JMOM
JPMorgan U.S. Momentum Factor ETF
UMD
Adj. R2
0.965
Rel. Sharpe
1.102
Mkt beta
1.03
AUM
US$2.1B
MER
0.12%
Valuation
119
ETF comparison
Verified factor-similar pair
JMOM vs PWB
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
UMD
Similarity score
85
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
PWB
Invesco Large Cap Growth ETF
UMD
Adj. R2
0.938
Rel. Sharpe
0.991
Mkt beta
1.08
AUM
US$1.7B
MER
0.55%
Valuation
646
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff +0.13
HML
diff +0.14
RMW
diff +0.07
CMA
diff -0.02
UMD
diff +0.04
Why This Pair Matches
Exposure level
87
Exposure shape
84
Mkt beta diff
0.06
Rel. Sharpe diff
0.110
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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