JPSE Performance — JPMorgan Diversified Return U.S. Small Cap Equity ETF
Data updated: 2026-09-28
JPSE returned +18.71% year to date and +31.49% over one year to Jul 2026. Annualised returns are +13.11% over 3 years and +8.12% over 5 years. Against its US Small Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $145, against $146 for the category, and to $131 over one year, against $129. Volatility over the past three years was 17.61% a year. In the 12 months to Jul 2026 the fund lost a net $20.0M, and assets reached $591.21M.
JPSE Growth of $100
What $100 invested in JPMorgan Diversified Return U.S. Small Cap Equity ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | JPSE | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $131 | $129 |
| 3 years (Aug 2023 – Jul 2026) | $145 | $146 |
| 5 years (Aug 2021 – Jul 2026) | $148 | $141 |
| Since data start (Aug 2019 – Jul 2026) | $212 | $204 |
JPSE Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +18.71% |
| 1 year | +31.49% |
| 3 years (annualised) | +13.11% |
| 5 years (annualised) | +8.12% |
JPSE Annual Returns
Calendar-year total returns of JPMorgan Diversified Return U.S. Small Cap Equity ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +18.71% |
| 2025 | +8.95% |
| 2024 | +8.13% |
| 2023 | +15.77% |
| 2022 | −14.42% |
| 2021 | +29.14% |
| 2020 | +12.62% |
| 2019 (Aug–Dec) | +5.39% |
JPSE 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 | +5.9% | +2.9% | −3.9% | +9.8% | +0.3% | +4.5% | −1.4% | — | — | — | — | — |
| 2025 | +1.1% | −3.8% | −4.1% | −3.8% | +5.0% | +3.9% | +0.5% | +8.3% | +1.0% | −0.5% | +1.6% | +0.1% |
| 2024 | −4.0% | +3.2% | +4.0% | −5.5% | +5.0% | −2.3% | +10.4% | −1.8% | +1.9% | −2.7% | +9.6% | −8.1% |
| 2023 | +9.1% | −1.8% | −3.7% | −2.3% | −2.2% | +8.2% | +5.0% | −3.3% | −5.2% | −5.0% | +7.4% | +10.7% |
| 2022 | −7.6% | +1.8% | +1.3% | −7.5% | +1.7% | −9.1% | +10.2% | −3.8% | −10.5% | +12.8% | +4.8% | −6.5% |
| 2021 | +5.2% | +8.1% | +3.1% | +1.8% | +2.2% | +1.1% | −1.8% | +1.9% | −2.4% | +4.7% | −2.2% | +4.7% |
| 2020 | −3.9% | −9.8% | −23.2% | +14.9% | +6.3% | +3.3% | +4.7% | +4.2% | −3.6% | +1.5% | +16.4% | +8.0% |
| 2019 | — | — | — | — | — | — | — | −4.8% | +2.6% | +1.8% | +2.7% | +3.2% |
JPSE Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 17.61%
- 3-year Sharpe ratio: 0.49 (vs 4.5% risk-free rate)
- Best month: +10.69% (Dec 2023)
- Worst month: −8.10% (Dec 2024)
JPSE Fund Flows
Monthly money in and out of JPMorgan Diversified Return U.S. Small Cap Equity ETF, from SEC Form N-PORT.
- 12-month net flow: −$20.0M
- 12-month gross sales (incl. reinvestments): $55.9M
- Sales ÷ redemptions: 0.74×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $5.9M | $0 | $5.9M |
| Jun 2026 | $0 | $3.0M | −$3.0M |
| May 2026 | $1.5M | $17.3M | −$15.8M |
| Apr 2026 | $2.8M | $0 | $2.8M |
| Mar 2026 | $6.5M | $7.8M | −$1.4M |
| Feb 2026 | $5.5M | $4.1M | $1.4M |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $1.3M | $0 | $1.3M |
| Nov 2025 | $72 | $2.4M | −$2.4M |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $32.5M | $35.2M | −$2.7M |
| Aug 2025 | $188 | $6.2M | −$6.2M |
JPSE Assets Under Management
Net assets of JPMorgan Diversified Return U.S. Small Cap Equity ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $591.21M |
| 2026-04-30 | $586.94M |
| 2026-01-31 | $538.92M |
| 2025-10-31 | $504.70M |
| 2025-07-31 | $473.58M |
| 2025-04-30 | $426.26M |
| 2025-01-31 | $520.62M |
| 2024-10-31 | $510.66M |
| 2024-07-31 | $502.69M |
| 2024-04-30 | $470.55M |
| 2024-01-31 | $445.90M |
| 2023-10-31 | $386.21M |
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.