Virtus LifeSci Biotech Clinical Trials ETF

10-Year Study

BBC.US · · US · ETF

Executive Summary: Virtus LifeSci Biotech Clinical Trials ETF has compounded at 10.0% annually over the last 10 years, with a maximum drawdown of 67.3% and an annualized volatility of 44.9%.

1Y CAGR
+153.9%
3Y CAGR
+25.0%
5Y CAGR
-1.7%
10Y CAGR
+10.0%

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 →
67.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +63.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -35.1%
% 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.
20265.94.0-2.05.51.5———————15.5%
2025-3.9-11.6-13.88.8-4.76.212.14.820.218.217.33.663.8%
20243.818.5-3.1-10.41.6-4.714.2-2.9-0.31.7-3.4-11.9-1.1%
202310.6-9.6-12.35.05.7-1.50.5-10.8-8.6-9.09.925.1-1.8%
2022-22.3-4.8-1.9-21.1-12.311.611.25.5-3.05.3-1.6-1.8-35.1%
20216.13.4-5.5-1.3-5.34.0-11.68.1-4.3-2.9-8.5-5.1-22.3%
2020-7.0-3.8-13.920.816.25.0-10.14.2-3.6-0.521.15.530.3%
20197.96.66.6-2.5-4.68.8-3.3-4.8-10.110.722.018.263.8%
201814.31.8-0.9-5.311.7-5.8-0.19.5-3.4-22.42.1-15.3-18.3%
20177.810.85.5-2.4-7.414.60.814.15.5-4.61.61.756.1%
2016————5.9-14.010.60.613.1-19.99.3-7.2-6.9%

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 44.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 35.4% of variance. Idiosyncratic stock-specific factors contribute 24.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-0110591.834798557966
2016-06-019104.684502350685
2016-07-0110065.776990702676
2016-08-0110126.441506967725
2016-09-0111456.738979191703
2016-10-019177.049733308035
2016-11-0110033.573672337823
2016-12-019312.082305567854
2017-01-0110035.418379609137
2017-02-0111117.839900491219
2017-03-0111729.913773111548
2017-04-0111446.619442160521
2017-05-0110603.11386587397
2017-06-0112149.71644213944
2017-07-0112250.911812451248
2017-08-0113980.772879640757
2017-09-0114744.587101806761
2017-10-0114069.845887883965
2017-11-0114289.155229481585
2017-12-0114538.03259334219
2018-01-0116619.284042755044
2018-02-0116924.767566883816
2018-03-0116767.545801446253
2018-04-0115882.87690004849
2018-05-0117739.126768283684
2018-06-0116717.73870512091
2018-07-0116701.08363375709
2018-08-0118291.432125313604
2018-09-0117672.664600594526
2018-10-0113722.408449813422
2018-11-0114016.454788860075
2018-12-0111878.913414711278
2019-01-0112812.071764383445
2019-02-0113656.315223578522
2019-03-0114561.90837602513
2019-04-0114197.394219214471
2019-05-0113543.313726730337
2019-06-0114728.564501507391
2019-07-0114235.606012691585
2019-08-0113551.95749794447
2019-09-0112180.654818375393
2019-10-0113487.70897898088
2019-11-0116461.00815887673
2019-12-0119458.76288659794
2020-01-0118096.05127232096
2020-02-0117411.612168743282
2020-03-0114982.923281259884
2020-04-0118106.012691586027
2020-05-0121042.523137899774
2020-06-0122086.522041616598
2020-07-0119854.05730187844
2020-08-0120684.597221343793
2020-09-0119933.379714544728
2020-10-0119834.081757426266
2020-11-0124027.31220879978
2020-12-0125358.45297577636
2021-01-0126897.518605190482
2021-02-0127808.487761684904
2021-03-0126270.31813294542
2021-04-0125928.889169987142
2021-05-0124556.05801867898
2021-06-0125537.442287015372
2021-07-0122576.3708810322
2021-08-0124412.750616659294
2021-09-0123370.80724390193
2021-10-0122685.630257415723
2021-11-0120758.80715957245
2021-12-0119700.577656905534
2022-01-0115305.430818206736
2022-02-0114571.290030147788
2022-03-0114289.049817637511
2022-04-0111278.118609406953
2022-05-019894.957097379463
2022-06-0111043.62996226256
2022-07-0112277.791832690322
2022-08-0112957.909050660934
2022-09-0112567.990639428248
2022-10-0113231.347374190966
2022-11-0113019.258743912467
2022-12-0112778.91973942192
2023-01-0114131.248287057533
2023-02-0112779.868446018594
2023-03-0111209.28467522611
2023-04-0111769.179685029409
2023-05-0112439.335483734954
2023-06-0112252.334872346259
2023-07-0112315.687390635212
2023-08-0110980.013914363419
2023-09-0110034.627790778573
2023-10-019132.460523264395
2023-11-0110032.308730208928
2023-12-0112548.43674235237
2024-01-0113026.110513777328
2024-02-0115430.976324499821
2024-03-0114948.92796154576
2024-04-0113390.255729133727
2024-05-0113607.29871608374
2024-06-0112963.65399616301
2024-07-0114807.939620095716
2024-08-0114380.758121982586
2024-09-0114338.487972508592
2024-10-0114589.210043640503
2024-11-0114093.24731726857
2024-12-0112409.925579238083
2025-01-0111932.040984124977
2025-02-0110543.819703581894
2025-03-019091.19178630911
2025-04-019894.588155925201
2025-05-019428.088039972172
2025-06-0110013.8089515738
2025-07-0111226.677629498452
2025-08-0111765.701094174943
2025-09-0114147.323593278941
2025-10-0116720.05776569055
2025-11-0119607.76252819767
2025-12-0120323.40353762149
2026-01-0121526.15267851496
2026-02-0122382.62391162271
2026-03-0121938.31298884743
2026-04-0123140.008011300153
2026-05-0123475.902852444502
Annual Return Matrix
YearAnnual Return
20170.5612010414308355
2018-0.18290777390667545
20190.6380928294754216
20200.3031893714703613
2021-0.22311594971016213
2022-0.35134289146376385
2023-0.018036187860115405
2024-0.011038120999311118
20250.6376732807828216
20260.15511670124481314
Total Factor Risk
0.4493587034431243
VTI.US Exposure
0.354326338007241
VEA.US Exposure
0.02753051361567767
VWO.US Exposure
-0.007890541505371662
QQQ.US Exposure
-0.14832362266378493
VTV.US Exposure
-0.06586412957759875
IJR.US Exposure
0.2049703188670155
QUAL.US Exposure
0.04324423527751294
SHV.US Exposure
0.08055077672958319
TLT.US Exposure
0.00972564890091361
LQD.US Exposure
0.07317119777560234
HYG.US Exposure
0.03022227234349058
GLD.US Exposure
0.021527726731108896
USO.US Exposure
0.00007184308855193337
VNQ.US Exposure
0.03629590861583007
BTC-USD.CC Exposure
0.000020349053222023344
CPER.US Exposure
0.005810087883777386
VIX.INDX Exposure
-0.002263848016417791
UUP.US Exposure
0.0019007280022623225
TIP.US Exposure
0.08742855479439171
Idiosyncratic Exposure
0.24754564207699212
Value Score
29.1
Growth Score
50
Profit Score
75
Health Score
20.8
Yield Score
17.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
44.9%

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 →11.6x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Potentially Undervalued11.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.49%
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$1.9B
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
2.0/ 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
1.04
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

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 →
+3.0%
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 →
+27.3%
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 →
6.7% 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 →
1.22
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 →
✦ Golden Cross
Bullish — 50 SMA above 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 →
36
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+23.8%
50.0% retracement+37.7%
61.8% retracement+55.2%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Virtus LifeSci Biotech Clinical Trials ETF a high-risk investment?

Virtus LifeSci Biotech Clinical Trials ETF (BBC.US) has an annualized volatility of 44.9% and experienced a maximum drawdown of 67.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BBC.US has generated a Compound Annual Growth Rate (CAGR) of 10.0%. 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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