J.P. Morgan Exchange-Traded Fund Trust - JPMorgan BetaBuilders Emerging Markets Equity ETF

10-Year Study

BBEM.US · · US · ETF

Executive Summary: J.P. Morgan Exchange-Traded Fund Trust - JPMorgan BetaBuilders Emerging Markets Equity ETF has compounded at 19.6% annually over the last 10 years, with a maximum drawdown of 12.0% and an annualized volatility of 16.0%.

1Y CAGR
+43.5%
3Y CAGR
+19.6%
5Y CAGR
+19.6%
10Y CAGR
+19.6%

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 →
12.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +32.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 5.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.15.9-8.910.1————————13.8%
20251.90.51.20.73.76.70.82.46.43.9-1.92.532.4%
2024-4.44.02.4-0.41.83.31.20.55.5-3.4-2.4-2.05.6%
2023—————2.15.9-6.1-3.1-3.27.33.76.0%

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 16.0%. The dominant macroeconomic risk driver is VWO.US, accounting for 64.6% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-05-0110000
2023-06-0110211.808338147865
2023-07-0110815.48073876661
2023-08-0110155.222058631678
2023-09-019838.091954451424
2023-10-019521.823806772647
2023-11-0110220.148349702742
2023-12-0110599.688763814598
2024-01-0110135.862981530834
2024-02-0110541.960974336993
2024-03-0110791.928359766667
2024-04-0110751.27662746706
2024-05-0110948.105559386471
2024-06-0111306.283429934583
2024-07-0111438.162774661274
2024-08-0111489.950053115157
2024-09-0112117.733939653725
2024-10-0111701.688502898038
2024-11-0111425.047058165756
2024-12-0111193.833050673722
2025-01-0111402.31004342397
2025-02-0111454.982574500997
2025-03-0111592.94220698138
2025-04-0111672.195612874368
2025-05-0112105.8995098496
2025-06-0112917.21024283877
2025-07-0113026.026427120412
2025-08-0113341.33943381106
2025-09-0114193.581452559776
2025-10-0114749.566692137092
2025-11-0114464.841493188214
2025-12-0114823.322213317926
2026-01-0115876.30691242522
2026-02-0116816.305421473433
2026-03-0115317.19999254524
2026-04-0116864.971019624652
Annual Return Matrix
YearAnnual Return
20240.05605299363953242
20250.3242400655980622
20260.1377322017916076
Total Factor Risk
0.1604437228576907
VTI.US Exposure
-0.1937197899949111
VEA.US Exposure
0.09714605601530413
VWO.US Exposure
0.6464791006717198
QQQ.US Exposure
0.12564309448487637
VTV.US Exposure
0.03393831060276482
IJR.US Exposure
0.01692519472717748
QUAL.US Exposure
0.08001942116441936
SHV.US Exposure
0.16603092878000955
TLT.US Exposure
0.042876247834610436
LQD.US Exposure
-0.003761598814704398
HYG.US Exposure
-0.01603724329528366
GLD.US Exposure
0.034580625647476125
USO.US Exposure
-0.00668890927351489
VNQ.US Exposure
0.018455175235958368
BTC-USD.CC Exposure
-0.0024015787115796343
CPER.US Exposure
-0.01506425725759164
VIX.INDX Exposure
-0.003681979513717888
UUP.US Exposure
-0.016282373748895396
TIP.US Exposure
-0.009520243404371445
Idiosyncratic Exposure
0.0050638188502536525
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
36
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.0%

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 →11.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.00%
Market Cap$74.8B
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
$34
Avg Yield on Cost
0.34%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$33.780.34%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 →
+5.4%
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 →
+14.8%
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 →
1.1% 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 J.P. Morgan Exchange-Traded Fund Trust - JPMorgan BetaBuilders Emerging Markets Equity ETF a high-risk investment?

J.P. Morgan Exchange-Traded Fund Trust - JPMorgan BetaBuilders Emerging Markets Equity ETF (BBEM.US) has an annualized volatility of 16.0% and experienced a maximum drawdown of 12.0% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, BBEM.US has generated a Compound Annual Growth Rate (CAGR) of 19.6%. It has had a positive return in 100% 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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