BondBloxx ETF Trust

10-Year Study

BBBI.US · · US · ETF

Executive Summary: BondBloxx ETF Trust has compounded at 4.9% annually over the last 10 years, with a maximum drawdown of 2.5% and an annualized volatility of 9.5%.

1Y CAGR
+3.0%
3Y CAGR
+4.9%
5Y CAGR
+4.9%
10Y CAGR
+4.9%

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 →
2.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +9.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -1.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.30.9-2.40.20.1-0.1——————-1.0%
20250.61.9-0.10.20.52.10.11.31.30.20.90.09.3%
2024—-1.31.4-2.42.10.82.51.71.5-2.41.4-1.53.7%

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 9.5%. The dominant macroeconomic risk driver is LQD.US, accounting for 63.8% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-01-0110000
2024-02-019873.484944511707
2024-03-0110008.916590540546
2024-04-019767.993810837155
2024-05-019970.627701748788
2024-06-0110046.986935446506
2024-07-0110297.613063679319
2024-08-0110473.081949586298
2024-09-0110634.673298745121
2024-10-0110383.172994969122
2024-11-0110532.219925083156
2024-12-0110372.049111182017
2025-01-0110431.121523513139
2025-02-0110629.384536708816
2025-03-0110621.866627037376
2025-04-0110643.546180508509
2025-05-0110694.02981812778
2025-06-0110915.196230555057
2025-07-0110928.37442686866
2025-08-0111069.706757814038
2025-09-0111211.213923868054
2025-10-0111233.28685633362
2025-11-0111334.800491286656
2025-12-0111335.32499661257
2026-01-0111370.182746397306
2026-02-0111467.871863348879
2026-03-0111194.036374444351
2026-04-0111218.731833539494
2026-05-0111234.46699331693
2026-06-0111224.413974570232
Annual Return Matrix
YearAnnual Return
20250.09287228349044874
2026-0.009784547163445345
Total Factor Risk
0.09472423844789148
VTI.US Exposure
0.04556536174358889
VEA.US Exposure
0.02594496043696349
VWO.US Exposure
-0.0060456602027955855
QQQ.US Exposure
-0.014211012204617318
VTV.US Exposure
-0.04896064661811315
IJR.US Exposure
0.00589879083199435
QUAL.US Exposure
-0.0026034406227998484
SHV.US Exposure
0.3272432992054346
TLT.US Exposure
-0.049231317241891275
LQD.US Exposure
0.6381022687562808
HYG.US Exposure
0.04878256258794645
GLD.US Exposure
-0.002632015939078624
USO.US Exposure
0.00039319914877551453
VNQ.US Exposure
0.028201994199637703
BTC-USD.CC Exposure
-0.0003044868776812404
CPER.US Exposure
0.0020556615157016614
VIX.INDX Exposure
-0.012824285228513938
UUP.US Exposure
-0.006799714719752058
TIP.US Exposure
0.01889316634666985
Idiosyncratic Exposure
0.002531314882249632
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
9.5%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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
$178
Avg Yield on Cost
1.78%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$177.871.78%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-0.1%
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 →
2.5% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
57
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+0.1%
50.0% retracement+0.9%
61.8% retracement+1.7%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is BondBloxx ETF Trust a high-risk investment?

BondBloxx ETF Trust (BBBI.US) has an annualized volatility of 9.5% and experienced a maximum drawdown of 2.5% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BBBI.US has generated a Compound Annual Growth Rate (CAGR) of 4.9%. It has had a positive return in 50% 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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