JPMorgan BetaBuilders USD High Yield Corporate Bond ETF

10-Year Study

BBHY.US · · US · ETF

Executive Summary: JPMorgan BetaBuilders USD High Yield Corporate Bond ETF has compounded at 4.8% annually over the last 10 years, with a maximum drawdown of 15.0% and an annualized volatility of 7.2%.

1Y CAGR
+6.1%
3Y CAGR
+8.7%
5Y CAGR
+3.9%
10Y CAGR
+4.8%

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 →
15.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +14.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.7-0.7-1.51.5————————0.0%
20251.30.9-1.10.11.61.80.21.31.00.00.70.58.5%
20240.20.21.2-1.31.60.52.21.51.7-1.01.6-0.87.8%
20233.7-1.81.70.1-0.81.71.30.3-1.6-0.94.63.412.0%
2022-2.8-0.9-1.1-4.41.9-7.06.8-3.9-3.93.33.6-1.5-10.4%
2021-0.2-0.20.21.20.01.30.40.5-0.3-0.1-1.42.43.9%
2020-0.4-1.0-12.56.24.8-0.05.3-0.1-1.10.63.01.85.4%
20194.21.41.51.0-1.43.20.31.10.30.10.51.614.3%
20180.3-1.4-0.40.3-0.20.31.00.8-0.1-1.4-0.7-0.9-2.5%
20170.71.60.01.00.90.11.10.30.50.2-0.20.36.6%
2016—————————2.0-1.61.82.2%

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 7.2%. The dominant macroeconomic risk driver is HYG.US, accounting for 97.3% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-09-0110000
2016-10-0110204.362754862605
2016-11-0110039.940713530888
2016-12-0110220.062190020562
2017-01-0110295.081856517292
2017-02-0110460.044093467346
2017-03-0110464.061798378738
2017-04-0110567.711832647397
2017-05-0110659.848947800221
2017-06-0110668.289504336757
2017-07-0110789.42837174912
2017-08-0110816.843299379789
2017-09-0110867.554163051294
2017-10-0110884.232702767491
2017-11-0110860.497857786751
2017-12-0110891.289008032034
2018-01-0110924.781136369005
2018-02-0110774.437943340232
2018-03-0110727.812309032408
2018-04-0110755.699907829121
2018-05-0110733.990796417153
2018-06-0110762.249779701473
2018-07-0110866.980205206812
2018-08-0110955.234664352829
2018-09-0110947.266778982339
2018-10-0110789.42837174912
2018-11-0110718.460172389927
2018-12-0110619.368038650995
2019-01-0111061.011718868695
2019-02-0111212.705400943318
2019-03-0111375.540617646166
2019-04-0111485.909334917907
2019-05-0111325.133614009972
2019-06-0111688.955362960813
2019-07-0111728.4571675518
2019-08-0111851.655530759075
2019-09-0111882.986876622697
2019-10-0111890.684664184017
2019-11-0111948.51935757236
2019-12-0112142.922255721853
2020-01-0112092.481489859516
2020-02-0111971.54519580403
2020-03-0110479.221037918356
2020-04-0111131.16962480038
2020-05-0111667.381300453426
2020-06-0111661.810533139313
2020-07-0112279.017789316957
2020-08-0112262.305487374617
2020-09-0112132.624776747278
2020-10-0112203.25535384501
2020-11-0112566.840767212829
2020-12-0112794.229360307101
2021-01-0112764.65365020308
2021-02-0112741.121378579219
2021-03-0112768.60383066218
2021-04-0112918.069205811153
2021-05-0112921.648001782647
2021-06-0113095.72603979216
2021-07-0113146.50442791596
2021-08-0113215.953327098576
2021-09-0113173.446684380584
2021-10-0113157.207053604285
2021-11-0112975.701325842621
2021-12-0113290.770420238428
2022-01-0112913.376256376841
2022-02-0112792.946395713549
2022-03-0112649.929605758485
2022-04-0112087.788540425201
2022-05-0112316.46009811303
2022-06-0111450.864144178213
2022-07-0112233.168686210494
2022-08-0111750.335090094499
2022-09-0111297.043441856382
2022-10-0111668.191593880934
2022-11-0112093.528118870045
2022-12-0111913.170306797349
2023-01-0112350.661233199071
2023-02-0112130.734092083097
2023-03-0112332.699728889325
2023-04-0112346.542241609242
2023-05-0112244.614080874037
2023-06-0112454.345029693875
2023-07-0112612.554821414706
2023-08-0112648.612878938786
2023-09-0112445.49932644359
2023-10-0112335.9746648255
2023-11-0112902.977490723828
2023-12-0113340.097032637943
2024-01-0113370.618085074057
2024-02-0113396.007279135958
2024-03-0113558.065964637444
2024-04-0113378.012012600062
2024-05-0113598.074202620624
2024-06-0113666.138850531248
2024-07-0113969.796312489661
2024-08-0114174.868074101334
2024-09-0114414.107208572905
2024-10-0114271.225467522427
2024-11-0114505.839177011976
2024-12-0114383.788729493668
2025-01-0114574.207684957915
2025-02-0114702.77424212243
2025-03-0114540.411696585626
2025-04-0114553.308866973453
2025-05-0114782.318046922743
2025-06-0115048.229340049766
2025-07-0115078.716630259732
2025-08-0115268.02143226116
2025-09-0115418.634723099103
2025-10-0115422.348567975178
2025-11-0115525.25583326862
2025-12-0115608.918629658765
2026-01-0115719.692493644261
2026-02-0115616.042459375602
2026-03-0115384.298539108475
2026-04-0115613.34148128391
Annual Return Matrix
YearAnnual Return
20170.06567737118731976
2018-0.02496683075625883
20190.1434693864574259
20200.05363676805872197
20210.038809766961955594
2022-0.10365088477815776
20230.11977724561080327
20240.07823718930246337
20250.08517435310023669
20260.0002833541342663892
Total Factor Risk
0.07186786863495159
VTI.US Exposure
0.018160707931486973
VEA.US Exposure
0.008890519174468908
VWO.US Exposure
-0.00229192605532369
QQQ.US Exposure
-0.0006270244234209654
VTV.US Exposure
-0.013798308437935692
IJR.US Exposure
0.01418337811650176
QUAL.US Exposure
-0.00019453441535805644
SHV.US Exposure
0.004766163829751704
TLT.US Exposure
-0.004737664846772633
LQD.US Exposure
0.0023142523855684536
HYG.US Exposure
0.9733025863032256
GLD.US Exposure
-0.0015656670768896008
USO.US Exposure
-0.00022948377754987464
VNQ.US Exposure
0.007020476371201067
BTC-USD.CC Exposure
-0.002579779229161597
CPER.US Exposure
0.00006768205336722213
VIX.INDX Exposure
-0.005268556039086729
UUP.US Exposure
-0.0022884020332965722
TIP.US Exposure
0.002169037739802501
Idiosyncratic Exposure
0.0027065424294210475
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
7.2%

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 →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
$182
Avg Yield on Cost
1.82%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$182.421.82%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 →
+0.3%
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 →
+1.2%
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 →
1.0% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPMorgan BetaBuilders USD High Yield Corporate Bond ETF a high-risk investment?

JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY.US) has an annualized volatility of 7.2% and experienced a maximum drawdown of 15.0% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, BBHY.US has generated a Compound Annual Growth Rate (CAGR) of 4.8%. It has had a positive return in 80% 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 USD High Yield Corporate Bond ETF

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

Start a Free Backtest