See what your fund actually adds
JPMorgan Diversified Return Emerging Markets Equity ETF JPEM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JPEM | Replication |
|---|---|---|
| Annualized growth | 6.9% | 6.9% |
| Annualized volatility | 12.0% | 11.8% |
| Sharpe ratio | 0.61 | 0.63 |
| Maximum drawdown | 19.8% | 23.8% |
| Replication fit (R²) | 0.86 · Tracking error 4.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model JPEM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 45.1% |
| EMLC | FI · EM Local Currency | 24.7% |
| DGS | EM Small Cap | 14.2% |
| EFV | Intl · Value | 13.0% |
| IAU | Alternatives · Gold | 2.9% |