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JPMorgan Active Value ETF JAVA

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

JAVA compared with its replication portfolio
MeasureJAVAReplication
Annualized growth11.4%10.5%
Annualized volatility14.5%14.4%
Sharpe ratio0.820.77
Maximum drawdown15.7%18.4%
Replication fit (R²)0.97 · Tracking error 2.6%

Replication portfolio

The published portfolio below is the investable basket used to model JAVA’s historical return behavior.

JAVA replication basket weights
TickerBuilding blockWeight
VTVStyle · Value61.1%
VBRSmall-Cap · Value16.4%
XLFSector · Financials15.2%
VWOEmerging Markets3.7%
ICVTFI · Convertibles3.7%