See what your fund actually adds
JPMorgan ActiveBuilders Emerging Markets Equity ETF JEMA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JEMA | Replication |
|---|---|---|
| Annualized growth | 7.9% | 7.4% |
| Annualized volatility | 17.3% | 15.0% |
| Sharpe ratio | 0.53 | 0.55 |
| Maximum drawdown | 34.9% | 28.7% |
| Replication fit (R²) | 0.92 · Tracking error 4.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model JEMA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 84.1% |
| VEA | Intl · Developed | 8.7% |
| XLK | Sector · Technology | 4.6% |
| MTUM | Factor · Momentum | 2.6% |