JPMorgan BetaBuilders Japan ETF

10-Year Study

BBJP.US · · US · ETF

Executive Summary: JPMorgan BetaBuilders Japan ETF has compounded at 8.0% annually over the last 10 years, with a maximum drawdown of 28.5% and an annualized volatility of 18.7%.

1Y CAGR
+29.0%
3Y CAGR
+19.0%
5Y CAGR
+8.4%
10Y CAGR
+8.0%

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 →
28.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +26.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.2%
% 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.
20266.17.9-8.65.6————————10.4%
20251.70.30.34.33.71.8-1.66.42.53.8-0.21.126.5%
20243.24.43.5-5.52.5-0.64.11.3-0.4-5.02.3-2.17.5%
20237.6-4.54.90.40.75.32.5-2.7-2.3-2.16.03.920.6%
2022-4.1-1.6-2.3-8.11.8-7.26.3-4.4-8.82.211.6-2.1-17.2%
2021-0.92.00.6-1.71.9-1.0-0.52.02.5-2.6-3.22.41.2%
2020-2.6-8.4-6.54.57.3-0.1-1.47.11.9-1.410.55.415.4%
20196.60.30.61.4-5.04.3-0.3-0.75.13.51.30.818.8%
2018——————0.1-0.73.5-8.90.8-7.2-12.3%

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 18.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 66.3% of variance. Idiosyncratic stock-specific factors contribute 6.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-06-0110000
2018-07-0110012.362365248966
2018-08-019938.138022172014
2018-09-0110288.647436877965
2018-10-019373.205513665052
2018-11-019451.542286561129
2018-12-018767.424540674188
2019-01-019344.443580722735
2019-02-019373.506423164012
2019-03-019431.607032254991
2019-04-019560.29599464381
2019-05-019082.903074542806
2019-06-019468.969961709266
2019-07-019439.907119267988
2019-08-019373.506423164012
2019-09-019855.036848875727
2019-10-0110199.603300977202
2019-11-0110332.429768976732
2019-12-0110419.869054216368
2020-01-0110152.385585431968
2020-02-019298.905943213362
2020-03-018691.720725894014
2020-04-019082.376482919624
2020-05-019744.753517506662
2020-06-019736.252824161027
2020-07-019600.392185380311
2020-08-0110284.008415435652
2020-09-0110475.08594727564
2020-10-0110326.461730580679
2020-11-0111409.209335215688
2020-12-0112026.149035459677
2021-01-0111918.7744959139
2021-02-0112159.276412958165
2021-03-0112232.297118039274
2021-04-0112026.149035459677
2021-05-0112249.474035271609
2021-06-0112131.36705692957
2021-07-0112066.947348360418
2021-08-0112307.474341196265
2021-09-0112614.552484885566
2021-10-0112285.984387812161
2021-11-0111888.70862180942
2021-12-0112171.71400558187
2022-01-0111667.866125363913
2022-02-0111475.610031319662
2022-03-0111212.640205019672
2022-04-0110308.833449099906
2022-05-0110490.03111905735
2022-06-019738.685175944292
2022-07-0110348.603654545865
2022-08-019891.17106454258
2022-09-019022.721174750684
2022-10-019221.597277772067
2022-11-0110293.361685695012
2022-12-0110073.121008247428
2023-01-0110842.621824464444
2023-02-0110353.543585487136
2023-03-0110858.319269993555
2023-04-0110903.204936921846
2023-05-0110981.717240358987
2023-06-0111562.77348285192
2023-07-0111852.173193477285
2023-08-0111531.353516002117
2023-09-0111271.11695098435
2023-10-0111035.554964881354
2023-11-0111701.86889874646
2023-12-0112152.882086105252
2024-01-0112546.246028621508
2024-02-0113094.653590477217
2024-03-0113548.199432785595
2024-04-0112805.404334601331
2024-05-0113131.690534640951
2024-06-0113057.641722105061
2024-07-0113594.464268250787
2024-08-0113777.266788869358
2024-09-0113717.109964868814
2024-10-0113034.496766476675
2024-11-0113339.944983713274
2024-12-0113060.174377054647
2025-01-0113286.207562357224
2025-02-0113319.533289367111
2025-03-0113355.216140785524
2025-04-0113926.242066646439
2025-05-0114444.959891271366
2025-06-0114699.52932739204
2025-07-0114463.992417080626
2025-08-0115391.922084500402
2025-09-0115779.744277077465
2025-10-0116372.210004739323
2025-11-0116341.266477929543
2025-12-0116527.45423041142
2026-01-0117530.485893613444
2026-02-0118907.146851358233
2026-03-0117279.727977812938
2026-04-0118245.145953644893
Annual Return Matrix
YearAnnual Return
20190.1884754759936733
20200.154155486300793
20210.01210403843266783
2022-0.1724155691114697
20230.20646640461829158
20240.07465655344313182
20250.26548495856597576
20260.10392960097102133
Total Factor Risk
0.18655172866652017
VTI.US Exposure
0.1638602516359092
VEA.US Exposure
0.6626741919988172
VWO.US Exposure
0.0066980295822551324
QQQ.US Exposure
0.013089494811577451
VTV.US Exposure
-0.047219190369690724
IJR.US Exposure
-0.012812838659640223
QUAL.US Exposure
-0.10289366630370698
SHV.US Exposure
0.26960682855181545
TLT.US Exposure
-0.0388832180366415
LQD.US Exposure
0.14368269048122567
HYG.US Exposure
-0.045000735518903615
GLD.US Exposure
0.004342537656223623
USO.US Exposure
0.005425948054712204
VNQ.US Exposure
-0.026269738127352654
BTC-USD.CC Exposure
-0.005274641018851465
CPER.US Exposure
-0.03532427709386752
VIX.INDX Exposure
-0.002098328070658198
UUP.US Exposure
-0.02878937480619108
TIP.US Exposure
0.010687008625626524
Idiosyncratic Exposure
0.06449902660734168
Value Score
43.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.7%

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 →15.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.68%
Market Cap$47.8B
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
$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 →
+1.7%
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 →
+10.9%
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 →
5.1% 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 →
0.84
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPMorgan BetaBuilders Japan ETF a high-risk investment?

JPMorgan BetaBuilders Japan ETF (BBJP.US) has an annualized volatility of 18.7% and experienced a maximum drawdown of 28.5% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BBJP.US has generated a Compound Annual Growth Rate (CAGR) of 8.0%. 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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