See what your fund actually adds
JPMorgan U.S. Research Enhanced Large Cap ETF JUSA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JUSA | Replication |
|---|---|---|
| Annualized growth | 23.1% | 24.4% |
| Annualized volatility | 15.4% | 15.2% |
| Sharpe ratio | 1.43 | 1.51 |
| Maximum drawdown | 10.7% | 10.4% |
| Replication fit (R²) | 1.00 · Tracking error 1.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model JUSA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 100.0% |