BondBloxx ETF Trust

10-Year Study

BBBS.US · · US · ETF

Executive Summary: BondBloxx ETF Trust has compounded at 5.0% annually over the last 10 years, with a maximum drawdown of 1.3% and an annualized volatility of 5.8%.

1Y CAGR
+4.2%
3Y CAGR
+5.0%
5Y CAGR
+5.0%
10Y CAGR
+5.0%

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 →
1.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
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 →
2.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +6.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.1%
% 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.
20260.40.3-1.30.6————————-0.1%
20250.50.90.40.40.41.00.11.10.50.30.40.46.7%
2024—-0.50.7-0.71.10.61.61.20.9-0.90.7-0.14.7%

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 5.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 67.4% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-01-0110000
2024-02-019954.131938769951
2024-03-0110026.976085417007
2024-04-019955.504712098927
2024-05-0110064.78182709593
2024-06-0110121.174483848123
2024-07-0110281.15705180585
2024-08-0110405.643623685788
2024-09-0110503.480960941331
2024-10-0110407.45219807158
2024-11-0110484.763305551014
2024-12-0110474.325870240235
2025-01-0110531.350438524814
2025-02-0110622.912240562184
2025-03-0110663.223838317808
2025-04-0110708.111347170017
2025-05-0110753.56539739609
2025-06-0110858.549871983441
2025-07-0110872.756986435692
2025-08-0110991.53456447132
2025-09-0111046.40191752465
2025-10-0111078.36792504222
2025-11-0111124.432096747834
2025-12-0111173.437925586972
2026-01-0111213.596992972709
2026-02-0111244.320967478347
2026-03-0111102.903524541049
2026-04-0111164.133573023915
Annual Return Matrix
YearAnnual Return
20250.06674530313526517
2026-0.0008327206563477629
Total Factor Risk
0.05768601253438688
VTI.US Exposure
0.16056795343782912
VEA.US Exposure
0.013448505123947756
VWO.US Exposure
0.0030733843474424804
QQQ.US Exposure
-0.060357017336466555
VTV.US Exposure
-0.031411700859878273
IJR.US Exposure
0.00015850082414699197
QUAL.US Exposure
-0.0033220406174999926
SHV.US Exposure
0.6740238523681338
TLT.US Exposure
-0.0005558621373328999
LQD.US Exposure
0.15991651513194693
HYG.US Exposure
0.05837592779116234
GLD.US Exposure
0.000058437445609891
USO.US Exposure
0.0010294494417756313
VNQ.US Exposure
-0.012210715210446126
BTC-USD.CC Exposure
-0.004724586256885645
CPER.US Exposure
-0.001289541816668608
VIX.INDX Exposure
-0.003920556896124318
UUP.US Exposure
-0.0013419802924495728
TIP.US Exposure
0.044301442515062676
Idiosyncratic Exposure
0.004180032996694264
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
5.8%

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$79.10.79%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 →
-0.1%
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 →
+0.7%
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 →
1.0% 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 BondBloxx ETF Trust a high-risk investment?

BondBloxx ETF Trust (BBBS.US) has an annualized volatility of 5.8% and experienced a maximum drawdown of 1.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BBBS.US has generated a Compound Annual Growth Rate (CAGR) of 5.0%. 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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