JPMorgan U.S. Quality Factor ETF (JQUA) Performance
JQUA total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +21.1% since Dec 31, 2025
- 1 year
- +21.8% total return
- 5 years
- +13.5% a year
- Since first price
- +15.0% a year since 2017
JQUA trailing returns vs SPY, QQQ, AGG
| Period | JQUA total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +2.0% | +2.0% | −1.0% | −5.0% | +0.9% |
| 3 months | +6.9% | +6.6% | +3.2% | +1.9% | −0.4% |
| 6 months | +16.0% | +15.4% | +7.8% | +8.4% | −1.5% |
| YTD | +21.1% | +20.2% | +12.3% | +15.1% | −1.0% |
| 1 year | +21.8% | +20.4% | +14.4% | +15.9% | −1.1% |
| 3 years | +85.0%+22.8%/yr | +78.3% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +88.0%+13.5%/yr | +75.8% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionNov 9, 2017 | +248.8%+15.0%/yr | +204.7% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: JQUA vs SPY
From Nov 9, 2017: JQUA grew to $34,884, SPY to $33,786.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
JQUA returns by calendar year
6 of 8 full years positive. Best 2021 (+28.7%), worst 2022 (−13.5%). 2026 is year to date.
JQUA annual returns table
| Year | JQUA | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +21.1% | −7.1% | +12.3% | +15.1% | −1.0% |
| 2025 | +11.7% | −16.8% | +17.7% | +20.8% | +7.2% |
| 2024 | +21.2% | −6.3% | +24.9% | +25.6% | +1.3% |
| 2023 | +25.1% | −8.8% | +26.2% | +54.9% | +5.7% |
| 2022 | −13.5% | −21.8% | −18.2% | −32.6% | −13.0% |
| 2021 | +28.7% | −5.8% | +28.7% | +27.4% | −1.8% |
| 2020 | +16.6% | −32.9% | +18.3% | +48.6% | +7.5% |
| 2019 | +28.5% | −5.9% | +31.2% | +39.0% | +8.5% |
| 2018 | −3.0% | −17.1% | −4.6% | −0.1% | +0.1% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
JQUA largest drawdowns
Now 0.5% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 19, 2020 | −32.9% | Mar 23, 2020 | Aug 12, 2020 | 33 days | 6 months |
| Dec 29, 2021 | −22.5% | Sep 30, 2022 | Jul 13, 2023 | 9 months | 1.5 years |
| Sep 24, 2018 | −17.1% | Dec 24, 2018 | Mar 21, 2019 | 3 months | 6 months |
| Feb 18, 2025 | −16.8% | Apr 8, 2025 | Jul 3, 2025 | 49 days | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
JQUA risk statistics
| Statistic | 3 years | 5 years | Since 2017 |
|---|---|---|---|
| Annualized return | +21.0% | +14.0% | +14.8% |
| Volatility (annualized) | 11.8% | 14.6% | 15.3% |
| Sharpe ratio | 1.31 | 0.73 | 0.82 |
| Sortino ratio | 2.52 | 1.19 | 1.32 |
| Best month | +8.4% | +8.9% | +12.3% |
| Worst month | −5.3% | −8.2% | −11.7% |
| Best 12 months | +34.1% | +34.1% | +50.4% |
| Worst 12 months | +7.0% | −13.5% | −13.5% |
| Positive months | 69% | 62% | 66% |
| Beta vs S&P 500 | 0.89 | 0.90 | — |
| Correlation with S&P 500 | 0.93 | 0.97 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
JQUA rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 96 | −13.5% | +14.6% | +50.4% | 86% |
| 3-year (a year) | 72 | +7.7% | +14.5% | +24.4% | 100% |
| 5-year (a year) | 48 | +10.1% | +14.1% | +18.9% | 100% |
Every holding period starting at a month-end since 2017. Returns for 3 years and longer are annualized.
JQUA performance overview
JPMorgan U.S. Quality Factor ETF (JQUA) returned +21.8% over the past year and +13.5% a year over five years, with distributions reinvested. Since its first recorded price in 2017 it has returned +15.0% a year, turning $10,000 into about $34,884. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −32.9%, from Feb 19, 2020 to Mar 23, 2020, and it took 5 months to get back to the old high. JQUA finished 6 of its 8 full calendar years with a gain; the best year was 2021 (+28.7%) and the worst 2022 (−13.5%). Volatility has been 15.3% a year.
Related: JQUA chart, JQUA holdings, JQUA dividends, JQUA valuation. See the JQUA overview for the latest quote and fund facts.
JQUA performance FAQ
What is the JQUA return over the past year?
JQUA returned +21.8% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 20.4%.
What is the average annual return of JQUA?
JQUA has returned +13.5% a year over 5 years, +15.0% a year since November 9, 2017 (total return, distributions reinvested).
How much would $10,000 invested in JQUA be worth?
$10,000 invested in JQUA at its first recorded close on November 9, 2017 would be worth about $34,884 on October 23, 2026 with distributions reinvested.
What was the worst year for JQUA?
The worst calendar year was 2022, with a total return of −13.5%. The best was 2021 at +28.7%.
What is the biggest drawdown of JQUA?
The largest peak-to-trough decline was −32.9% between February 19, 2020 and March 23, 2020. It recovered to the old high on August 12, 2020, 5 months after the bottom.
How volatile is JQUA?
Over the past 3 years JQUA had an annualized volatility of 11.8% and a Sharpe ratio of 1.31 (excess return over 1–3 month T-bills per unit of risk).