See what your fund actually adds
JPMorgan Diversified Return U.S. Mid Cap Equity ETF JPME
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JPME | Replication |
|---|---|---|
| Annualized growth | 8.0% | 7.6% |
| Annualized volatility | 15.6% | 16.2% |
| Sharpe ratio | 0.57 | 0.53 |
| Maximum drawdown | 19.0% | 20.6% |
| Replication fit (R²) | 0.98 · Tracking error 2.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model JPME’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJH | US Mid Cap | 53.5% |
| VOE | Mid-Cap · Value | 24.7% |
| VNQ | Sector · Real Estate | 8.8% |
| SCHD | Factor · Dividend | 6.6% |
| USMV | Factor · Min Vol | 6.4% |