JPMorgan BetaBuilders International Equity ETF

10-Year Study

BBIN.US · · US · ETF

Executive Summary: JPMorgan BetaBuilders International Equity ETF has compounded at 9.7% annually over the last 10 years, with a maximum drawdown of 27.3% and an annualized volatility of 14.6%.

1Y CAGR
+22.5%
3Y CAGR
+17.9%
5Y CAGR
+8.6%
10Y CAGR
+9.7%

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 →
27.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +31.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.34.6-8.36.0————————7.2%
20254.72.90.33.84.62.6-2.14.42.11.31.12.631.9%
2024-0.33.03.2-3.35.1-1.92.73.30.9-5.5-0.2-2.93.6%
20239.1-3.23.12.8-3.94.82.8-3.8-3.6-2.88.35.018.6%
2022-3.7-3.40.5-6.92.1-8.85.3-6.0-9.35.813.3-1.7-14.3%
2021-0.92.62.42.93.5-1.10.61.4-3.03.0-4.64.811.7%
2020-2.8-8.2-13.86.45.53.21.94.9-1.6-4.014.44.97.9%

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 14.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 98.1% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-12-0110000
2020-01-019723.537423790374
2020-02-018924.98100550377
2020-03-017695.041046643069
2020-04-018185.979282100699
2020-05-018633.994588884976
2020-06-018906.95939810611
2020-07-019078.952245056798
2020-08-019519.57822952764
2020-09-019365.884958212107
2020-10-018991.206938087207
2020-11-0110288.484702481328
2020-12-0110791.167095973167
2021-01-0110699.437577599467
2021-02-0110982.432407390248
2021-03-0111244.417471230288
2021-04-0111565.632933676778
2021-05-0111967.158052739842
2021-06-0111831.787521079257
2021-07-0111907.024257361525
2021-08-0112077.256638808072
2021-09-0111713.627856123638
2021-10-0112069.913644534217
2021-11-0111510.61838667235
2021-12-0112058.21581453959
2022-01-0111610.177343735522
2022-02-0111215.763578748401
2022-03-0111276.986083056909
2022-04-0110497.447325018993
2022-05-0110714.679502622166
2022-06-019776.814669310454
2022-07-0110295.735040676018
2022-08-019675.518410762928
2022-09-018778.90869669959
2022-10-019285.181513259084
2022-11-0110517.692678316624
2022-12-0110335.299186479626
2023-01-0111274.507532939235
2023-02-0110910.068009562108
2023-03-0111243.629894557382
2023-04-0111556.784278116487
2023-05-0111107.958230639511
2023-06-0111638.8544002372
2023-07-0111963.266497414896
2023-08-0111503.136408279748
2023-09-0111093.0174378741
2023-10-0110777.894112632728
2023-11-0111672.164260697144
2023-12-0112257.1715805274
2024-01-0112220.572429257083
2024-02-0112590.895613661212
2024-03-0112990.474955061802
2024-04-0112563.84003854493
2024-05-0113198.927969164057
2024-06-0112952.833422900878
2024-07-0113305.829920501084
2024-08-0113744.301651131329
2024-09-0113872.977781072215
2024-10-0113106.781498434113
2024-11-0113080.374515871987
2024-12-0112704.306654559605
2025-01-0113305.04234382818
2025-02-0113694.406352500788
2025-03-0113729.430350425291
2025-04-0114246.19646795026
2025-05-0114902.479476678463
2025-06-0115287.071697274057
2025-07-0114970.002594370215
2025-08-0115622.255063654726
2025-09-0115945.138335526195
2025-10-0116149.769286362878
2025-11-0116327.113021885367
2025-12-0116752.21911309601
2026-01-0117644.033875062545
2026-02-0118464.040175675924
2026-03-0116937.53127142672
2026-04-0117954.43174026648
Annual Return Matrix
YearAnnual Return
20200.07911670959731665
20210.11741535528990532
2022-0.14288321378213376
20230.1859522747596818
20240.03647946600850038
20250.31862521651928155
20260.07176438053097356
Total Factor Risk
0.14563766202014639
VTI.US Exposure
-0.04201015402503636
VEA.US Exposure
0.9809070087924568
VWO.US Exposure
0.025556534230160074
QQQ.US Exposure
0.005566459724430932
VTV.US Exposure
0.014745131377229836
IJR.US Exposure
-0.0154063338472854
QUAL.US Exposure
0.01773846533701704
SHV.US Exposure
0.006534646065001701
TLT.US Exposure
-0.015588613039203223
LQD.US Exposure
0.02595288842888059
HYG.US Exposure
-0.005515401271839249
GLD.US Exposure
-0.01777001034082851
USO.US Exposure
0.00762815744178803
VNQ.US Exposure
-0.018067788819224332
BTC-USD.CC Exposure
-0.0007195164931292585
CPER.US Exposure
0.0066537540040405175
VIX.INDX Exposure
0.008006096861179559
UUP.US Exposure
0.01083417066819388
TIP.US Exposure
-0.0005345407101419549
Idiosyncratic Exposure
0.005489045616309446
Value Score
44
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
42
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.6%

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 →15.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.50%
Market Cap$68.0B
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
$59
Avg Yield on Cost
0.59%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$59.30.59%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 →
+2.1%
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 →
+8.8%
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 →
3.1% 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 JPMorgan BetaBuilders International Equity ETF a high-risk investment?

JPMorgan BetaBuilders International Equity ETF (BBIN.US) has an annualized volatility of 14.6% and experienced a maximum drawdown of 27.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BBIN.US has generated a Compound Annual Growth Rate (CAGR) of 9.7%. It has had a positive return in 86% 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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