18.59%

Sharpe ratio

0.443

VaR 95%

-1.69%

CVaR 95%: -2.44%
Max drawdown: -25.49%
Sortino ratio: 0.698
Calmar ratio: 0.47

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.115%

Best day

3.624%

22/08/2025
Worst day

-2.529%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $58.26 $58.26 $57.65 $57.72 44,100
02/06/2026 $57.67 $58.40 $57.67 $58.32 15,000
01/06/2026 $57.46 $57.80 $57.27 $57.69 26,800
29/05/2026 $58.33 $58.33 $57.69 $57.69 15,500
28/05/2026 $58.39 $58.44 $57.87 $58.34 14,500
27/05/2026 $58.50 $58.71 $58.44 $58.51 23,800
26/05/2026 $58.12 $58.56 $58.12 $58.52 28,900
22/05/2026 $57.50 $57.67 $57.27 $57.55 25,800
21/05/2026 $56.71 $57.15 $56.38 $57.12 24,500
20/05/2026 $56.30 $57.02 $56.11 $56.95 51,500