JPSE
JPMorgan Diversified Return U.S. Small Cap Equity ETF
SMB
Adj. R2
0.974
Rel. Sharpe
1.020
Mkt beta
0.95
AUM
US$557M
MER
0.29%
Valuation
109
ETF comparison
Verified factor-similar pair
JPSE vs NUSC
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.
SMB
Similarity score
86
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
NUSC
Nuveen ESG Small-Cap ETF
SMB
Adj. R2
0.971
Rel. Sharpe
0.767
Mkt beta
1.00
AUM
US$1.3B
MER
0.31%
Valuation
283
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 +0.10
HML
diff +0.05
RMW
diff +0.20
CMA
diff +0.03
UMD
diff -0.00
Why This Pair Matches
Exposure level
84
Exposure shape
99
Mkt beta diff
0.05
Rel. Sharpe diff
0.253
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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