JPMorgan BetaBuilders Canada ETF

10-Year Study

BBCA.US · · US · ETF

Executive Summary: JPMorgan BetaBuilders Canada ETF has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 26.4% and an annualized volatility of 17.3%.

1Y CAGR
+31.1%
3Y CAGR
+23.0%
5Y CAGR
+11.4%
10Y CAGR
+12.2%

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 →
0.51
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 →
18.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +34.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.5%
% 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.
20260.56.6-5.65.5————————6.8%
20252.40.5-1.24.15.73.0-0.35.73.1-0.13.73.634.4%
2024-0.91.34.1-3.73.7-2.04.84.22.6-2.16.6-5.712.8%
20239.3-5.00.43.1-5.56.33.1-3.9-3.6-5.110.06.614.9%
2022-0.8-0.05.6-7.81.7-10.14.6-4.1-8.77.36.7-5.6-12.5%
2021-1.05.45.94.46.3-0.90.20.2-2.58.0-4.44.328.2%
2020-0.2-7.1-20.611.33.63.95.45.0-4.0-3.414.12.96.2%
201913.43.1-0.63.6-4.35.5-0.6-0.72.6-0.63.02.428.9%
2018————————-0.2-7.90.7-8.5-15.3%

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 17.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 67.1% of variance. Idiosyncratic stock-specific factors contribute 8.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-08-0110000
2018-09-019982.90273556231
2018-10-019195.30823786143
2018-11-019260.263229678125
2018-12-018470.695970695971
2019-01-019602.305938742109
2019-02-019897.513833684046
2019-03-019835.676291793316
2019-04-0110193.549801262569
2019-05-019757.52084794638
2019-06-0110297.10759099057
2019-07-0110230.886135141454
2019-08-0110156.383952926508
2019-09-0110422.390109890111
2019-10-0110359.919335983166
2019-11-0110668.157197412518
2019-12-0110921.766619904918
2020-01-0110900.772543059778
2020-02-0110128.156418050035
2020-03-018042.679837892603
2020-04-018948.055490608684
2020-05-019273.829007871562
2020-06-019633.261242303797
2020-07-0110148.809523809525
2020-08-0110651.571389603305
2020-09-0110225.601083313852
2020-10-019882.608526225547
2020-11-0111276.03557789728
2020-12-0111598.375029226094
2021-01-0111485.976346348687
2021-02-0112104.15692463565
2021-03-0112819.855233419064
2021-04-0113388.180967968201
2021-05-0114236.346543527396
2021-06-0114109.62707505261
2021-07-0114140.143987218456
2021-08-0114161.966136700179
2021-09-0113804.263112773751
2021-10-0114906.184241290626
2021-11-0114256.001091107475
2021-12-0114864.683189151276
2022-01-0114738.5969526927
2022-02-0114734.164328579225
2022-03-0115558.53499337542
2022-04-0114347.40569713974
2022-05-0114595.85184319227
2022-06-0113115.184903748734
2022-07-0113722.503117449927
2022-08-0113159.852115969137
2022-09-0112020.667718806017
2022-10-0112897.767126490531
2022-11-0113765.855155482817
2022-12-0113000.49684358195
2023-01-0114207.72932741018
2023-02-0113501.99224534331
2023-03-0113560.858467773362
2023-04-0113982.27437456161
2023-05-0113219.15672979503
2023-06-0114056.679136466373
2023-07-0114492.659379627466
2023-08-0113932.76050190944
2023-09-0113429.7063751851
2023-10-0112741.456238796665
2023-11-0114020.925882628013
2023-12-0114941.450393578052
2024-01-0114813.293975528019
2024-02-0115006.697646325307
2024-03-0115624.610318759258
2024-04-0115051.632764398724
2024-05-0115603.567531759021
2024-06-0115295.086119554206
2024-07-0116027.2484607591
2024-08-0116693.48160704544
2024-09-0117120.206920738838
2024-10-0116767.326202166627
2024-11-0117868.565388512197
2024-12-0116852.422843114335
2025-01-0117260.66265294989
2025-02-0117344.20056893461
2025-03-0117134.43028602603
2025-04-0117840.776245031564
2025-05-0118856.017652560207
2025-06-0119427.80180812096
2025-07-0119367.62041150339
2025-08-0120465.40117683735
2025-09-0121104.57583196945
2025-10-0121075.544579533944
2025-11-0121864.259410801966
2025-12-0122650.22211830723
2026-01-0122754.948951757466
2026-02-0124262.528251889955
2026-03-0122908.385940300836
2026-04-0124179.720988231627
Annual Return Matrix
YearAnnual Return
20190.2893588269120182
20200.0619504547998726
20210.2816177397001387
2022-0.1254104323548495
20230.14929841323366877
20240.1278973860768986
20250.34403357482581765
20260.0675268817204302
Total Factor Risk
0.17312773308782395
VTI.US Exposure
0.6707680089830708
VEA.US Exposure
0.2475849623515442
VWO.US Exposure
-0.05343081656126347
QQQ.US Exposure
-0.17806743718592083
VTV.US Exposure
-0.07420570838034654
IJR.US Exposure
0.018378042117287826
QUAL.US Exposure
-0.02324308031618104
SHV.US Exposure
0.18926844193971779
TLT.US Exposure
-0.01990757271479917
LQD.US Exposure
0.032749909247091154
HYG.US Exposure
-0.03440893951570684
GLD.US Exposure
0.034325961354952736
USO.US Exposure
0.001103106033032636
VNQ.US Exposure
0.006652989773157786
BTC-USD.CC Exposure
0.01940560319478254
CPER.US Exposure
0.015575968453306843
VIX.INDX Exposure
-0.005400141640284418
UUP.US Exposure
0.007672286563658745
TIP.US Exposure
0.061248161765667275
Idiosyncratic Exposure
0.08393025453723205
Value Score
43.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
20.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.3%

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 →16.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.71%
Market Cap$61.9B
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
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
$65
Avg Yield on Cost
0.65%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$64.540.65%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 →
+3.2%
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 →
+11.3%
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 →
0.7% 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 →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPMorgan BetaBuilders Canada ETF a high-risk investment?

JPMorgan BetaBuilders Canada ETF (BBCA.US) has an annualized volatility of 17.3% and experienced a maximum drawdown of 26.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BBCA.US has generated a Compound Annual Growth Rate (CAGR) of 12.2%. 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.

Run a Full Backtest on JPMorgan BetaBuilders Canada ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest