|
Ticker |
Listing
Exchange |
JPMorgan
BetaBuilders Canada ETF |
BBCA |
Cboe
BZX Exchange, Inc. |
JPMorgan
BetaBuilders Developed Asia Pacific ex-Japan ETF |
BBAX |
Cboe
BZX Exchange, Inc. |
JPMorgan
BetaBuilders Emerging Markets Equity ETF |
BBEM |
Cboe
BZX Exchange, Inc. |
JPMorgan
BetaBuilders Europe ETF |
BBEU |
Cboe
BZX Exchange, Inc. |
JPMorgan
BetaBuilders International Equity ETF |
BBIN |
Cboe
BZX Exchange, Inc. |
JPMorgan
BetaBuilders Japan ETF |
BBJP |
Cboe
BZX Exchange, Inc. |
JPMorgan
BetaBuilders U.S. Equity ETF |
BBUS |
Cboe
BZX Exchange, Inc. |
JPMorgan
BetaBuilders U.S. Mid Cap Equity ETF |
BBMC |
NYSE
Arca, Inc. |
JPMorgan
BetaBuilders U.S. Small Cap Equity ETF |
BBSC |
NYSE
Arca, Inc. |
JPMorgan
Carbon Transition U.S. Equity ETF |
JCTR |
NYSE
Arca, Inc. |
JPMorgan
Diversified Return Emerging Markets Equity ETF |
JPEM |
NYSE
Arca, Inc. |
JPMorgan
Diversified Return International Equity ETF |
JPIN |
NYSE
Arca, Inc. |
JPMorgan
Diversified Return U.S. Equity ETF |
JPUS |
NYSE
Arca, Inc. |
JPMorgan
Diversified Return U.S. Mid Cap Equity ETF |
JPME |
NYSE
Arca, Inc. |
JPMorgan
Diversified Return U.S. Small Cap Equity ETF |
JPSE |
NYSE
Arca, Inc. |
JPMorgan
U.S. Momentum Factor ETF |
JMOM |
NYSE
Arca, Inc. |
JPMorgan
U.S. Quality Factor ETF |
JQUA |
NYSE
Arca, Inc. |
JPMorgan
U.S. Value Factor ETF |
JVAL |
NYSE
Arca, Inc. |
| |
1 | |
6 | |
12 | |
19 | |
25 | |
31 | |
37 | |
42 | |
47 | |
52 | |
57 | |
65 | |
71 | |
76 | |
81 | |
86 | |
91 | |
96 | |
101 | |
101 | |
113 | |
130 | |
130 |
132 | |
133 | |
134 | |
134 | |
137 | |
137 | |
137 | |
138 | |
141 | |
141 | |
141 | |
141 | |
143 | |
144 | |
144 | |
145 | |
145 | |
146 | |
146 | |
146 | |
148 | |
Back
cover |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
| |||
|
Past |
Past |
Life
of Fund
since |
|
1
Year |
5
Years |
|
SHARES |
|
|
|
Return
Before Taxes |
% |
% |
% |
Return
After Taxes on Distributions |
|
|
|
Return
After Taxes on Distributions
and
Sale of Fund Shares |
|
|
|
MORNINGSTAR®
CANADA TARGET
MARKET
EXPOSURE INDEX
(Net
Total Return)
(Reflects
No Deduction for Fees,
Expenses,
or Taxes, Except Foreign
Withholding
Taxes) |
|
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Nicholas
D’Eramo |
2018 |
Executive
Director |
Michael
Loeffler |
2018 |
Executive
Director |
Oliver
Furby |
2018 |
Executive
Director |
Alex
Hamilton |
2018 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
| |||
|
Past |
Past |
Life
of Fund
since |
|
1
Year |
5
Years |
|
SHARES |
|
|
|
Return
Before Taxes |
% |
% |
% |
Return
After Taxes on Distributions |
|
|
|
Return
After Taxes on Distributions
and
Sale of Fund Shares |
|
|
|
MORNINGSTAR®
DEVELOPED ASIA
PACIFIC
EX-JAPAN TARGET MARKET
EXPOSURE
INDEX
(Net
Total Return)
(Reflects
No Deduction for Fees,
Expenses,
or Taxes, Except Foreign
Withholding
Taxes) |
|
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Nicholas
D’Eramo |
2018 |
Executive
Director |
Michael
Loeffler |
2018 |
Executive
Director |
Oliver
Furby |
2018 |
Executive
Director |
Alex
Hamilton |
2018 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Nicholas
D’Eramo |
2023 |
Executive
Director |
Michael
Loeffler |
2023 |
Executive
Director |
Oliver
Furby |
2023 |
Executive
Director |
Alex
Hamilton |
2023 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
| |||
|
Past |
Past |
Life
of Fund
since |
|
1
Year |
5
Years |
|
SHARES |
|
|
|
Return
Before Taxes |
% |
% |
% |
Return
After Taxes on Distributions |
|
|
|
Return
After Taxes on Distributions
and
Sale of Fund Shares |
|
|
|
MORNINGSTAR®
DEVELOPED
EUROPE
TARGET MARKET
EXPOSURE
INDEX
(Net
Total Return)
(Reflects
No Deduction for Fees,
Expenses,
or Taxes, Except Foreign
Withholding
Taxes) |
|
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Nicholas
D’Eramo |
2018 |
Executive
Director |
Michael
Loeffler |
2018 |
Executive
Director |
Oliver
Furby |
2018 |
Executive
Director |
Alex
Hamilton |
2018 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
| ||
|
Past |
Life
of Fund
since |
|
1
Year |
|
SHARES |
|
|
Return
Before Taxes |
% |
% |
Return
After Taxes on Distributions |
|
|
Return
After Taxes on Distributions and Sale
of
Fund Shares |
|
|
MORNINGSTAR®
DEVELOPED MARKETS
EX-NORTH
AMERICA TARGET MARKET
EXPOSURE
INDEX
(Net
Total Return)
(Reflects
No Deduction for Fees, Expenses, or
Taxes,
Except Foreign Withholding Taxes) |
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Nicholas
D’Eramo |
2019 |
Executive
Director |
Michael
Loeffler |
2019 |
Executive
Director |
Oliver
Furby |
2019 |
Executive
Director |
Alex
Hamilton |
2019 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
| |||
|
Past |
Past |
Life
of Fund
since |
|
1
Year |
5
Years |
|
SHARES |
|
|
|
Return
Before Taxes |
% |
% |
% |
Return
After Taxes on Distributions |
|
|
|
Return
After Taxes on Distributions
and
Sale of Fund Shares |
|
|
|
MORNINGSTAR®
JAPAN TARGET
MARKET
EXPOSURE INDEX
(Net
Total Return)
(Reflects
No Deduction for Fees,
Expenses,
or Taxes, Except Foreign
Withholding
Taxes) |
|
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Nicholas
D’Eramo |
2018 |
Executive
Director |
Michael
Loeffler |
2018 |
Executive
Director |
Oliver
Furby |
2018 |
Executive
Director |
Alex
Hamilton |
2018 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
| ||
|
Past |
Life
of Fund
since |
|
1
Year |
|
SHARES |
|
|
Return
Before Taxes |
% |
% |
Return
After Taxes on Distributions |
|
|
Return
After Taxes on Distributions and Sale
of
Fund Shares |
|
|
MORNINGSTAR®
US TARGET MARKET
EXPOSURE
INDEX
(Reflects
No Deduction for Fees, Expenses, or
Taxes) |
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Nicholas
D’Eramo |
2019 |
Executive
Director |
Michael
Loeffler |
2019 |
Executive
Director |
Oliver
Furby |
2019 |
Executive
Director |
Alex
Hamilton |
2019 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
| ||
|
Past |
Life
of Fund
since |
|
1
Year |
|
SHARES |
|
|
Return
Before Taxes |
% |
% |
Return
After Taxes on Distributions |
|
|
Return
After Taxes on Distributions and Sale
of
Fund Shares |
|
|
MORNINGSTAR
US MID CAP TARGET
MARKET
EXPOSURE EXTENDED INDEX
(Reflects
No Deduction for Fees, Expenses, or
Taxes) |
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Nicholas
D’Eramo |
2019 |
Executive
Director |
Michael
Loeffler |
2019 |
Executive
Director |
Oliver
Furby |
2019 |
Executive
Director |
Alex
Hamilton |
2019 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
| ||
|
Past |
Life
of Fund
since |
|
1
Year |
|
SHARES |
|
|
Return
Before Taxes |
% |
% |
Return
After Taxes on Distributions |
|
|
Return
After Taxes on Distributions and Sale
of
Fund Shares |
|
|
MORNINGSTAR®
US SMALL CAP TARGET
MARKET
EXPOSURE EXTENDED INDEX
(Reflects
No Deduction for Fees, Expenses, or
Taxes) |
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Nicholas
D’Eramo |
2020 |
Executive
Director |
Michael
Loeffler |
2020 |
Executive
Director |
Oliver
Furby |
2020 |
Executive
Director |
Alex
Hamilton |
2020 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
| ||
|
Past |
Life
of Fund
since |
|
1
Year |
|
SHARES |
|
|
Return
Before Taxes |
% |
% |
Return
After Taxes on Distributions |
|
|
Return
After Taxes on Distributions and Sale
of
Fund Shares |
|
|
JPMORGAN
ASSET MANAGEMENT CARBON
TRANSITION
U.S. EQUITY INDEX
(Reflects
No Deduction for Fees, Expenses, or
Taxes) |
|
|
RUSSELL
1000 INDEX
(Reflects
No Deduction for Fees, Expenses, or
Taxes) |
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Yazann
Romahi |
2020 |
Managing
Director |
Aijaz
Hussain |
2020 |
Vice
President |
Natalia
Zvereva |
2022 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
Past |
Past |
Life
of Fund
since |
|
1
Year |
5
Years |
|
SHARES |
|
|
|
Return
Before Taxes |
% |
% |
% |
Return
After Taxes on Distributions |
|
|
|
Return
After Taxes on Distributions
and
Sale of Fund Shares |
|
|
|
JP
MORGAN DIVERSIFIED FACTOR
EMERGING
MARKETS EQUITY
INDEX
(Net
Total Return)
(Reflects
No Deduction for Fees,
Expenses,
or Taxes, Except Foreign
Withholding
Taxes) |
|
|
|
FTSE
EMERGING INDEX
(Net
Total Return)
(Reflects
No Deduction for Fees,
Expenses,
or Taxes, Except Foreign
Withholding
Taxes) |
|
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Yazann
Romahi |
2017 |
Managing
Director |
Joe
Staines |
2017 |
Executive
Director |
Kartik
Aiyar |
2017 |
Executive
Director |
Yegang
(Steven) Wu |
2021 |
Executive
Director |
Natalia
Zvereva |
2022 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
Past |
Past |
Life
of Fund
since |
|
1
Year |
5
Years |
|
SHARES |
|
|
|
Return
Before Taxes |
% |
% |
% |
Return
After Taxes on Distributions |
|
|
|
Return
After Taxes on Distributions
and
Sale of Fund Shares |
|
|
|
JP
MORGAN DIVERSIFIED FACTOR
INTERNATIONAL
EQUITY INDEX
(Net
Total Return)
(Reflects
No Deduction for Fees,
Expenses,
or Taxes, Except Foreign
Withholding
Taxes) |
|
|
|
FTSE
DEVELOPED EX NORTH
AMERICA
INDEX
(Net
Total Return)
(Reflects
No Deduction for Fees,
Expenses,
or Taxes, Except Foreign
Withholding
Taxes) |
|
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Yazann
Romahi |
2017 |
Managing
Director |
Joe
Staines |
2017 |
Executive
Director |
Kartik
Aiyar |
2017 |
Executive
Director |
Yegang
(Steven) Wu |
2022 |
Executive
Director |
Natalia
Zvereva |
2022 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
Past |
Past |
Life
of Fund
since |
|
1
Year |
5
Years |
|
SHARES |
|
|
|
Return
Before Taxes |
% |
% |
% |
Return
After Taxes on Distributions |
|
|
|
Return
After Taxes on Distributions
and
Sale of Fund Shares |
|
|
|
JP
MORGAN DIVERSIFIED FACTOR
US
EQUITY INDEX
(Reflects
No Deduction for Fees,
Expenses,
or Taxes) |
|
|
|
RUSSELL
1000 INDEX
(Reflects
No Deduction for Fees,
Expenses,
or Taxes) |
|
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Yazann
Romahi |
2016 |
Managing
Director |
Joe
Staines |
2016 |
Executive
Director |
Yegang
(Steven) Wu |
2016 |
Executive
Director |
Natalia
Zvereva |
2022 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
Past |
Past |
Life
of Fund
since |
|
1
Year |
5
Years |
|
SHARES |
|
|
|
Return
Before Taxes |
% |
% |
% |
Return
After Taxes on Distributions |
|
|
|
Return
After Taxes on Distributions
and
Sale of Fund Shares |
|
|
|
JP
MORGAN DIVERSIFIED FACTOR
US
MID CAP EQUITY INDEX
(Reflects
No Deduction for Fees,
Expenses,
or Taxes) |
|
|
|
RUSSELL
MIDCAP INDEX
(Reflects
No Deduction for Fees,
Expenses,
or Taxes) |
|
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Yazann
Romahi |
2016 |
Managing
Director |
Joe
Staines |
2016 |
Executive
Director |
Yegang
(Steven) Wu |
2016 |
Executive
Director |
Natalia
Zvereva |
2022 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
Past |
Past |
Life
of Fund
since |
|
1
Year |
5
Years |
|
SHARES |
|
|
|
Return
Before Taxes |
% |
% |
% |
Return
After Taxes on Distributions |
|
|
|
Return
After Taxes on Distributions
and
Sale of Fund Shares |
|
|
|
JP
MORGAN DIVERSIFIED FACTOR
US
SMALL CAP EQUITY INDEX
(Reflects
No Deduction for Fees,
Expenses,
or Taxes) |
|
|
|
RUSSELL
2000 INDEX
(Reflects
No Deduction for Fees,
Expenses,
or Taxes) |
|
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Yazann
Romahi |
2016 |
Managing
Director |
Joe
Staines |
2016 |
Executive
Director |
Yegang
(Steven) Wu |
2016 |
Executive
Director |
Natalia
Zvereva |
2022 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
Past |
Past |
Life
of Fund
since |
|
1
Year |
5
Years |
|
SHARES |
|
|
|
Return
Before Taxes |
% |
% |
% |
Return
After Taxes on Distributions |
|
|
|
Return
After Taxes on Distributions
and
Sale of Fund Shares |
|
|
|
JP
MORGAN US MOMENTUM FAC-
TOR
INDEX
(Reflects
No Deduction for Fees,
Expenses,
or Taxes) |
|
|
|
RUSSELL
1000 GROWTH INDEX
(Reflects
No Deduction for Fees,
Expenses,
or Taxes) |
|
|
|
RUSSELL
1000 INDEX
(Reflects
No Deduction for Fees,
Expenses,
or Taxes) |
|
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Yazann
Romahi |
2017 |
Managing
Director |
Joe
Staines |
2017 |
Executive
Director |
Yegang
(Steven) Wu |
2017 |
Executive
Director |
Natalia
Zvereva |
2022 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
Past |
Past |
Life
of Fund
since |
|
1
Year |
5
Years |
|
SHARES |
|
|
|
Return
Before Taxes |
% |
% |
% |
Return
After Taxes on Distributions |
|
|
|
Return
After Taxes on Distributions
and
Sale of Fund Shares |
|
|
|
JP
MORGAN US QUALITY FACTOR
INDEX
(Reflects
No Deduction for Fees,
Expenses,
or Taxes) |
|
|
|
RUSSELL
1000 INDEX
(Reflects
No Deduction for Fees,
Expenses,
or Taxes) |
|
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Yazann
Romahi |
2017 |
Managing
Director |
Joe
Staines |
2017 |
Executive
Director |
Yegang
(Steven) Wu |
2017 |
Executive
Director |
Natalia
Zvereva |
2022 |
Executive
Director |
| |
Management
Fees |
|
Total
Annual Fund Operating Expenses |
|
| ||||
|
1
Year |
3
Years |
5
Years |
10
Years |
SHARES
($) |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
Past |
Past |
Life
of Fund
since |
|
1
Year |
5
Years |
|
SHARES |
|
|
|
Return
Before Taxes |
% |
% |
% |
Return
After Taxes on Distributions |
|
|
|
Return
After Taxes on Distributions
and
Sale of Fund Shares |
|
|
|
JP
MORGAN US VALUE FACTOR
INDEX
(Reflects
No Deduction for Fees,
Expenses,
or Taxes) |
|
|
|
RUSSELL
1000 VALUE INDEX
(Reflects
No Deduction for Fees,
Expenses,
or Taxes) |
|
|
|
RUSSELL
1000 INDEX
(Reflects
No Deduction for Fees,
Expenses,
or Taxes) |
|
|
|
Portfolio
Manager |
Managed
the
Fund
Since |
Primary
Title with
Investment
Adviser |
Yazann
Romahi |
2017 |
Managing
Director |
Joe
Staines |
2017 |
Executive
Director |
Yegang
(Steven) Wu |
2017 |
Executive
Director |
Natalia
Zvereva |
2022 |
Executive
Director |
UNDERLYING
INDEX CHARACTERISTICS |
Value
— Targets equity securities with attractive prices relative to their
region and super-sector peers based on fundamental
characteristics
of book yield, earnings yield, dividend yield and cash flow
yield. |
Momentum
— A tendency that stocks that are rising in price tend to continue to
rise, while those that are falling tend to continue to
fall.
Targets equity securities which have higher risk-adjusted returns relative
to those of their region and super-sector peers over a
twelve
month period. The twelve month returns are divided by the twelve month
volatility of the returns to get the risk-adjusted
returns. |
Quality
— Targets equity securities with higher quality characteristics relative
to their region and super-sector peers as measured by
profitability,
earnings quality and solvency/financial
risk. |
UNDERLYING
INDEX CHARACTERISTICS |
Value
— Targets equity securities with attractive prices relative to their
region and/or sector peers based on fundamental
characteristics
of book yield, earnings yield, dividend yield and cash flow
yield. |
Momentum
— A tendency that stocks that are rising in price tend to continue to
rise, while those that are falling tend to continue to
fall.
Targets equity securities which have higher risk-adjusted returns relative
to those of their region and/or sector peers over a
twelve
month period. The twelve month returns are divided by the twelve month
volatility of the returns to get the risk-adjusted
returns. |
Quality
— Targets equity securities with higher quality characteristics relative
to their region and/or sector peers as measured by
profitability,
earnings quality and solvency/financial
risk. |
UNDERLYING
INDEX CHARACTERISTICS |
Value
— Targets equity securities with attractive prices relative to their
sector peers based on fundamental characteristics of book
yield,
earnings yield, dividend yield and cash flow
yield. |
Momentum
— A tendency that stocks that are rising in price tend to continue to
rise, while those that are falling tend to continue to
fall.
Targets equity securities which have higher risk-adjusted returns relative
to those of their sector peers over a twelve month
period.
The twelve month returns are divided by the twelve month volatility of the
returns to get the risk-adjusted returns. |
Quality
— Targets equity securities with higher quality characteristics relative
to their sector peers as measured by profitability,
earnings
quality and solvency/financial
risk. |
UNDERLYING
INDEX CHARACTERISTICS |
Value
— Targets equity securities with attractive prices relative to their
sector peers based on fundamental characteristics of book
yield,
earnings yield, dividend yield and cash flow
yield. |
Momentum
— A tendency that stocks that are rising in price tend to continue to
rise, while those that are falling tend to continue to
fall.
Targets equity securities which have higher risk-adjusted returns relative
to those of their sector peers over a twelve month
period.
The twelve month returns are divided by the twelve month volatility of the
returns to get the risk-adjusted returns. |
Quality
— Targets equity securities with higher quality characteristics relative
to their sector peers as measured by profitability,
earnings
quality and solvency/financial
risk. |
UNDERLYING
INDEX CHARACTERISTICS |
Value
— Targets equity securities with attractive prices relative to their
sector peers based on fundamental char- acteristics of book
yield,
earnings yield, dividend yield and cash flow
yield. |
Momentum
— A tendency that stocks that are rising in price tend to continue to
rise, while those that are falling tend to continue to
fall.
Targets equity securities which have higher risk-adjusted returns relative
to those of their sector peers over a twelve month
period.
The twelve month returns are divided by the twelve month volatility of the
returns to get the risk-adjusted returns. |
Quality
— Targets equity securities with higher quality characteristics relative
to their sector peers as measured by profitability,
earnings
quality and solvency/financial
risk. |
UNDERLYING
INDEX CHARACTERISTIC |
Momentum
— A tendency that stocks that are rising in price tend to continue to
rise, while those that are falling tend to continue to
fall.
Targets equity securities which have higher risk-adjusted returns relative
to those of their sector peers over a twelve month
period.
The twelve month returns are divided by the twelve month volatility of the
returns to get the risk-adjusted
returns. |
UNDERLYING
INDEX CHARACTERISTIC |
Quality
— Targets equity securities with higher quality characteristics relative
to their sector peers as measured by profitability,
earnings
quality and solvency/financial
risk. |
UNDERLYING
INDEX CHARACTERISTIC |
Value
— Targets equity securities with attractive prices relative to their
sector peers based on fundamental characteristics of book
yield,
earnings yield, dividend yield and cash flow
yield. |
NON-FUNDAMENTAL
INVESTMENT OBJECTIVES |
An
investment objective is fundamental if it cannot be changed without the
consent of a majority of the outstanding Shares of each
Fund.
Each Fund’s investment objective is not fundamental and may be changed
without the consent of a majority of the outstanding
Shares
of the Fund. |
|
BetaBuilders
Canada ETF |
BetaBuilders
Developed Asia Pacific ex-Japan ETF |
BetaBuilders
Emerging Markets Equity ETF |
BetaBuilders
Europe ETF |
BetaBuilders
International Equity ETF |
BetaBuilders
Japan ETF |
BetaBuilders
U.S. Equity ETF |
BetaBuilders
U.S. Mid Cap Equity ETF |
BetaBuilders
U.S. Small Cap Equity ETF |
Authorized
Participant Concentration Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Cash
Transactions Risk |
|
|
• |
|
|
|
|
|
|
Concentration
Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Consumer
Discretionary Sector Risk |
|
|
○ |
|
|
• |
|
• |
|
Currency
Risk |
• |
• |
• |
• |
• |
• |
|
|
|
Cyber
Security Risk |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
Derivatives
Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Diversification
Risk |
• |
• |
|
• |
• |
• |
• |
• |
• |
Energy
Sector Risk |
• |
|
|
|
|
|
|
|
|
Equity
Market Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Exchange-Traded
Fund (ETF) and Other Investment Company Risk |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
Financials
Sector Risk |
• |
• |
• |
• |
• |
|
|
|
• |
Foreign
Securities and Emerging Markets Risk |
• |
• |
• |
• |
• |
• |
|
|
|
General
Market Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Geographic
Focus Risk |
• |
• |
• |
• |
• |
• |
|
|
|
Healthcare
Sector Risk |
|
|
|
• |
|
|
|
|
|
Index
Related Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Industrials
Sector Risk |
|
|
|
• |
• |
• |
|
• |
• |
Industry
and Sector Focus Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Information
Technology Sector Risk |
|
|
• |
|
|
|
• |
|
|
Large
Cap Company Risk |
• |
• |
• |
• |
• |
• |
• |
|
|
Market
Trading Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Materials
Sector Risk |
|
• |
|
|
|
|
|
|
|
New
Fund Risk |
|
|
○ |
|
|
|
|
○ |
○ |
Passive
Management Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Preferred
Securities Risk |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
Regulatory
and Legal Risk |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
Sampling
Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Securities
Lending Risk |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○
|
|
BetaBuilders
Canada ETF |
BetaBuilders
Developed Asia Pacific ex-Japan ETF |
BetaBuilders
Emerging Markets Equity ETF |
BetaBuilders
Europe ETF |
BetaBuilders
International Equity ETF |
BetaBuilders
Japan ETF |
BetaBuilders
U.S. Equity ETF |
BetaBuilders
U.S. Mid Cap Equity ETF |
BetaBuilders
U.S. Small Cap Equity ETF |
Smaller
Company Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Transactions
and Liquidity Risk |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
Volcker
Rule Risk |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
|
Carbon
Transition U.S. Equity ETF |
Diversified
Return Emerging Markets Equity ETF |
Diversified
Return International Equity ETF |
Diversified
Return U.S. Equity ETF |
Diversified
Return U.S. Mid Cap Equity ETF |
Diversified
Return U.S. Small Cap Equity ETF |
U.S.
Momentum Factor ETF |
U.S.
Quality Factor ETF |
U.S.
Value Factor ETF |
Authorized
Participant Concentration Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Carbon
Transition Investment Strategy Risk |
• |
|
|
|
|
|
|
|
|
Cash
Transactions Risk |
|
• |
|
|
|
|
|
|
|
Concentration
Risk |
• |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
Currency
Risk |
|
• |
• |
|
|
|
|
|
|
Cyber
Security Risk |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
Derivatives
Risk |
• |
• |
• |
• |
• |
• |
• |
• |
•
|
|
Carbon
Transition U.S. Equity ETF |
Diversified
Return Emerging Markets Equity ETF |
Diversified
Return International Equity ETF |
Diversified
Return U.S. Equity ETF |
Diversified
Return U.S. Mid Cap Equity ETF |
Diversified
Return U.S. Small Cap Equity ETF |
U.S.
Momentum Factor ETF |
U.S.
Quality Factor ETF |
U.S.
Value Factor ETF |
Equity
Market Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Exchange-Traded
Fund (ETF) and Other Investment Company Risk |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
Financials
Sector Risk |
|
• |
|
|
|
|
|
|
|
Foreign
Securities and Emerging Markets Risk |
|
• |
• |
|
|
|
|
|
|
General
Market Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Geographic
Focus Risk |
|
• |
• |
|
|
|
|
|
|
Index
Related Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Industry
and Sector Focus Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Large
Cap Company Risk |
• |
• |
• |
• |
|
|
• |
• |
• |
Market
Trading Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Momentum
Investing Risk |
|
○ |
○ |
○ |
○ |
○ |
• |
|
|
Multiple
Factor Strategy Risk |
|
○ |
○ |
○ |
○ |
○ |
|
|
|
New
Fund Risk |
○ |
|
|
|
|
|
|
|
|
Passive
Management Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Preferred
Securities Risk |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
Regulatory
and Legal Risk |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
Risk
of Investing in Quality Companies |
|
○ |
○ |
○ |
○ |
○ |
|
• |
|
Sampling
Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Securities
Lending Risk |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
Smaller
Company Risk |
• |
• |
• |
• |
• |
• |
• |
• |
• |
Technology
Sector Risk |
• |
|
|
|
|
|
• |
• |
• |
Transactions
and Liquidity Risk |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
Value
Investing Risk |
|
○ |
○ |
○ |
○ |
○ |
|
|
• |
Volcker
Rule Risk |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
○ |
WHAT
IS A DERIVATIVE? |
Derivatives
are securities or contracts (for example, futures) that derive their value
from the performance of underlying assets or
securities. |
JPMorgan
BetaBuilders Canada ETF |
0.19% |
JPMorgan
BetaBuilders Developed Asia Pacific ex-Japan ETF |
0.19 |
JPMorgan
BetaBuilders Emerging Markets Equity ETF |
0.15 |
JPMorgan
BetaBuilders Europe ETF |
0.09 |
JPMorgan
BetaBuilders International Equity ETF |
0.07 |
JPMorgan
BetaBuilders Japan ETF |
0.19 |
JPMorgan
BetaBuilders U.S. Equity ETF |
0.02 |
JPMorgan
BetaBuilders U.S. Mid Cap Equity ETF |
0.07 |
JPMorgan
BetaBuilders U.S. Small Cap Equity ETF |
0.09 |
JPMorgan
Carbon Transition U.S. Equity ETF |
0.15 |
JPMorgan
Diversified Return Emerging Markets Equity ETF |
0.44 |
JPMorgan
Diversified Return International Equity ETF |
0.37 |
JPMorgan
Diversified Return U.S. Equity ETF |
0.18 |
JPMorgan
Diversified Return U.S. Mid Cap Equity ETF |
0.24 |
JPMorgan
Diversified Return U.S. Small Cap Equity ETF |
0.29 |
JPMorgan
U.S. Momentum Factor ETF |
0.12 |
JPMorgan
U.S. Quality Factor ETF |
0.12 |
JPMorgan
U.S. Value Factor ETF |
0.12 |
|
Per
share operating performance | ||||
|
|
Investment
operations |
Distributions | ||
|
Net asset
value,
beginning
of
period |
Net
investment
income
(loss)
(b) |
Net
realized
and
unrealized
gains
(losses)
on
investments |
Total from
investment
operations |
Net
investment
income |
JPMorgan
BetaBuilders Canada ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
$57.30 |
$1.63 |
$(2.21) |
$(0.58) |
$(1.56) |
Year
Ended October 31, 2022 |
67.80 |
1.59 |
(10.53) |
(8.94) |
(1.56) |
Year
Ended October 31, 2021 (f) |
45.99 |
1.38 |
21.78 |
23.16 |
(1.35) |
Year
Ended October 31, 2020 (f) |
49.78 |
1.29 |
(3.82) |
(2.53) |
(1.26) |
Year
Ended October 31, 2019 (f) |
45.19 |
1.31 |
4.47 |
5.78 |
(1.19) |
JPMorgan
BetaBuilders Developed Asia Pacific ex-Japan ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
42.76 |
2.00 |
0.51 |
2.51 |
(1.70) |
Year
Ended October 31, 2022 |
56.89 |
2.12 |
(12.86) |
(10.74) |
(3.39) |
Year
Ended October 31, 2021 (f) |
44.97 |
2.44 |
11.48 |
13.92 |
(2.00) |
Year
Ended October 31, 2020 (f) |
50.63 |
1.58 |
(5.65) |
(4.07) |
(1.59) |
Year
Ended October 31, 2019 (f) |
45.36 |
2.10 |
5.17 |
7.27 |
(2.00) |
JPMorgan
BetaBuilders Emerging Markets Equity ETF |
|
|
|
|
|
May
10, 2023 (h) through October 31, 2023 |
47.67 |
0.80 |
(3.09) |
(2.29) |
(0.62) |
JPMorgan
BetaBuilders Europe ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
43.61 |
1.92 |
5.46 |
7.38 |
(1.63) |
Year
Ended October 31, 2022 |
59.74 |
1.78 |
(15.31) |
(13.53) |
(2.60) |
Year
Ended October 31, 2021 (f) |
43.29 |
1.67 |
16.19 |
17.86 |
(1.41) |
Year
Ended October 31, 2020 (f) |
48.71 |
1.08 |
(5.43) |
(4.35) |
(1.07) |
Year
Ended October 31, 2019 (f) |
45.19 |
1.79 |
3.28 |
5.07 |
(1.55) |
|
|
Ratios/Supplemental
data | |||||||
|
|
|
|
|
Ratios
to average net assets (a) |
| |||
Net asset
value,
end of
period |
Market
price,
end of
period |
Total
return
(c)(d) |
Market
price
total
return
(c)(e) |
Net assets,
end of
period |
Net
expenses |
Net
investment
income
(loss) |
Expenses
without
waivers
and
reimbursements |
Portfolio
turnover
rate
(c) | |
|
|
|
|
|
|
|
|
| |
$55.16 |
$55.17 |
(1.15)% |
(1.22)% |
$5,686,974,712 |
0.19% |
2.73% |
0.19% |
3% | |
57.30 |
57.35 |
(13.34) |
(13.49) |
5,644,273,295 |
0.19 |
2.51 |
0.19 |
5 | |
67.80 |
67.98 |
50.77 |
50.84 |
6,071,268,619 |
0.19 |
2.28 |
0.19 |
2 | |
45.99 |
46.10 |
(4.98) |
(4.81) |
3,640,211,260 |
0.19 |
2.74 |
0.19 |
4 | |
49.78 |
49.80 |
13.08 |
12.97 |
3,800,754,020 |
0.19 |
2.73 |
0.34(g) |
7 | |
|
|
|
|
|
|
|
|
| |
43.57 |
43.56 |
5.55 |
5.45 |
3,809,902,516 |
0.19 |
4.14 |
0.19 |
6 | |
42.76 |
42.79 |
(19.60) |
(19.87) |
3,412,010,904 |
0.20 |
4.17 |
0.20 |
14 | |
56.89 |
57.12 |
31.14 |
31.26 |
4,113,118,547 |
0.19 |
4.26 |
0.19 |
6 | |
44.97 |
45.10 |
(7.87) |
(7.45) |
1,465,970,894 |
0.19 |
3.40 |
0.19 |
6 | |
50.63 |
50.54 |
16.18 |
15.94 |
1,442,853,830 |
0.19 |
4.22 |
0.39(g) |
7 | |
|
|
|
|
|
|
|
|
| |
44.76 |
44.86 |
(4.88) |
(4.67) |
483,405,614 |
0.15 |
3.47 |
0.15 |
14 | |
|
|
|
|
|
|
|
|
| |
49.36 |
49.40 |
16.74 |
16.81 |
5,143,360,575 |
0.09 |
3.64 |
0.09 |
6 | |
43.61 |
43.62 |
(23.01) |
(23.22) |
3,527,687,759 |
0.10 |
3.36 |
0.10 |
7 | |
59.74 |
59.92 |
41.54 |
41.77 |
9,427,453,378 |
0.09 |
2.92 |
0.09 |
6 | |
43.29 |
43.34 |
(8.92) |
(8.90) |
3,701,005,509 |
0.09 |
2.33 |
0.09 |
5 | |
48.71 |
48.78 |
11.43 |
11.32 |
3,853,145,624 |
0.09 |
3.83 |
0.25(g) |
7 |
|
Per
share operating performance | ||||
|
|
Investment
operations |
Distributions | ||
|
Net asset
value,
beginning
of
period |
Net
investment
income
(loss)
(b) |
Net
realized
and
unrealized
gains
(losses)
on
investments |
Total from
investment
operations |
Net
investment
income |
JPMorgan
BetaBuilders International Equity ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
$44.72 |
$1.60 |
$5.49 |
$7.09 |
$(1.38) |
Year
Ended October 31, 2022 |
60.53 |
1.51 |
(15.16) |
(13.65) |
(2.16) |
Year
Ended October 31, 2021 |
46.20 |
1.67 |
14.10 |
15.77 |
(1.44) |
December
3, 2019 (f) through October 31, 2020 |
49.79 |
1.05 |
(4.26)(g) |
(3.21) |
(0.38) |
JPMorgan
BetaBuilders Japan ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
41.69 |
1.03 |
6.65 |
7.68 |
(0.68) |
Year
Ended October 31, 2022 |
57.16 |
1.03 |
(14.91) |
(13.88) |
(1.59) |
Year
Ended October 31, 2021 (i) |
48.39 |
1.04 |
8.36 |
9.40 |
(0.63) |
Year
Ended October 31, 2020 (i) |
49.07 |
0.84 |
(0.39) |
0.45 |
(1.13) |
Year
Ended October 31, 2019 (i) |
45.45 |
0.97 |
2.93 |
3.90 |
(0.28) |
JPMorgan
BetaBuilders U.S. Equity ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
69.38 |
1.19 |
5.89 |
7.08 |
(1.14) |
Year
Ended October 31, 2022 |
84.15 |
1.11 |
(14.86) |
(13.75) |
(1.02) |
Year
Ended October 31, 2021 |
59.59 |
1.02 |
24.48 |
25.50 |
(0.94) |
Year
Ended October 31, 2020 |
54.60 |
1.14 |
4.83 |
5.97 |
(0.98) |
March
12, 2019 (f) through October 31, 2019 |
50.14 |
0.68 |
4.29 |
4.97 |
(0.51) |
JPMorgan
BetaBuilders U.S. Mid Cap Equity ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
74.06 |
1.14 |
(3.00) |
(1.86) |
(1.14) |
Year
Ended October 31, 2022 |
93.59 |
1.03 |
(19.57) |
(18.54) |
(0.99) |
Year
Ended October 31, 2021 |
64.16 |
0.90 |
29.27 |
30.17 |
(0.74) |
April
14, 2020 (f) through October 31, 2020 |
50.78 |
0.33 |
13.32(g) |
13.65 |
(0.27) |
JPMorgan
BetaBuilders U.S. Small Cap Equity ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
54.67 |
0.92 |
(5.30) |
(4.38) |
(0.89) |
Year
Ended October 31, 2022 |
67.49 |
0.77 |
(12.79) |
(12.02) |
(0.80) |
November
16, 2020 (f) through October 31, 2021 |
51.27 |
0.62 |
16.04 |
16.66 |
(0.44) |
|
|
Ratios/Supplemental
data | |||||||
|
|
|
|
|
Ratios
to average net assets (a) |
| |||
Net asset
value,
end of
period |
Market
price,
end of
period |
Total
return
(c)(d) |
Market
price
total
return
(c)(e) |
Net assets,
end of
period |
Net
expenses |
Net
investment
income
(loss) |
Expenses
without
waivers
and
reimbursements |
Portfolio
turnover
rate
(c) | |
|
|
|
|
|
|
|
|
| |
$50.43 |
$50.62 |
15.69% |
16.04% |
$3,560,296,677 |
0.07% |
3.02% |
0.07% |
5% | |
44.72 |
44.75 |
(23.02) |
(23.11) |
2,710,097,518 |
0.07 |
2.88 |
0.07 |
6 | |
60.53 |
60.64 |
34.26 |
34.24 |
3,680,140,678 |
0.07 |
2.85 |
0.07 |
5 | |
46.20 |
46.29 |
(6.45) |
(6.27)(h) |
1,866,670,302 |
0.07 |
2.40 |
0.07 |
8 | |
|
|
|
|
|
|
|
|
| |
48.69 |
49.19 |
18.54 |
19.65 |
8,797,309,934 |
0.19 |
2.11 |
0.19 |
3 | |
41.69 |
41.73 |
(24.96) |
(24.95) |
6,211,237,563 |
0.19 |
2.10 |
0.19 |
4 | |
57.16 |
57.21 |
19.47 |
18.98 |
7,864,537,853 |
0.19 |
1.83 |
0.19 |
3 | |
48.39 |
48.64 |
0.87 |
1.24 |
5,323,035,447 |
0.19 |
1.77 |
0.19 |
5 | |
49.07 |
49.14 |
8.74 |
9.07 |
4,318,521,919 |
0.19 |
2.14 |
0.33(j) |
4 | |
|
|
|
|
|
|
|
|
| |
75.32 |
75.33 |
10.25 |
10.20 |
2,173,038,499 |
0.02 |
1.58 |
0.02 |
3 | |
69.38 |
69.42 |
(16.42) |
(16.33) |
1,276,523,608 |
0.02 |
1.47 |
0.02 |
4 | |
84.15 |
84.11 |
43.02 |
42.97 |
782,605,972 |
0.02 |
1.34 |
0.02 |
4 | |
59.59 |
59.58 |
11.09 |
11.05 |
238,372,575 |
0.02 |
1.99 |
0.02 |
4 | |
54.60 |
54.61 |
9.95 |
9.97(h) |
46,409,125 |
0.02 |
2.01 |
0.02 |
3 | |
|
|
|
|
|
|
|
|
| |
71.06 |
71.06 |
(2.57) |
(2.39) |
1,414,162,491 |
0.07 |
1.49 |
0.07 |
25 | |
74.06 |
73.92 |
(19.87) |
(20.10) |
1,390,564,346 |
0.07 |
1.29 |
0.07 |
30 | |
93.59 |
93.68 |
47.15 |
47.52 |
1,698,624,114 |
0.07 |
1.05 |
0.07 |
27 | |
64.16 |
64.06 |
26.91 |
26.71(h) |
988,131,953 |
0.07 |
0.91 |
0.07 |
7 | |
|
|
|
|
|
|
|
|
| |
49.40 |
49.32 |
(8.15) |
(7.81) |
623,722,887 |
0.09 |
1.67 |
0.09 |
41 | |
54.67 |
54.38 |
(17.87) |
(18.39) |
494,762,260 |
0.09 |
1.35 |
0.09 |
30 | |
67.49 |
67.56 |
32.56 |
32.70(h) |
442,061,490 |
0.09 |
0.98 |
0.09 |
27 |
|
Per
share operating performance | ||||
|
|
Investment
operations |
Distributions | ||
|
Net asset
value,
beginning
of
period |
Net
investment
income
(loss)
(b) |
Net
realized
and
unrealized
gains
(losses)
on
investments |
Total from
investment
operations |
Net
investment
income |
JPMorgan
Carbon Transition U.S. Equity ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
$52.37 |
$0.77 |
$4.37 |
$5.14 |
$(0.78) |
Year
Ended October 31, 2022 |
62.33 |
0.77 |
(9.94) |
(9.17) |
(0.79) |
December
9, 2020 (f) through October 31, 2021 |
49.29 |
0.63 |
12.95 |
13.58 |
(0.54) |
JPMorgan
Diversified Return Emerging Markets Equity ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
45.54 |
2.11 |
2.38 |
4.49 |
(1.91) |
Year
Ended October 31, 2022 |
56.99 |
2.21 |
(10.86) |
(8.65) |
(2.80) |
Year
Ended October 31, 2021 |
46.47 |
1.81 |
10.70 |
12.51 |
(1.99) |
Year
Ended October 31, 2020 |
54.43 |
1.46 |
(7.48) |
(6.02) |
(1.94) |
Year
Ended October 31, 2019 |
50.91 |
2.07 |
2.97 |
5.04 |
(1.52) |
JPMorgan
Diversified Return International Equity ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
44.44 |
1.84 |
5.02 |
6.86 |
(2.25) |
Year
Ended October 31, 2022 |
61.02 |
1.91 |
(15.62) |
(13.71) |
(2.87) |
Year
Ended October 31, 2021 |
49.84 |
1.91 |
11.03 |
12.94 |
(1.76) |
Year
Ended October 31, 2020 |
55.06 |
1.35 |
(5.01) |
(3.66) |
(1.56) |
Year
Ended October 31, 2019 |
53.10 |
1.77 |
1.90 |
3.67 |
(1.71) |
JPMorgan
Diversified Return U.S. Equity ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
93.94 |
2.24 |
(2.49) |
(0.25) |
(2.35) |
Year
Ended October 31, 2022 |
101.43 |
2.16 |
(7.56) |
(5.40) |
(2.09) |
Year
Ended October 31, 2021 |
73.52 |
1.71 |
27.76 |
29.47 |
(1.56) |
Year
Ended October 31, 2020 |
76.44 |
1.65 |
(2.82) |
(1.17) |
(1.75) |
Year
Ended October 31, 2019 |
69.92 |
1.66 |
6.34 |
8.00 |
(1.48) |
|
|
Ratios/Supplemental
data | |||||||
|
|
|
|
|
Ratios
to average net assets (a) |
| |||
Net asset
value,
end of
period |
Market
price,
end of
period |
Total
return
(c)(d) |
Market
price
total
return
(c)(e) |
Net assets,
end of
period |
Net
expenses |
Net
investment
income
(loss) |
Expenses
without
waivers
and
reimbursements |
Portfolio
turnover
rate
(c) | |
|
|
|
|
|
|
|
|
| |
$56.73 |
$56.74 |
9.85% |
9.85% |
$5,673,139 |
0.15% |
1.36% |
0.15% |
20% | |
52.37 |
52.38 |
(14.79) |
(14.79) |
20,947,681 |
0.15 |
1.35 |
0.15 |
16 | |
62.33 |
62.34 |
27.68 |
27.70(g) |
24,933,394 |
0.15 |
1.26 |
0.15 |
27 | |
|
|
|
|
|
|
|
|
| |
48.12 |
47.99 |
9.72 |
8.78 |
269,498,902 |
0.44 |
4.17 |
0.44 |
33 | |
45.54 |
45.81 |
(15.61) |
(15.20) |
163,926,226 |
0.44 |
4.19 |
0.44 |
33 | |
56.99 |
57.05 |
26.93 |
27.80 |
153,882,748 |
0.44 |
3.18 |
0.44 |
29 | |
46.47 |
46.21 |
(11.20) |
(11.80) |
213,760,142 |
0.44 |
2.97 |
0.44 |
26 | |
54.43 |
54.50 |
10.00 |
10.31 |
353,795,416 |
0.45 |
3.87 |
0.87(h) |
51 | |
|
|
|
|
|
|
|
|
| |
49.05 |
49.17 |
15.22 |
15.26 |
353,175,379 |
0.37 |
3.57 |
0.37 |
26 | |
44.44 |
44.54 |
(23.25) |
(23.15) |
671,062,140 |
0.37 |
3.59 |
0.37 |
28 | |
61.02 |
61.08 |
26.00 |
26.08 |
842,016,222 |
0.37 |
3.14 |
0.37 |
35 | |
49.84 |
49.86 |
(6.72) |
(6.62) |
867,200,124 |
0.37 |
2.61 |
0.37 |
23 | |
55.06 |
55.02 |
7.05 |
7.23 |
1,282,867,303 |
0.38 |
3.27 |
0.41(h) |
25 | |
|
|
|
|
|
|
|
|
| |
91.34 |
91.34 |
(0.34) |
(0.45) |
420,166,041 |
0.18 |
2.33 |
0.18 |
28 | |
93.94 |
94.05 |
(5.36) |
(5.28) |
507,282,453 |
0.18 |
2.18 |
0.18 |
22 | |
101.43 |
101.46 |
40.36 |
40.44 |
710,012,574 |
0.18 |
1.86 |
0.18 |
33 | |
73.52 |
73.50 |
(1.40) |
(1.44) |
536,709,641 |
0.18 |
2.26 |
0.18 |
21 | |
76.44 |
76.45 |
11.65 |
11.65 |
802,625,997 |
0.19 |
2.27 |
0.37(h) |
24 |
|
Per
share operating performance | ||||
|
|
Investment
operations |
Distributions | ||
|
Net asset
value,
beginning
of
period |
Net
investment
income
(loss)
(a) |
Net
realized
and
unrealized
gains
(losses)
on
investments |
Total from
investment
operations |
Net
investment
income |
JPMorgan
Diversified Return U.S. Mid Cap Equity ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
$83.60 |
$1.62 |
$(3.04) |
$(1.42) |
$(1.64) |
Year
Ended October 31, 2022 |
92.23 |
1.60 |
(8.73) |
(7.13) |
(1.50) |
Year
Ended October 31, 2021 |
64.77 |
1.30 |
27.36 |
28.66 |
(1.20) |
Year
Ended October 31, 2020 |
67.13 |
1.18 |
(2.38) |
(1.20) |
(1.16) |
Year
Ended October 31, 2019 |
62.24 |
1.18 |
4.78 |
5.96 |
(1.07) |
JPMorgan
Diversified Return U.S. Small Cap Equity ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
39.85 |
0.81 |
(2.59) |
(1.78) |
(0.76) |
Year
Ended October 31, 2022 |
45.20 |
0.64 |
(5.41) |
(4.77) |
(0.58) |
Year
Ended October 31, 2021 |
28.87 |
0.46 |
16.35 |
16.81 |
(0.48) |
Year
Ended October 31, 2020 |
30.84 |
0.44 |
(2.01) |
(1.57) |
(0.40) |
Year
Ended October 31, 2019 |
29.58 |
0.42 |
1.22 |
1.64 |
(0.38) |
|
|
Ratios/Supplemental
data | |||||||
|
|
|
|
|
Ratios
to average net assets |
| |||
Net asset
value,
end of
period |
Market
price,
end of
period |
Total
return
(b) |
Market
price
total
return
(c) |
Net assets,
end of
period |
Net
expenses |
Net
investment
income
(loss) |
Expenses
without
waivers
and
reimbursements |
Portfolio
turnover
rate | |
|
|
|
|
|
|
|
|
| |
$80.54 |
$80.44 |
(1.78)% |
(1.85)% |
$310,063,947 |
0.24% |
1.89% |
0.24% |
24% | |
83.60 |
83.55 |
(7.78) |
(7.90) |
267,520,530 |
0.24 |
1.82 |
0.24 |
24 | |
92.23 |
92.30 |
44.51 |
44.73 |
239,808,712 |
0.24 |
1.57 |
0.24 |
34 | |
64.77 |
64.72 |
(1.66) |
(1.79) |
220,207,846 |
0.24 |
1.86 |
0.24 |
28 | |
67.13 |
67.17 |
9.73 |
9.78 |
187,973,791 |
0.24 |
1.82 |
0.43(d) |
25 | |
|
|
|
|
|
|
|
|
| |
37.31 |
37.30 |
(4.55) |
(4.77) |
386,208,306 |
0.29 |
2.01 |
0.29 |
28 | |
39.85 |
39.93 |
(10.59) |
(10.49) |
286,932,997 |
0.29 |
1.55 |
0.29 |
26 | |
45.20 |
45.24 |
58.49 |
58.25 |
176,262,186 |
0.29 |
1.13 |
0.29 |
37 | |
28.87 |
28.94 |
(4.99) |
(4.85) |
148,672,825 |
0.29 |
1.54 |
0.29 |
30 | |
30.84 |
30.87 |
5.64 |
5.75 |
140,343,327 |
0.29 |
1.40 |
0.54(d) |
43 |
|
Per
share operating performance | ||||
|
|
Investment
operations |
Distributions | ||
|
Net asset
value,
beginning
of
period |
Net
investment
income
(loss)
(a) |
Net
realized
and
unrealized
gains
(losses)
on
investments |
Total from
investment
operations |
Net
investment
income |
JPMorgan
U.S. Momentum Factor ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
$38.22 |
$0.55 |
$1.77 |
$2.32 |
$(0.55) |
Year
Ended October 31, 2022 |
47.71 |
0.50 |
(9.53) |
(9.03) |
(0.46) |
Year
Ended October 31, 2021 |
33.68 |
0.34 |
14.00 |
14.34 |
(0.31) |
Year
Ended October 31, 2020 |
29.04 |
0.35 |
4.63 |
4.98 |
(0.34) |
Year
Ended October 31, 2019 |
25.98 |
0.37 |
2.99 |
3.36 |
(0.30) |
JPMorgan
U.S. Quality Factor ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
38.14 |
0.65 |
3.97 |
4.62 |
(0.58) |
Year
Ended October 31, 2022 |
43.45 |
0.66 |
(5.34) |
(4.68) |
(0.63) |
Year
Ended October 31, 2021 |
31.53 |
0.60 |
11.91 |
12.51 |
(0.59) |
Year
Ended October 31, 2020 |
29.74 |
0.56 |
1.70 |
2.26 |
(0.47) |
Year
Ended October 31, 2019 |
26.56 |
0.58 |
3.11 |
3.69 |
(0.51) |
JPMorgan
U.S. Value Factor ETF |
|
|
|
|
|
Year
Ended October 31, 2023 |
32.90 |
0.87 |
0.49 |
1.36 |
(0.91) |
Year
Ended October 31, 2022 |
37.09 |
0.80 |
(4.19) |
(3.39) |
(0.80) |
Year
Ended October 31, 2021 |
24.99 |
0.72 |
12.03 |
12.75 |
(0.65) |
Year
Ended October 31, 2020 |
27.29 |
0.77 |
(2.29) |
(1.52) |
(0.78) |
Year
Ended October 31, 2019 |
25.21 |
0.75 |
1.97 |
2.72 |
(0.64) |
|
|
Ratios/Supplemental
data | |||||||
|
|
|
|
|
Ratios
to average net assets |
| |||
Net asset
value,
end of
period |
Market
price,
end of
period |
Total
return
(b) |
Market
price
total
return
(c) |
Net assets,
end of
period |
Net
expenses |
Net
investment
income
(loss) |
Expenses
without
waivers
and
reimbursements |
Portfolio
turnover
rate | |
|
|
|
|
|
|
|
|
| |
$39.99 |
$39.99 |
6.10% |
6.02% |
$301,926,586 |
0.12% |
1.36% |
0.12% |
43% | |
38.22 |
38.25 |
(18.97) |
(18.86) |
229,323,118 |
0.12 |
1.20 |
0.12 |
43 | |
47.71 |
47.68 |
42.72 |
42.38 |
221,858,171 |
0.12 |
0.80 |
0.12 |
44 | |
33.68 |
33.74 |
17.33 |
17.50 |
134,743,086 |
0.12 |
1.11 |
0.12 |
39 | |
29.04 |
29.05 |
13.06 |
13.06 |
56,620,589 |
0.12 |
1.35 |
0.55(d) |
52 | |
|
|
|
|
|
|
|
|
| |
42.18 |
42.20 |
12.15 |
12.14 |
2,402,223,606 |
0.12 |
1.54 |
0.12 |
21 | |
38.14 |
38.16 |
(10.84) |
(10.85) |
579,728,107 |
0.12 |
1.64 |
0.12 |
18 | |
43.45 |
43.48 |
39.97 |
40.02 |
393,204,091 |
0.12 |
1.56 |
0.12 |
21 | |
31.53 |
31.54 |
7.72 |
7.68 |
384,671,209 |
0.12 |
1.81 |
0.12 |
20 | |
29.74 |
29.76 |
14.10 |
14.18 |
107,067,872 |
0.12 |
2.05 |
0.50(d) |
21 | |
|
|
|
|
|
|
|
|
| |
33.35 |
33.33 |
4.11 |
4.11 |
683,645,621 |
0.12 |
2.53 |
0.12 |
26 | |
32.90 |
32.88 |
(9.21) |
(9.24) |
444,083,720 |
0.12 |
2.28 |
0.12 |
21 | |
37.09 |
37.08 |
51.38 |
51.88 |
400,579,487 |
0.12 |
2.01 |
0.12 |
34 | |
24.99 |
24.90 |
(5.39) |
(5.76) |
62,468,155 |
0.12 |
2.99 |
0.12 |
25 | |
27.29 |
27.30 |
11.01 |
11.05 |
66,849,642 |
0.12 |
2.90 |
0.52(d) |
22 |