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About JPMorgan Diversified Return U.S. Small Cap Equity ETF
Expense ratio
0.29%
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Inception date
Nov 15, 2016
JPSE applies a multi-factor selection and risk-weighting exposure to the US small-cap space. JPSE`s underlying index uses inverse volatility to construct its initial sector composition. Then it uses price-to-book ratio, return-on-equity, price momentum, and dividend yield to generate composite scores for stocks in the Russell 2000 Index. The index includes the top 70% of stocks with the highest composite scores, weighted by inverse volatility, within each sector. The resulting exposure will look different from the conventional market-cap exposure. The Fund intends to replicate the index constituents as closely as possible. If this is not possible, the fund will use a representative sampling method instead. JPSE will be rebalanced quarterly in accordance with the quarterly rebalancing of the underlying index.
Classification
What's in the fund
Exposure type
Finance
Stock breakdown by region
Displays a symbol's price movements over previous years to identify recurring trends.