MARKETING COMMUNICATION | Factsheet | 31 January 2025 Risk and Reward Profile Lower RiskHigher Risk Potentially lower reward Potentially higher rewardJPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF Class: JPM USD Emerging Markets Sovereign Bond UCITS ETF - GBP Hedged (dist) Fund overview Fund ratings As at 31 January 2025 ISINMorningstar Category™ Global Emerging Markets Bond - GBP IE00BJLTWS02Hedged Investment objective: The SubSub--Fund aims to provide an exposure to the performance of bonds issued by the governments or quasiquasi-- Performance government entities of emerging markets countries globally which are denominated in US Dollars. 1 Class: JPM USD Emerging Markets Sovereign Bond UCITS ETF - GBP Hedged (dist) Investment policy: The SubSub--Fund pursues a passively managed 2 Benchmark: J.P. Morgan Emerging Markets Risk Risk--Aware Bond Index (indextracking) strategy. Growth of GBP 100,000 Calendar years Investment approach l Seeks to provide returns that correspond to those of its Index by using the optimisation methodology. l USD--denominated emerging markets The Index is comprised of USD sovereigns and quasi quasi--sovereigns, and follows a rules rules--based methodology that aims to filter out the riskiest countries in the universe, while maintaining consistent exposure to the high yield segment of the EM market. Investor profile: Typical investors in the Sub Sub--Fund are expected to be investors who want to take exposure to the markets covered by the Index and are prepared to accept the risks associated with an investment of this type, including the volatility of such market.31 Jan 202031 Jan 2025 Quarterly rolling 12-month performance (%) Portfolio manager(s) Fund assets Domicile Ireland As at end of December 2024 Supreet Khandate USD 515.8m Shares outstanding 2019/2020 2020/20212021/2022 2022/20232023/2024 Andrew Bartlett Fund launch 467,464 3.75 -2.94-17.07 8.49 1.70 Kush Purohit 15 Feb 2018 2.76 -1.27-4.51 4.10 4.44 UK reporting status Fund reference NAV GBP 60.2893 YesCalendar Year Performance (%) currency USD 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 Class launchOngoing charge 0.39% Share class ----- 3.75 -2.94 -17.07 8.49 1.70 3 Dec 2019 Securities Lending Yes currency GBP ----- 2.76 -1.27 -4.51 4.10 4.44 Return (%) Please be aware a consolidation of shares took place with effective date ex--date 21st June 2023 on a ratio of 4:1, for certain share 20th June 2023, ex Cumulative Annualised classes of this sub sub--fund. For further information, please click herehere.. 1 month 3 months 1 yearYTD 3 years 5 years Launch 1.14 -0.10 4.50 1.14 -1.64 -1.74 -0.89 1.88 3.37 7.96 1.88 2.53 0.961.50 ESG information ESG approach - ESG Promote Promotes environmental and / or social characteristics. SFDR classification: Article 8 Performance Disclosures "Article 8" strategies promote social and/or environmental Past performance is not a guide to current and future performance. characteristics, but do not have sustainable investing as a coreThe value of your investments and any income from them may fall objective. as well as rise and you may not get back the full amount you invested. ESG For more information on our approach to sustainable investing at J.P. Morgan Asset Management please visit https://am.jpmorgan.com/lu/esg Page 2 of 3 | Factsheet | 31 January 2025 Class: JPM USD Emerging Markets Sovereign Bond UCITS ETF - GBP Hedged (dist) Dividend HistoryMth Bond quality breakdown (%)Payment Annualised Amount Record Date Dividend AA: 6.01% Average duration: 6.87 yrsDateyieldYieldA: 13.52% Yield to maturity (USD): 6.56% £0.2626 09 Aug 2024 09 Sep 2024 0.43 % 5.28 % BBB: 23.28% Average maturity: 11.94 yrs £0.3645 15 Nov 2024 06 Dec 2024 0.60 % 7.45 % < BBB: 56.56% Average coupon: 5.29% £0.2956 13 Dec 2024 08 Jan 2025 0.48 % 5.95 % Non Rated: 0.32% £0.2945 17 Jan 2025 07 Feb 2025 0.49 % 6.09 % Cash: 0.31% £0.3841 14 Feb 2025 07 Mar 2025 0.64 % 7.95 % Figures shown may not add up to 100 due to rounding. Portfolio analysis Measurement 3 years5 years Regions (%) Correlation0.650.72 n 8.1 Turkey Alpha (%) -4.07 -2.67 n 7.9 Mexico Beta1.00 0.90 Annualised volatility (%) 10.6911.77 n 5.7 Brazil Sharpe ratio -0.46 -0.28 n 5.1 Oman Tracking error (%) 8.108.24 Information ratio -0.47 -0.30n 4.7 Saudi Arabia n 4.6 Dominican Republic Holdings n 4.5 Colombia Coupon Maturity %of n 4.2 Bahrain TOP 10 rate date assets Government of Brazil n 3.9 South Africa 6.125 15/03/2034 1.1 (Brazil) n 3.9 Indonesia Ministry of Finance Oman n 3.7 4.750 15/06/2026 1.1 United Arab Emirates (Oman) Government of Dominican n 43.7 Others Republic (Dominican 4.875 23/09/2032 1.0 Republic)Figures shown may not add up to 100 due to rounding. Government of Turkey 4.875 09/10/2026 1.0 (Turkey) Number of Holdings Government of Turkey 371 6.00014/01/2041 0.9 (Turkey) Government of Qatar 4.000 14/03/2029 0.9 (Qatar) Government of South Africa4.300 12/10/2028 0.9 (South Africa) Kingdom of Bahrain5.62518/05/2034 0.9 (Bahrain) Government of Dominican Republic (Dominican 6.000 19/07/2028 0.8 Republic) Government of Jordan 7.50013/01/2029 0.8 (Jordan)Trading information Stock exchange Exchange tickerTrading currencyBloomberg ticker Reuters RIC SEDOL London Stock Exchange JMBP GBP JMBP LN JMBP.L BKPJ1Y2 Page 3 of 3 | Factsheet | 31 January 2025 Class: JPM USD Emerging Markets Sovereign Bond UCITS ETF - GBP Hedged (dist) the NAV which may not be the same as the market price of the ETF. Key risksIndividual shareholders may realise returns that are different to the The value of your investment may fall as well as rise and you may getNAV based returns. back less than you originally invested. The return of your investment may change as a result of currency To the extent that the Sub-Fund uses financial derivative instruments, fluctuations if your investment is made in a currency other than that the risk profile and the volatility of the Sub-Fund may increase. That used in the past performance calculation. notwithstanding, the risk profile of the Sub-Fund is not expected to Indices do not include fees or operating expenses and you cannot significantly deviate from that of the Index as a result of its use of invest in them. financial derivative instruments.The benchmark is for comparative purposes only unless specifically The value of debt securities may change significantly depending on referenced in the SubSub-- Funds' Investment Objective and Policy. economic and interest rate conditions as well as the creditDividend income shown is gross of any applicable tax. worthiness of the issuer. These risks are typically increased for below investment grade debt securities which may also be subject to higher Information Sources volatility and lower liquidity than investment grade debt securities. TheFund information, including performance calculations and other credit worthiness of unrated debt securities is not measured by data, is provided by J.P. Morgan Asset Management (the marketing reference to an independent credit rating agency.name for the asset management businesses of JPMorgan Chase & Emerging markets may be subject to increased political, regulatory Co. and its affiliates worldwide). and economic instability, less developed custody and settlement All data is as at the document date unless indicated otherwise. practices, poor transparency and greater financial risks. Emerging © 2025 Morningstar. All Rights Reserved. The information contained market currencies may be subject to volatile price movements.herein: (1) is proprietary to Morningstar; (2) may not be copied or Emerging market and below investment grade debt securities may distributed; and (3) is not warranted to be accurate, complete or also be subject to higher volatility and lower liquidity than non- timely. Neither Morningstar nor its content providers are responsible emerging market and investment grade debt securities respectively. for any damages or losses arising from any use of this information. The Sub-Fund is not expected to track the performance of the Index atBenchmark Source: Information has been obtained from sources all times with perfect accuracy. The Sub-Fund is, however, expectedbelieved to be reliable but J.P. Morgan does not warrant its to provide investment results that, before expenses, generallycompleteness or accuracy. The Index is used with permission. The correspond to the price and yield performance of the Index.Index may not be copied, used, or distributed without J.P. MorganMorgan’’s Further information about risks can be found in the "Risk Information"prior written approval. Copyright 2023, J.P. Morgan Chase & Co. All section of the Prospectus.rights reserved.Regional Contact General DisclosuresJPMorgan Asset Management (UK) Limited Registered address: 25 Before investing, obtain and review the current prospectus, Bank Street, Canary Wharf, London E14 5JP, United Kingdom. Key Investor Information Document (KIID), and any applicable localAuthorised and regulated by the Financial Conduct Authority. offering document. These documents, as well as theRegistered in England No. 01161446. sustainability-related disclosures, the annual and semi-annualIssuer reports and the articles of incorporation, are available in English from your financial adviser, your J.P. Morgan Asset ManagementJPMorgan Asset Management (Europe) S.à r.l., 6, route de Trèves, L L-- regional contact, the fund’s issuer (see below) or at 2633 Senningerberg, Luxembourg. B27900, corporate capital EUR https://am.jpmorgan.com/gb/en/asset-management/per/. A10.000.000.The SubSub-- Fund is authorised in Ireland and regulated by summary of investor rights is available in Englishthe Central Bank of Ireland. at https://am.jpmorgan.com/lu/investor-rights. J.P. Morgan Asset Management may decide to terminate the arrangementsDefinitions made for the marketing of its collective investment undertakings. This material should not be considered as advice or an investment NAV Net Asset Value of a fundfund’’s assets less its liabilities per Share. recommendation. Fund holdings and performance are likely to have Correlation measures the strength and direction of the relationship changed since the report date.between movements in fund and benchmark returns. A correlation To the extent permitted by applicable law, we may record telephoneof 1.00 indicates that fund and benchmark returns move in lockstep calls and monitor electronic communications to comply with ourin the same direction. legal and regulatory obligations and internal policies. Personal data Alpha (%) a measure of excess return generated by a manager will be collected, stored and processed by J.P. Morgan Asset compared to the benchmark. An alpha of 1.00 indicates that a fund Management in accordance with our EMEA Privacyhas outperformed its benchmark by 1%. www.jpmorgan.com/emea-- privacy Policy www.jpmorgan.com/emea privacy-- policy policy.. Beta measures a fundfund’’s sensitivity to market movements (as The risk indicator is based on the historic volatility of the Net Asset fund’’s benchmark). A beta of 1.10 suggests therepresented by the fund Value of the Share Class over the last five years and may not be afund could perform 10% better than the benchmark in up markets reliable indication of the future risk profile of the Share Class. The risk and 10% worse in down markets, assuming all other factors remain and reward category shown above is not guaranteed to remain constant. Usually the higher betas represent riskier investments. unchanged and may change over time. A Share Class with the lowest Annualised volatility (%) measures the extent to which returns varyrisk-- free investment. See the Key risk rating does not mean a risk up and down over a given period. Investor Information Document (KIID) for details. Sharpe ratio performance of an investment adjusting for theamount of risk taken (compared a risk risk-- free investment). The higher The possible difference between the current ongoing charge as the Sharpe ratio the better the returns compared to the risk taken. stated in this document and those mentioned in the KIID, is causedTracking error (%) measures how much a fund fund’’s returns deviate by the fact that the costs mentioned in the KIID are an estimate from those of the benchmark. The lower the number the closer the based on the actual costs incurred over the past year.fundfund’’s historic performance has followed its benchmark. Performance information Information ratio measures if a manager is outperforming orunderperforming the benchmark and accounts for the risk taken to Source: J.P. Morgan Asset Management. Share class performance is achieve the returns. A manager who outperforms a benchmark by 2% shown based on the NAV (net asset value) of the share class with p.a. will have a higher IR than a manager with the same income (gross) reinvested including actual ongoing chargesoutperformance but who takes more risk. excluding any entry and exit fees. Performance is shown based on 09ns212809150855