JPMorgan BetaBuilders U.S. Aggregate Bond ETF

10-Year Study

BBAG.US · · US · ETF

Executive Summary: JPMorgan BetaBuilders U.S. Aggregate Bond ETF has compounded at 1.6% annually over the last 10 years, with a maximum drawdown of 17.7% and an annualized volatility of 6.8%.

1Y CAGR
+4.8%
3Y CAGR
+3.8%
5Y CAGR
-0.0%
10Y CAGR
+1.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
17.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +8.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.21.3-2.10.4————————-0.2%
20250.62.2-0.10.4-0.61.5-0.21.21.20.60.6-0.37.3%
2024-0.2-1.40.9-2.51.70.92.41.61.2-2.61.0-1.61.3%
20233.2-2.62.50.6-1.0-0.4-0.1-0.5-2.7-1.54.53.75.4%
2022-2.1-1.1-3.0-3.60.6-1.62.6-2.9-4.3-1.33.5-0.5-13.3%
2021-0.8-1.6-1.10.80.00.91.2-0.2-1.0-0.00.2-0.2-1.8%
20202.31.5-1.73.00.50.61.2-0.90.0-0.71.1-0.16.9%
20191.0-0.12.0-0.11.71.30.32.7-0.50.2-0.2-0.28.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 6.8%. The dominant macroeconomic risk driver is LQD.US, accounting for 44.3% of variance. Idiosyncratic stock-specific factors contribute 1.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-12-0110000
2019-01-0110095.195531817726
2019-02-0110080.225069784821
2019-03-0110283.071167085498
2019-04-0110272.130274767813
2019-05-0110445.54830233007
2019-06-0110584.238765437525
2019-07-0110611.371201520004
2019-08-0110896.273991203327
2019-09-0110841.984697403737
2019-10-0110868.677544062735
2019-11-0110850.874172411855
2019-12-0110831.556659413442
2020-01-0111075.35783800153
2020-02-0111241.449375172479
2020-03-0111053.134150481228
2020-04-0111386.904631074576
2020-05-0111443.562823434024
2020-06-0111515.142634557104
2020-07-0111651.610728912528
2020-08-0111548.380479299003
2020-09-0111550.82264276277
2020-10-0111466.616846532008
2020-11-0111597.150483670475
2020-12-0111582.668454330322
2021-01-0111495.312267231295
2021-02-0111315.30039831686
2021-03-0111190.84774820318
2021-04-0111278.30162184076
2021-05-0111281.574120882207
2021-06-0111383.827505110228
2021-07-0111517.853436001886
2021-08-0111495.019207615644
2021-09-0111382.53315847443
2021-10-0111379.48045414472
2021-11-0111399.945783971103
2021-12-0111375.890473852978
2022-01-0111137.535319789096
2022-02-0111011.006830731209
2022-03-0110680.142524659746
2022-04-0110290.568608919268
2022-05-0110355.55457869017
2022-06-0110190.708544885745
2022-07-0110450.921061950363
2022-08-0110151.218761676595
2022-09-019718.052228107836
2022-10-019589.81422462531
2022-11-019922.021720601846
2022-12-019867.463788821242
2023-01-0110182.063286223998
2023-02-019918.798064829673
2023-03-0110167.214932364284
2023-04-0110227.243310303733
2023-05-0110123.720001074553
2023-06-0110082.105535651921
2023-07-0110067.501398138584
2023-08-0110017.852214920156
2023-09-019750.703953618431
2023-10-019600.608587135172
2023-11-0110027.865085121608
2023-12-0110400.929975847004
2024-01-0110380.806548905544
2024-02-0110236.938699254895
2024-03-0110326.56609837523
2024-04-0110066.79317073409
2024-05-0110240.479836277364
2024-06-0110332.183074341898
2024-07-0110575.910988026073
2024-08-0110747.472971355865
2024-09-0110880.69298830448
2024-10-0110601.480439491737
2024-11-0110703.733823719756
2024-12-0110531.878780774314
2025-01-0110592.493277945065
2025-02-0110828.162052198802
2025-03-0110821.86127046228
2025-04-0110864.428179635777
2025-05-0110797.48847909386
2025-06-0110955.716249911471
2025-07-0110930.855025850298
2025-08-0111066.541627897323
2025-09-0111195.536702053616
2025-10-0111261.32858576756
2025-11-0111331.907109870492
2025-12-0111298.009880993375
2026-01-0111322.358250727157
2026-02-0111471.574438363457
2026-03-0111232.633165068271
2026-04-0111273.026548759015
Annual Return Matrix
YearAnnual Return
20190.08315566594134416
20200.06934476904241715
2021-0.017852361162944086
2022-0.13259855907533513
20230.054063151225355544
20240.012590105426283804
20250.0727440104625603
2026-0.0022113038046099875
Total Factor Risk
0.06772867462816078
VTI.US Exposure
-0.014306569256701724
VEA.US Exposure
0.010196483442662795
VWO.US Exposure
-0.00409388569437627
QQQ.US Exposure
0.008033929935311816
VTV.US Exposure
0.015107455449704215
IJR.US Exposure
0.002220340000832679
QUAL.US Exposure
-0.031206812364742594
SHV.US Exposure
0.37887026451098393
TLT.US Exposure
0.08278810611344953
LQD.US Exposure
0.44282655275908345
HYG.US Exposure
-0.01594414875566303
GLD.US Exposure
0.005952050627231537
USO.US Exposure
0.00865734810158359
VNQ.US Exposure
-0.006051033279798335
BTC-USD.CC Exposure
0.0008264229952571866
CPER.US Exposure
-0.0055616315678591426
VIX.INDX Exposure
0.0019137891492590432
UUP.US Exposure
0.003401951595454902
TIP.US Exposure
0.10077593821001249
Idiosyncratic Exposure
0.015593448028314015
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$79
Avg Yield on Cost
0.79%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$78.770.79%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPMorgan BetaBuilders U.S. Aggregate Bond ETF a high-risk investment?

JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG.US) has an annualized volatility of 6.8% and experienced a maximum drawdown of 17.7% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of BBAG.US?

Over the past 10 years, BBAG.US has generated a Compound Annual Growth Rate (CAGR) of 1.6%. It has had a positive return in 63% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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