Summary
JTEK
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 14.40% Volatility 29.04% Sharpe 0.50
Official loaded data — not a live quote.

JPMORGAN U.S. TECH LEADERS ETF

Symbol: JTEK

Exchange: NASDAQ

Sector: Technology

Category: Technology

Inception date: 04/10/2023

Latest date: 20/07/2026

Current price: $97.70

Expense ratio: 0.65%

Assets under management
$4.6B
-0.94% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-11.13%

Ann. -39.12% (Sharpe / Sortino numerator)

Volatility

33.21%

Sharpe ratio

-1.287

VaR 95%

-2.92%

CVaR 95%: -3.37%
Max drawdown: -10.07%
Sortino ratio: -2.226
Calmar ratio: -3.88

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

5.54%

Ann. -35.94% (Sharpe / Sortino numerator)

Volatility

28.71%

Sharpe ratio

-1.378

VaR 95%

-2.92%

CVaR 95%: -3.59%
Max drawdown: -18.74%
Sortino ratio: -2.095
Calmar ratio: -1.92

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

9.96%

Ann. -24.22% (Sharpe / Sortino numerator)

Volatility

27.70%

Sharpe ratio

-1.005

VaR 95%

-2.98%

CVaR 95%: -3.93%
Max drawdown: -22.02%
Sortino ratio: -1.405
Calmar ratio: -1.10

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

14.40%

Ann. 18.13% (Sharpe / Sortino numerator)

Volatility

29.04%

Sharpe ratio

0.499

VaR 95%

-2.78%

CVaR 95%: -4.21%
Max drawdown: -22.02%
Sortino ratio: 0.669
Calmar ratio: 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.

Period total return

43.95%

Ann. 11.08% (Sharpe / Sortino numerator)

Volatility

28.52%

Sharpe ratio

0.261

VaR 95%

-3.00%

CVaR 95%: -4.37%
Max drawdown: -30.61%
Sortino ratio: 0.338
Calmar ratio: 0.36

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

96.30%

Ann. 32.02% (Sharpe / Sortino numerator)

Volatility

27.50%

Sharpe ratio

1.034

VaR 95%

-2.80%

CVaR 95%: -4.10%
Max drawdown: -30.61%
Sortino ratio: 1.365
Calmar ratio: 1.05

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.

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

0.07%

Best day

4.911%

31/03/2026
Worst day

-7.07%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $98.63 $99.73 $97.66 $97.70 237,300
17/07/2026 $96.19 $99.36 $95.14 $97.88 282,300
16/07/2026 $101.28 $101.46 $98.53 $99.10 537,800
15/07/2026 $105.12 $105.12 $100.79 $102.81 308,200
14/07/2026 $103.63 $104.36 $102.94 $103.93 659,400
13/07/2026 $102.91 $103.21 $101.08 $101.44 208,100
10/07/2026 $105.48 $105.48 $103.57 $104.58 248,000
09/07/2026 $104.65 $106.19 $104.45 $105.53 241,600
08/07/2026 $101.25 $102.57 $100.02 $102.43 481,400
07/07/2026 $103.80 $104.04 $100.83 $102.24 299,900