VanEck Biotech ETF

10-Year Study

BBH.US · · US · ETF

Executive Summary: VanEck Biotech ETF has compounded at 6.2% annually over the last 10 years, with a maximum drawdown of 34.7% and an annualized volatility of 23.6%.

1Y CAGR
+33.0%
3Y CAGR
+8.3%
5Y CAGR
+1.3%
10Y CAGR
+6.2%

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 →
34.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +26.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.90.7-5.01.9————————1.3%
20255.3-0.4-4.4-3.0-2.83.35.71.90.39.39.2-3.821.2%
20240.1-1.72.2-6.25.52.37.10.4-2.1-4.4-1.3-5.5-4.3%
20235.0-6.83.7-1.5-3.20.93.01.8-4.8-7.35.19.53.9%
2022-12.9-4.83.2-9.71.1-1.55.8-5.4-3.611.77.0-4.6-15.2%
202110.4-4.4-2.07.6-2.59.52.64.4-6.5-1.3-1.9-3.111.8%
2020-5.01.4-4.715.98.51.31.2-2.71.0-6.011.00.722.1%
201915.41.8-1.2-4.1-5.510.7-2.2-2.4-4.17.111.8-1.026.3%
20184.1-6.8-0.5-4.02.11.77.25.10.6-12.14.0-10.5-10.7%
20175.96.4-1.82.5-3.87.13.44.2-0.8-5.7-0.6-0.416.5%
2016———2.54.0-7.412.7-1.41.3-10.85.8-0.94.1%

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 23.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.5% of variance. Idiosyncratic stock-specific factors contribute 19.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110249.805461590257
2016-05-0110654.898940824038
2016-06-019870.757953899438
2016-07-0111125.581095301646
2016-08-0110965.474976111087
2016-09-0111112.074283433392
2016-10-019917.054063534431
2016-11-0110495.760473827026
2016-12-0110406.403841579207
2017-01-0111025.53997008342
2017-02-0111732.72236849002
2017-03-0111516.986327880883
2017-04-0111801.405514811127
2017-05-0111350.59046943227
2017-06-0112153.54019586893
2017-07-0112560.820972248543
2017-08-0113082.254468335599
2017-09-0112975.842966176526
2017-10-0112239.641081673877
2017-11-0112169.990283159224
2017-12-0112119.097825604886
2018-01-0112620.97668361402
2018-02-0111768.948847485919
2018-03-0111705.71882446386
2018-04-0111236.911496111248
2018-05-0111472.292892191452
2018-06-0111669.73425851635
2018-07-0112511.06752196369
2018-08-0113148.14553488991
2018-09-0113231.79705107994
2018-10-0111630.826576567495
2018-11-0112091.862448240689
2018-12-0110822.867234087162
2019-01-0112489.50702152623
2019-02-0112718.2358087758
2019-03-0112559.883559186042
2019-04-0112050.606193780415
2019-05-0111386.887506400615
2019-06-0112606.804610862702
2019-07-0112331.144692226124
2019-08-0112029.106171605054
2019-09-0111532.529241239725
2019-10-0112356.565721727422
2019-11-0113812.05573676635
2019-12-0113673.550436854646
2020-01-0112984.08816924237
2020-02-0113171.409506376425
2020-03-0112553.543421376244
2020-04-0114545.435302371152
2020-05-0115781.177552081863
2020-06-0115979.284179289825
2020-07-0116167.593328038125
2020-08-0115736.060768557754
2020-09-0115895.924974699928
2020-10-0114936.759897267593
2020-11-0116581.466234986274
2020-12-0116699.70123738524
2021-01-0118430.891489902147
2021-02-0117615.92674872895
2021-03-0117265.576176402996
2021-04-0118577.420239252006
2021-05-0118122.26083871254
2021-06-0119846.949678054054
2021-07-0120370.328558238554
2021-08-0121269.015373574224
2021-09-0119893.195389137298
2021-10-0119633.390854880396
2021-11-0119268.273506892507
2021-12-0118671.655451308954
2022-01-0116261.516069074238
2022-02-0115488.382125851233
2022-03-0115988.355918604324
2022-04-0114435.183430568939
2022-05-0114593.948948283025
2022-06-0114377.003342431954
2022-07-0115217.197598609808
2022-08-0114395.731444261219
2022-09-0113882.936259943637
2022-10-0115505.144684162358
2022-11-0116583.008430669735
2022-12-0115824.842857315654
2023-01-0116617.37016325099
2023-02-0115483.070118497075
2023-03-0116057.653927256748
2023-04-0115823.855045701406
2023-05-0115318.619644145905
2023-06-0115459.292081782738
2023-07-0115927.877656507666
2023-08-0116208.234720167084
2023-09-0115427.591392733739
2023-10-0114303.189623542978
2023-11-0115028.354225212985
2023-12-0116448.817246787596
2024-01-0116467.726783403155
2024-02-0116193.094995222216
2024-03-0116550.309850296144
2024-04-0115526.433032420378
2024-05-0116377.1807453341
2024-06-0116757.276542901265
2024-07-0117947.3375453083
2024-08-0118022.955532349824
2024-09-0117650.812626248375
2024-10-0116878.67657434996
2024-11-0116653.798236453877
2024-12-0115743.247602036909
2025-01-0116573.6846985965
2025-02-0116506.493349407112
2025-03-0115779.353124508614
2025-04-0115304.96163662241
2025-05-0114877.702874330205
2025-06-0115373.160956846743
2025-07-0116251.335561621301
2025-08-0116566.558343379445
2025-09-0116617.259286437144
2025-10-0118167.236506291756
2025-11-0119837.373953222082
2025-12-0119076.859807356577
2026-01-0119821.750402180445
2026-02-0119955.81054982804
2026-03-0118951.87139902348
2026-04-0119318.93413110881
Annual Return Matrix
YearAnnual Return
20170.16458077257991244
2018-0.10695768036289666
20190.26339445371639747
20200.2213141944738901
20210.11808320315989485
2022-0.1524670697473548
20230.039430052803556714
2024-0.042894855852841585
20250.2117486994797919
20260.012689421959209524
Total Factor Risk
0.23635262984099575
VTI.US Exposure
0.11999751329563249
VEA.US Exposure
-0.0029647551703699555
VWO.US Exposure
-0.003256541372417627
QQQ.US Exposure
-0.08629656278213302
VTV.US Exposure
-0.05724739317019599
IJR.US Exposure
-0.0135456614803515
QUAL.US Exposure
0.2282712568724653
SHV.US Exposure
0.39452210013034
TLT.US Exposure
-0.010775283881389094
LQD.US Exposure
0.11184317229531664
HYG.US Exposure
0.08077704132380019
GLD.US Exposure
-0.003465865610393738
USO.US Exposure
0.007224418720921106
VNQ.US Exposure
0.054921276510591345
BTC-USD.CC Exposure
-0.005008885594827189
CPER.US Exposure
0.007327627220098684
VIX.INDX Exposure
-0.032683943418994076
UUP.US Exposure
0.006571542813622979
TIP.US Exposure
0.00919940018415633
Idiosyncratic Exposure
0.19458954311412704
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
23.6%

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
$0
Avg Yield on Cost
0.00%

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 →
+0.4%
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 →
+6.4%
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 →
4.7% 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 →
0.79
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is VanEck Biotech ETF a high-risk investment?

VanEck Biotech ETF (BBH.US) has an annualized volatility of 23.6% and experienced a maximum drawdown of 34.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BBH.US has generated a Compound Annual Growth Rate (CAGR) of 6.2%. It has had a positive return in 70% 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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