JPME Performance — JPMorgan Diversified Return U.S. Mid Cap Equity ETF
Data updated: 2026-09-28
JPME returned +16.60% year to date and +22.65% over one year to Jul 2026. Annualised returns are +13.56% over 3 years and +9.12% over 5 years. The fund beat its US Mid-Cap Blend category average: $100 invested three years ago grew to $146, against $144 for the category, and to $123 over one year, against $119. Volatility over the past three years was 13.39% a year. In the 12 months to Jul 2026 the fund took in a net $32.4M, and assets reached $464.72M.
JPME Growth of $100
What $100 invested in JPMorgan Diversified Return U.S. Mid Cap Equity ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Blend category average over the same months.
| Period | JPME | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $123 | $119 |
| 3 years (Aug 2023 – Jul 2026) | $146 | $144 |
| 5 years (Aug 2021 – Jul 2026) | $155 | $145 |
| Since data start (Aug 2019 – Jul 2026) | $212 | $204 |
JPME Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +16.60% |
| 1 year | +22.65% |
| 3 years (annualised) | +13.56% |
| 5 years (annualised) | +9.12% |
JPME Annual Returns
Calendar-year total returns of JPMorgan Diversified Return U.S. Mid Cap Equity ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +16.60% |
| 2025 | +8.10% |
| 2024 | +13.59% |
| 2023 | +11.32% |
| 2022 | −10.22% |
| 2021 | +29.21% |
| 2020 | +8.30% |
| 2019 (Aug–Dec) | +6.07% |
JPME Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.3% | +5.5% | −3.9% | +6.0% | +0.5% | +2.2% | +1.2% | — | — | — | — | — |
| 2025 | +3.0% | −1.3% | −3.2% | −2.4% | +3.4% | +2.7% | +0.7% | +3.6% | +0.8% | −1.9% | +3.5% | −0.7% |
| 2024 | −1.4% | +4.4% | +5.0% | −5.0% | +3.3% | −1.6% | +5.9% | +2.5% | +2.0% | −1.7% | +7.4% | −7.0% |
| 2023 | +6.7% | −2.8% | −1.4% | +0.2% | −4.4% | +7.9% | +3.1% | −2.8% | −4.9% | −3.7% | +7.8% | +6.6% |
| 2022 | −5.2% | +0.1% | +3.5% | −5.7% | +2.2% | −9.9% | +9.1% | −3.1% | −10.1% | +9.4% | +6.3% | −4.6% |
| 2021 | +0.2% | +4.2% | +5.8% | +4.7% | +2.1% | −0.3% | +1.5% | +2.3% | −3.9% | +5.6% | −2.1% | +6.4% |
| 2020 | −2.2% | −9.4% | −20.0% | +14.1% | +5.9% | +0.7% | +5.8% | +2.9% | −2.2% | +1.2% | +11.5% | +4.5% |
| 2019 | — | — | — | — | — | — | — | −3.1% | +2.9% | +0.6% | +2.8% | +2.9% |
JPME Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 13.39%
- 3-year Sharpe ratio: 0.68 (vs 4.5% risk-free rate)
- Best month: +7.81% (Nov 2023)
- Worst month: −6.96% (Dec 2024)
JPME Fund Flows
Monthly money in and out of JPMorgan Diversified Return U.S. Mid Cap Equity ETF, from SEC Form N-PORT.
- 12-month net flow: $32.4M
- 12-month gross sales (incl. reinvestments): $108.7M
- Sales ÷ redemptions: 1.42×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $15.5M | $9.3M | $6.1M |
| Jun 2026 | $3.1M | $3.0M | $65K |
| May 2026 | $6.1M | $0 | $6.1M |
| Apr 2026 | $14.9M | $0 | $14.9M |
| Mar 2026 | $25.6M | $25.1M | $468K |
| Feb 2026 | $3.0M | $11.8M | −$8.8M |
| Jan 2026 | $2.8M | $0 | $2.8M |
| Dec 2025 | $5.5M | $0 | $5.5M |
| Nov 2025 | $2.7M | $0 | $2.7M |
| Oct 2025 | $2.7M | $0 | $2.7M |
| Sep 2025 | $24.3M | $27.1M | −$2.7M |
| Aug 2025 | $2.6M | $0 | $2.6M |
JPME Assets Under Management
Net assets of JPMorgan Diversified Return U.S. Mid Cap Equity ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $464.72M |
| 2026-04-30 | $436.95M |
| 2026-01-31 | $402.02M |
| 2025-10-31 | $366.78M |
| 2025-07-31 | $357.62M |
| 2025-04-30 | $343.54M |
| 2025-01-31 | $417.12M |
| 2024-10-31 | $407.69M |
| 2024-07-31 | $421.17M |
| 2024-04-30 | $360.01M |
| 2024-01-31 | $357.94M |
| 2023-10-31 | $310.06M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.