See what your fund actually adds

JPMorgan Fundamental Data Science Small Core ETF SCDS

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

SCDS compared with its replication portfolio
MeasureSCDSReplication
Annualized growth18.2%16.6%
Annualized volatility18.8%18.4%
Sharpe ratio0.990.93
Maximum drawdown23.3%23.5%
Replication fit (R²)0.97 · Tracking error 3.4%

Replication portfolio

The published portfolio below is the investable basket used to model SCDS’s historical return behavior.

SCDS replication basket weights
TickerBuilding blockWeight
IJRUS Small Cap53.0%
IWCMicro Cap17.4%
IJHUS Mid Cap13.4%
VBKSmall-Cap · Growth8.6%
MTUMFactor · Momentum7.6%