JPEM vs NAN

Comparison between JPMORGAN DIVERSIFIED RETURN EMERGING MARKETS EQUITY ETF (JPEM, ETF) and Nuveen New York Quality Municipal Income Fund (NAN, ETF).

5-Year PerformanceJPEM has outperformed NAN, delivering a return of +6.7% compared to +0.6%

JPEM vs NAN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JPEM(ETF)	NAN(ETF)
Net Assets	$378M	$375M
Expense Ratio	0.44%	N/A
Max Drawdown	43.82%	52.20%
Sharpe Ratio	1.01	0.96
5Y Beta	0.54	0.15
5Y Dividends CAGR	9.36%	8.26%

Net Assets

Winner

JPEM

$378M

NAN

$375M

Expense Ratio

JPEM

0.44%

NAN

N/A

Max Drawdown

Winner

JPEM

43.82%

NAN

52.20%

Sharpe Ratio

Winner

JPEM

1.01

NAN

0.96

5Y Beta

JPEM

0.54

Winner

NAN

0.15

5Y Dividends CAGR

Winner

JPEM

9.36%

NAN

8.26%

JPEM vs NAN - Historical Returns

Returns include dividend reinvestment.

Period	JPEM	NAN
1 month	-0.50%	-0.37%
3 months	-0.91%	+3.16%
6 months	+2.18%	+5.40%
1 year	+17.25%	+10.94%
5 years(CAGR)	+6.75%	+0.61%
10 years(CAGR)	+7.07%	+2.11%
Max(CAGR)	+5.65%	+5.02%

JPEM

-0.50%

Winner

NAN

-0.37%

JPEM

-0.91%

Winner

NAN

+3.16%

JPEM

+2.18%

Winner

NAN

+5.40%

Winner

JPEM

+17.25%

NAN

+10.94%

5Y(CAGR)

Winner

JPEM

+6.75%

NAN

+0.61%

10Y(CAGR)

Winner

JPEM

+7.07%

NAN

+2.11%

Max(CAGR)

Winner

JPEM

+5.65%

NAN

+5.02%

JPEM vs NAN - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	JPEM	NAN
2026	+6.25%	+6.25%
2025	+23.12%	+5.91%
2024	+4.67%	+10.20%
2023	+10.68%	+7.05%
2022	-9.65%	-23.18%
2021	+7.76%	+8.93%
2020	-1.85%	+3.55%
2019	+15.56%	+19.54%
2018	-11.95%	-7.08%
2017	+27.87%	+8.29%
2016	+18.19%	+0.31%
2015	-17.70%	+11.41%
2014	N/A	+12.81%
2013	N/A	-13.50%
2012	N/A	+12.99%
2011	N/A	+16.03%
2010	N/A	+5.40%
2009	N/A	+36.13%
2008	N/A	-25.46%
2007	N/A	-9.86%
2006	N/A	+0.39%
2005	N/A	+14.67%
2004	N/A	+3.72%
2003	N/A	+15.05%
2002	N/A	+10.82%
2001	N/A	+6.42%
2000	N/A	+8.59%
1999	N/A	-9.22%

JPEM vs NAN Drawdown Comparison

The maximum drawdown for JPEM was -40.21%, occurring on Mar 23, 2020. Recovery took 818 trading sessions.

The maximum drawdown for NAN was -44.95%, occurring on Oct 10, 2008. Recovery took 767 trading sessions.

The current JPEM drawdown is -3.28%. The current NAN drawdown is -1.73%.

Rank	JPEM	NAN
#1	-40.21% Jan 26, 2018 - Apr 28, 2021	-44.95% Feb 7, 2007 - Feb 24, 2010
#2	-34.10% Apr 28, 2015 - Jul 14, 2017	-34.64% Aug 18, 2021 - Jun 22, 2026
#3	-21.58% Feb 16, 2022 - Mar 7, 2024	-24.81% Mar 5, 2020 - Dec 8, 2020
#4	-14.31% Oct 7, 2024 - Jun 10, 2025	-21.32% Dec 5, 2012 - Nov 20, 2015
#5	-10.32% Feb 25, 2026 - Mar 20, 2026	-17.70% Mar 1, 2004 - Jan 14, 2005
#6	-8.08% Sep 13, 2021 - Feb 16, 2022	-15.65% Jul 27, 2016 - Jun 14, 2019
#7	-6.92% May 17, 2024 - Sep 24, 2024	-14.48% Nov 2, 1999 - Dec 29, 2000
#8	-6.45% Feb 13, 2015 - Apr 2, 2015	-13.00% Nov 9, 2010 - Nov 7, 2011
#9	-5.67% Jun 10, 2021 - Sep 7, 2021	-9.86% Jun 30, 2003 - Dec 29, 2003
#10	-4.06% Nov 22, 2017 - Dec 28, 2017	-8.45% Oct 1, 2002 - Apr 28, 2003
#11	-3.98% Jan 23, 2015 - Feb 13, 2015	-8.11% Mar 1, 2006 - Jan 19, 2007
#12	-3.40% Jan 28, 2026 - Feb 11, 2026	-7.75% Sep 20, 2005 - Dec 23, 2005
#13	-3.40% Apr 9, 2024 - May 2, 2024	-7.00% Feb 27, 2002 - Jun 5, 2002
#14	-3.19% May 7, 2021 - May 26, 2021	-6.48% Nov 16, 2001 - Feb 22, 2002
#15	-3.08% Sep 11, 2017 - Oct 11, 2017	-6.03% Jan 25, 2005 - Apr 27, 2005

Correlation

Correlation between JPEM and NAN is 0.72 which considered as a strong positive correlation - the stocks tend to move together.

0.72

-101

Dividend Comparison (2000 - 2026)

JPEM vs NAN dividend yield comparison.

Year	JPEM	NAN
2026	1.64%	4.31%
2025	4.65%	7.67%
2024	5.12%	6.45%
2023	4.46%	4.12%
2022	4.71%	5.27%
2021	4.40%	4.15%
2020	2.85%	4.30%
2019	3.47%	4.06%
2018	2.79%	4.79%
2017	2.14%	5.13%
2016	1.28%	5.74%
2015	3.22%	5.54%
2014	0.00%	5.59%
2013	0.00%	5.96%
2012	0.00%	4.92%
2011	0.00%	5.10%
2010	0.00%	6.36%
2009	0.00%	5.62%
2008	0.00%	8.34%
2007	0.00%	6.03%
2006	0.00%	6.00%
2005	0.00%	6.99%
2004	0.00%	6.37%
2003	0.00%	6.05%
2002	0.00%	5.86%
2001	0.00%	5.69%
2000	0.00%	2.41%