JPMorgan BetaBuilders Europe ETF

10-Year Study

BBEU.US · · US · ETF

Executive Summary: JPMorgan BetaBuilders Europe ETF has compounded at 9.2% annually over the last 10 years, with a maximum drawdown of 29.4% and an annualized volatility of 17.2%.

1Y CAGR
+19.6%
3Y CAGR
+17.7%
5Y CAGR
+9.0%
10Y CAGR
+9.2%

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 →
29.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +36.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.7%
% 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.
20264.43.3-8.56.2————————4.9%
20256.54.40.63.64.72.3-2.63.92.30.81.53.636.4%
2024-0.92.63.6-2.46.0-2.52.04.00.3-5.4-1.9-2.81.9%
20239.3-1.72.64.3-5.24.52.6-3.8-4.3-2.89.45.220.4%
2022-3.4-4.90.3-6.52.4-9.34.9-7.4-9.38.213.6-1.6-14.7%
2021-0.82.63.54.64.4-1.21.61.5-5.15.0-4.65.517.5%
2020-2.7-8.0-15.55.35.84.42.94.1-3.1-5.316.24.55.0%
20196.23.51.03.7-5.46.1-2.3-2.12.63.71.24.124.0%
2018——————2.7-2.90.4-7.7-0.2-5.3-12.7%

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 17.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 76.1% of variance. Idiosyncratic stock-specific factors contribute 2.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-06-0110000
2018-07-0110272.70977875324
2018-08-019971.52501118196
2018-09-0110009.647690275337
2018-10-019235.284021760612
2018-11-019218.979165149734
2018-12-018734.410268679072
2019-01-019274.186837533935
2019-02-019597.215432143714
2019-03-019696.448817832885
2019-04-0110054.193494700272
2019-05-019507.291677501898
2019-06-0110085.502980122119
2019-07-019855.336654981953
2019-08-019650.264726380063
2019-09-019903.757138250621
2019-10-0110274.322061225128
2019-11-0110396.413451636725
2019-12-0110827.699012867055
2020-01-0110531.507120047432
2020-02-019689.505601381363
2020-03-018188.418610940636
2020-04-018624.56702414263
2020-05-019120.577925252504
2020-06-019520.345964613001
2020-07-019799.478868697795
2020-08-0110203.121586902027
2020-09-019887.426277083747
2020-10-019364.55266962772
2020-11-0110881.37241644736
2020-12-0111368.619782185839
2021-01-0111272.871007000427
2021-02-0111568.854863372062
2021-03-0111968.310848060579
2021-04-0112519.087344102687
2021-05-0113065.495074737095
2021-06-0112910.715957435743
2021-07-0113122.341034149184
2021-08-0113325.124561823231
2021-09-0112644.091244786086
2021-10-0113275.533873534643
2021-11-0112661.826351976868
2021-12-0113358.592425392928
2022-01-0112897.947720440621
2022-02-0112265.12685022416
2022-03-0112307.800326617224
2022-04-0111513.881231991845
2022-05-0111791.973953836712
2022-06-0110693.541508472284
2022-07-0111220.34180388404
2022-08-0110391.862654337041
2022-09-019430.058146187212
2022-10-0110204.39581014594
2022-11-0111589.320448942655
2022-12-0111399.539199267712
2023-01-0112464.269740058458
2023-02-0112248.015852377337
2023-03-0112570.78440142713
2023-04-0113110.066883718027
2023-05-0112429.475644132852
2023-06-0112988.131520642417
2023-07-0113321.717964987467
2023-08-0112820.142088893974
2023-09-0112269.36559285187
2023-10-0111924.181116531616
2023-11-0113049.008186234229
2023-12-0113722.68221392388
2024-01-0113596.586121888557
2024-02-0113945.80130438853
2024-03-0114452.994164577634
2024-04-0114107.497633585406
2024-05-0114946.950705763651
2024-06-0114573.421263405351
2024-07-0114863.007999001426
2024-08-0115457.030071668558
2024-09-0115502.173980881451
2024-10-0114666.621592102938
2024-11-0114383.145927166439
2024-12-0113977.240812590366
2025-01-0114890.234769131552
2025-02-0115551.01053704609
2025-03-0115641.844451147841
2025-04-0116205.987288973029
2025-05-0116967.478702268636
2025-06-0117361.81178942551
2025-07-0116914.01333513632
2025-08-0117580.588119038457
2025-09-0117983.788759790714
2025-10-0118128.47810936476
2025-11-0118397.157181938277
2025-12-0119061.33954668858
2026-01-0119909.088072230257
2026-02-0120572.20425018463
2026-03-0118829.898998304503
2026-04-0119992.30265142453
Annual Return Matrix
YearAnnual Return
20190.239659997618197
20200.049957130196912836
20210.17504083005091742
2022-0.1466511713016495
20230.20379271249888786
20240.01855020721883327
20250.3637412277764134
20260.0488403819918144
Total Factor Risk
0.17222261077326587
VTI.US Exposure
-0.14248288339857051
VEA.US Exposure
0.7610351522644214
VWO.US Exposure
0.002896869081458353
QQQ.US Exposure
0.0077748289115741704
VTV.US Exposure
0.03940517167323872
IJR.US Exposure
-0.026390054917522617
QUAL.US Exposure
0.11789840349995953
SHV.US Exposure
0.11334077315007784
TLT.US Exposure
0.006283689833923934
LQD.US Exposure
-0.04496666913421228
HYG.US Exposure
0.07262536797883838
GLD.US Exposure
-0.02353963857254486
USO.US Exposure
0.01147027772562151
VNQ.US Exposure
-0.005640654472374988
BTC-USD.CC Exposure
0.0006275475564487823
CPER.US Exposure
0.03159805204955824
VIX.INDX Exposure
0.0011786007121692339
UUP.US Exposure
0.058883148804576714
TIP.US Exposure
-0.0047463498592658585
Idiosyncratic Exposure
0.022748367112624367
Value Score
44.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.2%

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 →14.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.62%
Market Cap$82.7B
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
$75
Avg Yield on Cost
0.75%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$74.630.75%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 →
+2.2%
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 →
+7.8%
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 →
3.2% 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 →
1.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPMorgan BetaBuilders Europe ETF a high-risk investment?

JPMorgan BetaBuilders Europe ETF (BBEU.US) has an annualized volatility of 17.2% and experienced a maximum drawdown of 29.4% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BBEU.US has generated a Compound Annual Growth Rate (CAGR) of 9.2%. 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.

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