See what your fund actually adds
JPMorgan U.S. Value Factor ETF JVAL
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JVAL | Replication |
|---|---|---|
| Annualized growth | 12.4% | 12.3% |
| Annualized volatility | 16.2% | 16.1% |
| Sharpe ratio | 0.81 | 0.80 |
| Maximum drawdown | 22.3% | 19.9% |
| Replication fit (R²) | 0.98 · Tracking error 2.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model JVAL’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 40.5% |
| VTV | Style · Value | 30.3% |
| XLK | Sector · Technology | 19.6% |
| SCHD | Factor · Dividend | 9.6% |