JQUA vs SPMB

Comparison between JPMORGAN U.S. QUALITY FACTOR ETF (JQUA, ETF) and SPDR(R) PORTFOLIO MORTGAGE BACKED BOND ETF (SPMB, ETF).

5-Year PerformanceJQUA has outperformed SPMB, delivering a return of +12.8% compared to +0.4%

JQUA vs SPMB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JQUA(ETF)	SPMB(ETF)
Net Assets	$6.80B	$6.90B
Expense Ratio	0.12%	0.04%
Max Drawdown	32.92%	28.46%
Sharpe Ratio	1.43	0.64
5Y Beta	0.84	0.03
P/E Ratio	25.01	N/A
Forward P/E	19.00	N/A
PEG Ratio	0.31	N/A
5Y Dividends CAGR	7.25%	5.28%
5Y EPS CAGR	19.72%	N/A
Debt to Equity	4.53%	N/A
P/S Ratio	3.51	N/A
P/B Ratio	5.52	N/A

Net Assets

JQUA

$6.80B

Winner

SPMB

$6.90B

Expense Ratio

JQUA

0.12%

Winner

SPMB

0.04%

Max Drawdown

JQUA

32.92%

Winner

SPMB

28.46%

Sharpe Ratio

Winner

JQUA

1.43

SPMB

0.64

5Y Beta

JQUA

0.84

Winner

SPMB

0.03

P/E Ratio

JQUA

25.01

SPMB

N/A

Forward P/E

JQUA

19.00

SPMB

N/A

PEG Ratio

JQUA

0.31

SPMB

N/A

5Y Dividends CAGR

Winner

JQUA

7.25%

SPMB

5.28%

5Y EPS CAGR

JQUA

19.72%

SPMB

N/A

Debt to Equity

JQUA

4.53%

SPMB

N/A

P/S Ratio

JQUA

3.51

SPMB

N/A

P/B Ratio

JQUA

5.52

SPMB

N/A

JQUA vs SPMB - Historical Returns

Returns include dividend reinvestment.

Period	JQUA	SPMB
1 month	+7.50%	+0.09%
3 months	+6.57%	+0.27%
6 months	+10.87%	+1.63%
1 year	+20.89%	+7.05%
5 years(CAGR)	+12.81%	+0.36%
10 years(CAGR)	+14.32%	+1.28%
Max(CAGR)	+14.32%	+2.35%

Winner

JQUA

+7.50%

SPMB

+0.09%

Winner

JQUA

+6.57%

SPMB

+0.27%

Winner

JQUA

+10.87%

SPMB

+1.63%

Winner

JQUA

+20.89%

SPMB

+7.05%

5Y(CAGR)

Winner

JQUA

+12.81%

SPMB

+0.36%

10Y(CAGR)

Winner

JQUA

+14.32%

SPMB

+1.28%

Max(CAGR)

Winner

JQUA

+14.32%

SPMB

+2.35%

JQUA vs SPMB - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	JQUA	SPMB
2026	+8.39%	+1.21%
2025	+12.00%	+8.33%
2024	+21.92%	+1.95%
2023	+25.36%	+4.47%
2022	-13.11%	-11.74%
2021	+30.71%	-1.46%
2020	+15.70%	+3.99%
2019	+28.30%	+5.91%
2018	-2.96%	+1.08%
2017	+5.07%	+2.02%
2016	N/A	+1.15%
2015	N/A	+2.04%
2014	N/A	+5.77%
2013	N/A	-2.04%
2012	N/A	+2.08%
2011	N/A	+6.23%
2010	N/A	+5.17%
2009	N/A	+5.27%

JQUA vs SPMB Drawdown Comparison

The maximum drawdown for JQUA was -32.92%, occurring on Mar 23, 2020. Recovery took 122 trading sessions.

The maximum drawdown for SPMB was -18.03%, occurring on Oct 19, 2023. Recovery took 1240 trading sessions.

The current SPMB drawdown is -1.01%.

Rank	JQUA	SPMB
#1	-32.92% Feb 19, 2020 - Aug 12, 2020	-18.03% Feb 2, 2021 - Jan 9, 2026
#2	-22.47% Dec 29, 2021 - Jul 13, 2023	-12.60% Mar 6, 2020 - Mar 30, 2020
#3	-17.07% Sep 21, 2018 - Mar 21, 2019	-5.04% Nov 5, 2009 - Jun 14, 2010
#4	-16.81% Feb 18, 2025 - Jul 3, 2025	-4.95% Sep 11, 2009 - Nov 5, 2009
#5	-9.67% Jan 26, 2018 - Aug 9, 2018	-4.53% Sep 26, 2012 - May 1, 2014
#6	-8.78% Jul 31, 2023 - Nov 20, 2023	-4.43% May 18, 2009 - Sep 11, 2009
#7	-8.22% Sep 2, 2020 - Nov 11, 2020	-3.93% Sep 29, 2016 - Dec 19, 2018
#8	-7.13% Jan 27, 2026 - Apr 15, 2026	-2.99% Nov 3, 2010 - Mar 16, 2011
#9	-6.32% Jul 16, 2024 - Aug 19, 2024	-2.59% Feb 27, 2026 - Mar 26, 2026
#10	-5.88% Apr 30, 2019 - Jun 19, 2019	-2.23% Apr 9, 2009 - May 18, 2009
#11	-5.84% Mar 21, 2024 - Jun 17, 2024	-2.00% Apr 14, 2015 - Sep 18, 2015
#12	-5.82% Sep 3, 2021 - Oct 25, 2021	-1.64% Sep 14, 2011 - Jan 13, 2012
#13	-5.52% Jul 26, 2019 - Oct 28, 2019	-1.64% Feb 13, 2009 - Mar 13, 2009
#14	-5.48% Dec 6, 2024 - Feb 5, 2025	-1.27% Oct 2, 2015 - Jan 13, 2016
#15	-5.36% Oct 27, 2025 - Dec 10, 2025	-1.22% Jun 8, 2011 - Aug 2, 2011

Correlation

Correlation between JQUA and SPMB is 0.25 which considered as a very weak or no correlation - the stocks move independently of each other.

0.25

-101

Dividend Comparison (2009 - 2026)

JQUA vs SPMB dividend yield comparison.

Year	JQUA	SPMB
2026	0.26%	1.26%
2025	1.19%	3.98%
2024	1.24%	3.76%
2023	1.22%	3.21%
2022	1.60%	2.98%
2021	1.32%	2.59%
2020	1.44%	2.95%
2019	1.67%	3.24%
2018	2.10%	3.36%
2017	0.40%	3.13%
2016	0.00%	2.99%
2015	0.00%	3.05%
2014	0.00%	3.54%
2013	0.00%	0.97%
2012	0.00%	2.42%
2011	0.00%	3.88%
2010	0.00%	4.17%
2009	0.00%	3.53%