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JP Morgan Asset Management adds US equity ETF to strategic beta suite

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The JPMorgan Diversified Return US Equity ETF (JPUS), the fourth strategic beta exchange traded fund from JP Morgan Asset Management, has begun trading providing investors with US exposure coupled with the potential for better risk-adjusted returns.   

JP Morgan's ETF suite employs a unique two step process that strives to produce market returns with lower volatility than market cap-weighted indices. The first step is portfolio construction, where risk is diversified across sectors and securities and the second step is screening securities through a multi-factor process.  This helps eliminate expensive, low quality companies with poor momentum that investors can be exposed to in traditional indexes.   
 
The ETF tracks the Russell 1000 Diversified Factor Index, which is rebalanced on a quarterly basis and was thoughtfully constructed based on JP Morgan's active insights and risk management expertise. The fund is managed by an experienced JP Morgan team, with 16-year veteran Dennis Ruhl as the lead portfolio manager. Ruhl's team currently manages USD21 billion in AUM.
 
"Investors have been able to participate in the upside of a market recovery over the past several years, but they are still concerned about continued market volatility," says Robert Deutsch (pictured), Global Head of ETFs for JP Morgan Asset Management. "JPUS provides a solution for US equities that helps keep clients invested across market cycles by attempting to capture most of the upside with a goal of providing less volatility in down markets. We are pleased to once again combine the investment expertise of JP Morgan with the index design capabilities of FTSE Russell, to create a product that will be attractive to US investors."
 
 "We are delighted that JPMorgan is expanding their multi-factor ETF line up with FTSE Russell," says Ron Bundy, CEO North American Benchmarks, FTSE Russell. "In particular, the Russell 1000 Diversified Factor Index continues our co-development process of creating rules-based methodologies within well established index universes. This is the first index that truly integrates the work of FTSE's quantitative research teams with a Russell index starting universe."

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