JPMorgan BetaBuilders Developed Asia Pacific ex-Japan ETF

10-Year Study

BBAX.US · · US · ETF

Executive Summary: JPMorgan BetaBuilders Developed Asia Pacific ex-Japan ETF has compounded at 7.3% annually over the last 10 years, with a maximum drawdown of 26.4% and an annualized volatility of 14.5%.

1Y CAGR
+24.5%
3Y CAGR
+15.0%
5Y CAGR
+5.4%
10Y CAGR
+7.3%

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 →
26.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +20.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -4.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.26.3-7.35.3————————11.2%
20252.3-0.2-1.33.45.14.10.44.10.2-0.3-1.02.220.2%
2024-4.41.41.2-3.05.1-0.42.13.96.6-6.03.1-6.12.5%
20239.5-7.80.31.2-6.23.94.2-5.7-3.4-3.36.08.65.6%
2022-4.72.26.5-6.50.6-7.03.9-3.2-10.31.116.5-1.4-4.8%
20210.73.31.73.62.5-2.4-1.1-0.1-4.75.4-6.63.75.5%
2020-3.0-5.9-19.48.21.88.71.85.0-4.5-0.214.15.68.0%
20196.83.61.42.0-3.06.3-1.3-5.41.92.40.62.618.7%
2018————————-0.9-8.13.5-2.6-8.1%

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 14.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 35.9% of variance. Idiosyncratic stock-specific factors contribute 10.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-08-0110000
2018-09-019906.324849890085
2018-10-019108.199446589306
2018-11-019429.062811020092
2018-12-019185.76990802008
2019-01-019809.47797841042
2019-02-0110164.71077182199
2019-03-0110308.887382017434
2019-04-0110512.779849726028
2019-05-0110198.77943412116
2019-06-0110842.802926733237
2019-07-0110702.618310675576
2019-08-0110121.318342392791
2019-09-0110315.28550960813
2019-10-0110561.586079424276
2019-11-0110620.044185359771
2019-12-0110900.331390198287
2020-01-0110576.40567410016
2020-02-019953.76395830827
2020-03-018022.732492644887
2020-04-018679.224131331139
2020-05-018832.697166231012
2020-06-019599.952971027966
2020-07-019771.389979547865
2020-08-0110255.65167937178
2020-09-019797.28325659226
2020-10-019775.600713090458
2020-11-0111149.831023809784
2020-12-0111774.742160926582
2021-01-0111857.42565594479
2021-02-0112244.676429735435
2021-03-0112450.756291492131
2021-04-0112900.265768376845
2021-05-0113229.195148360002
2021-06-0112911.148053766146
2021-07-0112774.217186355037
2021-08-0112765.385582885829
2021-09-0112171.070620016844
2021-10-0112831.526910415276
2021-11-0111980.138462043244
2021-12-0112425.273150831756
2022-01-0111846.625397832293
2022-02-0112106.10501678825
2022-03-0112898.898647096781
2022-04-0112057.216759813196
2022-05-0112126.775890542802
2022-06-0111283.781566830357
2022-07-0111719.127667253617
2022-08-0111340.571784804175
2022-09-0110174.171251080026
2022-10-0110288.380562816488
2022-11-0111990.69263832533
2022-12-0111828.087233274638
2023-01-0112956.755219669047
2023-02-0111941.695011647873
2023-03-0111977.67764373913
2023-04-0112123.90493585467
2023-05-0111370.867192370368
2023-06-0111809.822492972997
2023-07-0112308.575678365578
2023-08-0111612.300810429495
2023-09-0111217.28478776809
2023-10-0110851.087681690417
2023-11-0111506.239541522207
2023-12-0112493.4925027069
2024-01-0111948.421248345781
2024-02-0112112.448459527743
2024-03-0112254.437675675083
2024-04-0111890.564675773518
2024-05-0112493.629214834906
2024-06-0112441.487209213303
2024-07-0112706.38062843831
2024-08-0113207.840713965417
2024-09-0114080.556254306433
2024-10-0113230.999748449685
2024-11-0113642.749335579056
2024-12-0112805.387551540472
2025-01-0113094.34230529459
2025-02-0113068.066234291777
2025-03-0112895.398816619818
2025-04-0113330.088698828651
2025-05-0114006.020802117398
2025-06-0114580.348451871863
2025-07-0114633.857578773528
2025-08-0115227.762405258496
2025-09-0115255.979788478995
2025-10-0115212.642043901
2025-11-0115066.41475178546
2025-12-0115393.785613509346
2026-01-0116503.8880929205
2026-02-0117540.166023208254
2026-03-0116257.80626250916
2026-04-0117119.092668948848
Annual Return Matrix
YearAnnual Return
20190.18665408554172758
20200.08021873275472835
20210.05524800297232013
2022-0.0480621963242025
20230.056256371491778756
20240.024964600472285436
20250.20213352009463326
20260.11207815275310828
Total Factor Risk
0.14479302576423939
VTI.US Exposure
0.0036380235597269347
VEA.US Exposure
0.35915940248756895
VWO.US Exposure
0.2470179533298511
QQQ.US Exposure
-0.044720940854208344
VTV.US Exposure
0.11137344887250561
IJR.US Exposure
0.1271414619837677
QUAL.US Exposure
-0.03910820920637219
SHV.US Exposure
0.00524585782328618
TLT.US Exposure
0.05066392736072968
LQD.US Exposure
0.028504096341683178
HYG.US Exposure
-0.08200732571376021
GLD.US Exposure
0.034070248703163636
USO.US Exposure
-0.0066514311040076005
VNQ.US Exposure
0.014616513832009778
BTC-USD.CC Exposure
0.01755854805859134
CPER.US Exposure
-0.020503673109391628
VIX.INDX Exposure
0.055263654312392836
UUP.US Exposure
0.027673805781482156
TIP.US Exposure
0.0039308464738697325
Idiosyncratic Exposure
0.10713379106711139
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
14.5%

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
$132
Avg Yield on Cost
1.32%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$132.341.32%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 →
+1.8%
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 →
+9.5%
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 →
2.6% 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 →
1.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPMorgan BetaBuilders Developed Asia Pacific ex-Japan ETF a high-risk investment?

JPMorgan BetaBuilders Developed Asia Pacific ex-Japan ETF (BBAX.US) has an annualized volatility of 14.5% and experienced a maximum drawdown of 26.4% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BBAX.US has generated a Compound Annual Growth Rate (CAGR) of 7.3%. It has had a positive return in 88% 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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