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Actively managed: it does not track an index — the declared benchmark is a yardstick for comparison
🇮🇹 Effective capital-gains rate: 26.00%details →

Japan Research Enhanced Index Equity Active UCITS ETF EUR HedgedIndex, costs, backtest, listings and taxation

ISIN: IE000QGWZZO0Ticker: JJEH (Borsa Italiana) · JJEH (Xetra)Issuer: JPMorgan
Issuer-declared data
Declared index
NDDUJN
TER
0.25%
Transaction costs
0.12% (issuer estimate, from the KID)
Management
Active management (from the KID)
Replication
Gestione attiva (dal KID)
Income policy
SFDR
Article 8 — promotes environmental or social characteristics what does it mean?
Fund assets
789.9 mln EUR
Domicile
Ireland
Inception date
17 May 2022
Data as declared by JPMorgan in the issuer’s official files and endpoints · collected on 2 September 2026 (monthly refresh). Facts only, no recommendation.
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Description

Japan Research Enhanced Index Equity Active UCITS ETF is an actively managed ETF: it does not track an index — the declared index (NDDUJN) is a comparison yardstick only. Mind the share class: this is the version hedged to EUR — returns reflect the index plus the effect (and cost) of hedging into that currency. The declared annual cost (TER) is 0.25%, plus 0.12% in transaction costs estimated by the issuer in the KID. Income is accumulated and reinvested in the fund. The fund has assets of about 790 million euro, was launched on 17 May 2022 and is domiciled in Ireland.

The fund’s objective — in the issuer’s words

Investment Objective: The Sub-Fund aims to achieve a long-term return in excess of MSCI Japan Index (Total Return Net) (the "Benchmark") by actively investing primarily in a portfolio of Japanese companies.

Keep reading the KID section ▾

Investment Policy:The Sub-Fund pursues an actively-managed investment strategy. The Sub-Fund aims to invest at least 67% of its assets (excluding assets held for ancillary liquidity purposes) in equity securities of companies (including smaller capitalisation companies) that are domiciled in, or carrying out the main part of their economic activity in, Japan. The Sub-Fund systematically includes ESG analysis in its investment decisions on at least 90% of securities purchased. Pursuant to the SubFund's ESG analysis, at least 51% of the Sub-Fund's Net Asset Value is invested in companies with positive environmental and/or social characteristics that follow good governance practices as measured through the Investment Manager's proprietary ESG scoring methodology and/ or third party data. The Sub-Fund promotes environmental and/or social characteristics. The Sub-Fund invests at least 20% of its Net Asset Value in Sustainable Investments, as defined under SFDR, contributing to environmental or social objectives. The Investment Manager evaluates and applies values and norms based screening to implement exclusions on certain industries and issuers based on specific ESG criteria and/or minimum standards of business practice based on international norms. To support this screening, the Investment Manager relies on third party provider(s) who identify an issuer's participation in or the revenue which they derive from activities that are inconsistent with the values and norms based screens. The list of screens applied that may result in exclusions can be found on the Website (www.jpmorganassetmanagement.ie). The Sub-Fund will seek to outperform the Benchmark over the long-term. The Benchmark consists of large and mid-cap stocks issued by issuers in Japan ("Benchmark Securities"). The Benchmark is a point of reference against which the performance of the Sub-Fund may be measured. The Sub-Fund will bear a close resemblance to its Benchmark. The Sub-Fund will not seek to track the performance of or replicate the Benchmark, rather the Sub-Fund will hold a portfolio of equity securities (which may include but will not be limited to Benchmark Securities) which

From the KID’s “Objectives” section · 4 August 2026 · original document ↓
Text generated from the data the issuer declares in official product lists. No recommendation.

Official documents

Key Information Document (KID)PDF in English, from the issuer’s site — always the latest filed versionProspectusPDF in English, from the issuer’s site — the fund’s full legal documentFactsheetPDF in Italian, from the issuer’s site — the fund’s monthly snapshot
The KID is the document the law requires you to read before investing: 3 pages covering risks, costs and scenarios. The link opens the issuer’s published PDF.

Fund performance

issuer-declared net asset value (NAV) · EUR · from May 2022 to Sept 2026
Compare with another ETF
Only funds we hold a history for. Three at a time, at most.
Return
+152.9%
Annualised
+24.1%
Volatility (ann.)
20.8%
Max drawdown
-26.04%
-6%+38%+81%+125%+168%May 2022Jun 2023Jul 2024Aug 2025Sept 2026The break-even line: the value at the start of the period. Above it you are in gain, below in loss.break-even (0%)+153%May 2022Sept 2026
Currency-hedged share class: our figures are computed on the issuer’s NAV, where the hedge is applied at the daily fixing. Comparison sites using the exchange price may show returns and volatility that differ by 1–2 points: on hedged classes the price-vs-NAV gap is structurally wider and grows with the length of the window. Not a data error — a measurement convention. Details in the methodology.
Tip: drag across the chart to zoom into a period.

Drawdown — distance from previous peak

This isn’t the return: it shows how far the fund is below its previous peak. 0% = you’re at the peak; below zero = how much you’re down and haven’t recovered yet.
0%-5%-10%-15%-20%-25%-30%20222023202420252026−26.04% · 05 Aug 2024
Max drawdown
-26.04%
peak → trough
Trough
05 Aug 2024
from the 11 Jul 2024 peak
Recovery time
352 days
recovery only: trough to break-even · ≈ 12 months
Underwater
377 days
decline + recovery: peak to break-even · ≈ 1 year · → recovered on 23 Jul 2025

The five worst falls in the period

From the peak ofTroughDepthBack to break-evenDays underwater
11 Jul 202405 Aug 2024-26.04%23 Jul 2025377
28 Feb 202623 Mar 2026-11.16%12 May 202673
17 Aug 202230 Sept 2022-8.82%24 Nov 202299
24 Nov 202204 Jan 2023-7.82%03 Mar 202399
18 Sept 202304 Oct 2023-7.80%17 Nov 202360

Calendar-year returns

2022
1.3%
2023
32.7%
2024
24.0%
2025
24.3%
2026
22.0%

Month-by-month returns

JanFebMarAprMayJunJulAugSeptOctNovDecYear
20264.710.3-10.57.56.82.0-1.33.7-1.522.0
20250.1-3.9-0.70.35.71.82.84.03.07.80.51.224.3
20248.75.93.9-0.21.41.7-0.6-3.0-2.32.6-0.14.424.0
20235.20.81.93.14.57.51.30.50.3-2.56.30.032.7
2022-3.04.30.8-6.35.82.8-5.11.3
From month-end NAVs, over the fund’s full history, on the series shown in the chart (dividends reinvested where declared). Deeper colour = larger move.
Source: JPMorgan. Issuer-declared historical series; inflation: Eurostat and national statistical institutes, latest available July 2026 — for later days the index stays at the last published value (institutes publish with a few weeks’ lag). The «adjusted for inflation» view expresses value in today’s purchasing power for the selected country; volatility always stays nominal, as elsewhere on the site (deflating it would add artificial swings caused by the monthly cadence of the price index). Past performance is not indicative of future results: these are facts, not a recommendation.

Risk indicators· EUR

Last yearLast 3 yearsFull history
Volatility (ann.)21.31%22.48%20.44%
Max drawdown-11.16%-26.04%-26.04%
Sharpe1.530.920.99
Sortino2.281.301.41
Windows longer than the available price history cannot be computed and are not shown: they will appear on their own as time passes. Computed from the daily NAV series, always in nominal terms. Sharpe and Sortino use the ECB main refinancing rate averaged over the period (last year: 2.20%), weighted by days in force, as the risk-free rate. Same formulas as our public methodology: sample standard deviation annualised over 252 days; Sortino with downside deviation. Past performance is not indicative of future results. Figures in EUR, the fund's currency; the table follows the currency selected in the chart.

Portfolio holdings

Securities in portfolio
117
118 total lines: 1 cash & derivatives
Top-10 weight
32.9%

Top 10 holdings

MITSUBISHI UFJ FINANCIAL /JPY/ · 8306
5.26%
TOYOTA MOTOR CORP /JPY/ · 7203
3.89%
SUMITOMO MITSUI FINANCIA /JPY/ · 8316
3.45%
SONY GROUP CORP /JPY/ · 6758
3.32%
TOKYO ELECTRON LTD /JPY/ · 8035
3.29%
RECRUIT HOLDINGS CO LTD /JPY/ · 6098
3.24%
HITACHI LTD /JPY/ · 6501
3.12%
ADVANTEST CORP /JPY/ · 6857
2.98%
KEYENCE CORP /JPY/ · 6861
2.18%
SOFTBANK GROUP CORP /JPY/ · 9984
2.14%

Countries

AfghanistanAngolaAlbaniaUnited Arab EmiratesArgentinaArmeniaFrench Southern and Antarctic LandsAustraliaAustriaAzerbaijanBurundiBelgiumBeninBurkina FasoBangladeshBulgariaThe BahamasBosnia and HerzegovinaBelarusBelizeBoliviaBrazilBruneiBhutanBotswanaCentral African RepublicCanadaSwitzerlandChileChinaIvory CoastCameroonDemocratic Republic of the CongoRepublic of the CongoColombiaCosta RicaCubaCyprusCzech RepublicGermanyDjiboutiDenmarkDominican RepublicAlgeriaEcuadorEgyptEritreaSpainEstoniaEthiopiaFinlandFijiFalkland IslandsFranceGabonUnited KingdomGeorgiaGhanaGuineaGambiaGuinea BissauEquatorial GuineaGreeceGreenlandGuatemalaFrench GuianaGuyanaHondurasCroatiaHaitiHungaryIndonesiaIndiaIrelandIranIraqIcelandIsraelItalyJamaicaJordanJapan: 99.8%KazakhstanKenyaKyrgyzstanCambodiaSouth KoreaKosovoKuwaitLaosLebanonLiberiaLibyaSri LankaLesothoLithuaniaLuxembourgLatviaMoroccoMoldovaMadagascarMexicoMacedoniaMaliMyanmarMontenegroMongoliaMozambiqueMauritaniaMalawiMalaysiaNamibiaNew CaledoniaNigerNigeriaNicaraguaNetherlandsNorwayNepalNew ZealandOmanPakistanPanamaPeruPhilippinesPapua New GuineaPolandPuerto RicoNorth KoreaPortugalParaguayQatarRomaniaRussiaRwandaWestern SaharaSaudi ArabiaSudanSouth SudanSenegalSolomon IslandsSierra LeoneEl SalvadorSomaliaRepublic of SerbiaSurinameSlovakiaSloveniaSwedenSwazilandSyriaChadTogoThailandTajikistanTurkmenistanEast TimorTrinidad and TobagoTunisiaTurkeyTaiwanUnited Republic of TanzaniaUgandaUkraineUruguayUnited States of America: 0.3%UzbekistanVenezuelaVietnamVanuatuWest BankYemenSouth AfricaZambiaZimbabwe
up to 1%1–5%5–15%15–30%over 30%
Hover a country for its percentage.
Top 7 countries
Japan99.8%
United States0.3%
Download the full portfolio — Excel, 118 rows
Full portfolio declared by JPMorgan, as of 1 September 2026: this is the summary. Percentages may not sum to 100 due to cash, derivatives and rounding.
Fund historyFund-assets (AUM) chart year by year and monthly basket snapshots.Open the history →

Share classes of the same fund

This page covers ISIN IE000QGWZZO0 (share class JPM - EUR Hedged (acc)). The other classes belong to the same fund but may differ in currency, income policy or currency hedging.
Share classISINTickerIncomeCurrency
JPM - EUR Hedged (acc) · this pageIE000QGWZZO0JJEHAccumulatingEUR
JPM - USD (acc)IE00BP2NF958JREJAccumulatingUSD
Share classes declared by the issuer in official product lists (same fund = same issuer and same declared name). A dash “—” = not declared — not a zero.

Italian taxation

Effective rate on capital gains
26.00%
White-list share
0.00%
From the government-bond («white list») share certified by the issuer every semester: 12.5% on that portion, 26% on the rest.
Deep-dive into this fund’s taxation →

Stock exchange listings

ExchangeTickerTrading since
Borsa Italiana (ETFplus)JJEH24 May 2022
Börse DüsseldorfJJEH26 May 2022
Börse FrankfurtJJEH24 May 2022
Börse HamburgJJEH24 Jun 2022
Börse HannoverJJEH9 Dec 2024
Börse München / gettexJJEH25 May 2022
Börse StuttgartJJEH25 Mar 2025
Tradegate ExchangeJJEH10 Oct 2022
Xetra (Deutsche Börse)JJEH24 May 2022
+ 16 more trading venues (MTFs and professional platforms).
Trading venues from the official ESMA register (FIRDS); per-exchange tickers from the issuer’s tax documents and official listings. A dash “—” = that venue does not publish the item (ticker, currency or start date) in the sources we read. The same fund may trade in different currencies depending on the exchange: check the trading currency with your broker. Non-EU listings (e.g. UK, Mexico) not included.

Frequently asked questions

Which index does Japan Research Enhanced Index Equity Active UCITS ETF track?
The issuer JPMorgan declares the benchmark: NDDUJN.
How much does JJEH cost?
The issuer-declared TER is 0.25% per year; the transaction costs estimated in the KID are 0.12%.
How is JJEH taxed in Italy?
On sale, the capital gain is taxed at an effective 26.00% rate (white-list share 0.00%): 12.5% on the government-bond “white list” portion, 26% on the rest.
What is the fund size of JJEH?
The fund size declared by JPMorgan is about 790 million euro.
When was JJEH launched?
The fund was launched on 17 May 2022: it has 4 years of history.
Is JJEH actively or passively managed?
It is an ACTIVELY managed ETF: the manager picks the holdings, it does not replicate an index. The declared benchmark (NDDUJN) is a yardstick for comparison, not an index being tracked.
Does JJEH pay dividends?
No: it is an accumulating share class — income stays in the fund and is reinvested automatically (issuer wording: “Accumulation”).
Where does JJEH trade?
Per the official ESMA register it trades on 9 main exchanges, including Borsa Italiana (ETFplus) (JJEH), Börse Düsseldorf (JJEH), Börse Frankfurt (JJEH), Börse Hamburg (JJEH), Börse Hannover (JJEH), Börse München / gettex (JJEH).
What was JJEH's worst fall?
Over the available history (since 2022), the maximum drawdown was -26.04%, reached in August 2024. Past performance is not indicative of future results.
How many securities does JJEH hold?
The declared portfolio holds 117 securities (plus 1 cash & derivative lines); the top 10 positions weigh 32.9%.
Transparency note
The data in this sheet is declared by JPMorgan in the issuer’s official files and endpoints, collected by Rebalix with a monthly refresh; taxation derives from the issuer’s tax documents (Italian Law Decree 138/2011). This is factual information for informational purposes only: it is not financial or tax advice, nor an investment recommendation. Read the fund’s KID and prospectus before investing.