Summary
JPUS
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 20.73% Volatility 14.95% Sharpe 0.77
Official loaded data — not a live quote.

JPMORGAN DIVERSIFIED RETURN U.S. EQUITY ETF

Symbol: JPUS

Exchange: NYSE

Sector: Technology

Category: Mid-Cap Value

Inception date: 29/09/2015

Latest date: 03/06/2026

Current price: $137.69

Expense ratio: 0.18%

Assets under management
$442.4M
0.04% 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

1.45%

Ann. -37.34% (Sharpe / Sortino numerator)

Volatility

14.47%

Sharpe ratio

-2.832

VaR 95%

-1.69%

CVaR 95%: -1.81%
Max drawdown: -5.87%
Sortino ratio: -4.302
Calmar ratio: -6.36

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

2.28%

Ann. 23.22% (Sharpe / Sortino numerator)

Volatility

11.92%

Sharpe ratio

1.643

VaR 95%

-1.18%

CVaR 95%: -1.51%
Max drawdown: -7.29%
Sortino ratio: 2.334
Calmar ratio: 3.19

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

11.59%

Ann. 14.05% (Sharpe / Sortino numerator)

Volatility

11.15%

Sharpe ratio

0.934

VaR 95%

-1.07%

CVaR 95%: -1.41%
Max drawdown: -7.29%
Sortino ratio: 1.430
Calmar ratio: 1.93

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

20.73%

Ann. 15.18% (Sharpe / Sortino numerator)

Volatility

14.95%

Sharpe ratio

0.773

VaR 95%

-1.20%

CVaR 95%: -2.12%
Max drawdown: -8.09%
Sortino ratio: 0.984
Calmar ratio: 1.88

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

30.92%

Ann. 11.37% (Sharpe / Sortino numerator)

Volatility

13.23%

Sharpe ratio

0.585

VaR 95%

-1.09%

CVaR 95%: -1.80%
Max drawdown: -15.96%
Sortino ratio: 0.808
Calmar ratio: 0.71

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

55.89%

Ann. 13.66% (Sharpe / Sortino numerator)

Volatility

12.60%

Sharpe ratio

0.796

VaR 95%

-1.13%

CVaR 95%: -1.66%
Max drawdown: -15.96%
Sortino ratio: 1.151
Calmar ratio: 0.86

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

0.077%

Best day

1.983%

06/02/2026
Worst day

-1.73%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $137.63 $138.25 $137.63 $137.69 6,700
02/06/2026 $136.62 $137.64 $136.62 $137.63 33,500
01/06/2026 $136.11 $136.54 $136.09 $136.24 4,900
29/05/2026 $137.72 $137.72 $136.85 $136.89 5,500
28/05/2026 $137.52 $137.96 $137.35 $137.43 4,200
27/05/2026 $138.13 $138.13 $137.57 $137.57 6,200
26/05/2026 $137.83 $137.89 $137.46 $137.70 7,800
22/05/2026 $136.67 $137.25 $136.51 $137.07 16,300
21/05/2026 $135.41 $136.14 $134.61 $136.08 5,800
20/05/2026 $135.07 $135.49 $134.59 $135.49 6,800