JPME vs DCRE

Comparison between JPMORGAN DIVERSIFIED RETURN U.S. MID CAP EQUITY ETF (JPME, ETF) and DOUBLELINE COMMERCIAL REAL ESTATE DEBT ETF (DCRE, ETF).

JPME vs DCRE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JPME(ETF)	DCRE(ETF)
Net Assets	$453M	$453M
Expense Ratio	0.24%	0.39%
Max Drawdown	41.01%	1.58%
Sharpe Ratio	1.36	0.33
5Y Beta	0.73	-0.00
P/E Ratio	20.72	N/A
Forward P/E	14.56	N/A
5Y Dividends CAGR	14.20%	N/A
5Y EPS CAGR	11.90%	N/A
Debt to Equity	51.96%	N/A
P/S Ratio	1.32	N/A
P/B Ratio	2.37	N/A

Net Assets

Winner

JPME

$453M

DCRE

$453M

Expense Ratio

Winner

JPME

0.24%

DCRE

0.39%

Max Drawdown

JPME

41.01%

Winner

DCRE

1.58%

Sharpe Ratio

Winner

JPME

1.36

DCRE

0.33

5Y Beta

JPME

0.73

Winner

DCRE

-0.00

P/E Ratio

JPME

20.72

DCRE

N/A

Forward P/E

JPME

14.56

DCRE

N/A

5Y Dividends CAGR

JPME

14.20%

DCRE

N/A

5Y EPS CAGR

JPME

11.90%

DCRE

N/A

Debt to Equity

JPME

51.96%

DCRE

N/A

P/S Ratio

JPME

1.32

DCRE

N/A

P/B Ratio

JPME

2.37

DCRE

N/A

JPME vs DCRE - Historical Returns

Returns include dividend reinvestment.

Period	JPME	DCRE
1 month	+1.72%	+0.29%
3 months	+4.04%	+0.53%
6 months	+10.48%	+1.47%
1 year	+22.03%	+4.18%
5 years(CAGR)	+9.35%	N/A
10 years(CAGR)	+10.86%	N/A
Max(CAGR)	+11.39%	+6.00%

Winner

JPME

+1.72%

DCRE

+0.29%

Winner

JPME

+4.04%

DCRE

+0.53%

Winner

JPME

+10.48%

DCRE

+1.47%

Winner

JPME

+22.03%

DCRE

+4.18%

5Y(CAGR)

JPME

+9.35%

DCRE

N/A

10Y(CAGR)

JPME

+10.86%

DCRE

N/A

Max(CAGR)

Winner

JPME

+11.39%

DCRE

+6.00%

JPME vs DCRE - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	JPME	DCRE
2026	+14.75%	+1.71%
2025	+8.39%	+5.86%
2024	+13.32%	+6.84%
2023	+11.82%	+5.27%
2022	-9.80%	N/A
2021	+30.73%	N/A
2020	+8.62%	N/A
2019	+25.84%	N/A
2018	-9.19%	N/A
2017	+18.60%	N/A
2016	+10.30%	N/A

JPME vs DCRE Drawdown Comparison

The maximum drawdown for JPME was -41.01%, occurring on Mar 23, 2020. Recovery took 210 trading sessions.

The maximum drawdown for DCRE was -0.84%, occurring on Oct 30, 2024. Recovery took 38 trading sessions.

The current JPME drawdown is -0.59%. The current DCRE drawdown is -0.18%.

Rank	JPME	DCRE
#1	-41.01% Jan 17, 2020 - Nov 16, 2020	-0.84% Oct 3, 2024 - Nov 26, 2024
#2	-19.91% Aug 29, 2018 - Jul 3, 2019	-0.68% Feb 27, 2026 - Apr 20, 2026
#3	-19.30% Jan 4, 2022 - Dec 26, 2023	-0.48% May 5, 2026 - Jun 11, 2026
#4	-18.70% Nov 29, 2024 - Sep 11, 2025	-0.46% Apr 3, 2025 - Apr 24, 2025
#5	-7.57% Jan 26, 2018 - Jul 19, 2018	-0.44% May 11, 2023 - Jun 20, 2023
#6	-6.84% Mar 2, 2026 - Apr 17, 2026	-0.42% Apr 4, 2024 - May 2, 2024
#7	-6.58% Nov 16, 2021 - Dec 27, 2021	-0.39% May 13, 2024 - May 15, 2024
#8	-6.56% Jul 26, 2019 - Nov 1, 2019	-0.37% Apr 18, 2023 - Apr 25, 2023
#9	-6.51% Mar 28, 2024 - Jul 16, 2024	-0.37% Apr 30, 2025 - May 30, 2025
#10	-5.27% Jun 8, 2016 - Jul 12, 2016	-0.33% Apr 25, 2023 - May 3, 2023
#11	-5.26% Aug 23, 2016 - Nov 21, 2016	-0.32% Sep 16, 2025 - Oct 13, 2025
#12	-5.09% Jul 31, 2024 - Aug 19, 2024	-0.31% Dec 31, 2024 - Jan 21, 2025
#13	-4.85% Sep 2, 2021 - Oct 20, 2021	-0.31% Apr 5, 2023 - Apr 11, 2023
#14	-4.58% Jan 20, 2021 - Feb 8, 2021	-0.26% Mar 21, 2025 - Mar 31, 2025
#15	-4.42% Sep 11, 2025 - Nov 26, 2025	-0.24% Oct 27, 2025 - Nov 10, 2025

Correlation

Correlation between JPME and DCRE is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2016 - 2026)

JPME vs DCRE dividend yield comparison.

Year	JPME	DCRE
2026	0.73%	2.34%
2025	2.03%	4.84%
2024	1.77%	5.52%
2023	1.84%	3.47%
2022	1.84%	0.00%
2021	1.44%	0.00%
2020	1.51%	0.00%
2019	1.68%	0.00%
2018	1.80%	0.00%
2017	1.17%	0.00%
2016	0.91%	0.00%