See what your fund actually adds
JPMorgan Income ETF JPIE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JPIE | Replication |
|---|---|---|
| Annualized growth | 3.1% | 2.5% |
| Annualized volatility | 3.6% | 3.2% |
| Sharpe ratio | 0.87 | 0.79 |
| Maximum drawdown | 9.9% | 9.4% |
| Replication fit (R²) | 0.92 · Tracking error 1.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model JPIE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 35.1% |
| VGSH | FI · Short Gov | 31.6% |
| VCSH | FI · Short Corp | 13.0% |
| VGIT | FI · Intermediate Gov | 12.0% |
| STIP | FI · Short TIPS | 8.2% |