J.P. Morgan Exchange - Traded Fund Trust - Betabuilders U S Treasury Bond 20+ Year Etf

10-Year Study

BBLB.US · · US · ETF

Executive Summary: J.P. Morgan Exchange - Traded Fund Trust - Betabuilders U S Treasury Bond 20+ Year Etf has compounded at -2.9% annually over the last 10 years, with a maximum drawdown of 19.9% and an annualized volatility of 12.2%.

1Y CAGR
+4.4%
3Y CAGR
-2.0%
5Y CAGR
-2.9%
10Y CAGR
-2.9%

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 →
19.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +4.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -7.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.04.0-4.0-0.3————————-0.4%
20250.35.3-0.9-1.0-3.62.9-1.10.13.51.50.2-2.54.3%
2024-2.5-2.20.9-6.52.92.13.32.31.8-5.41.9-6.0-7.8%
2023————-3.00.1-2.6-3.0-7.9-5.29.78.8-4.5%

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 12.2%. The dominant macroeconomic risk driver is TLT.US, accounting for 101.7% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-04-0110000
2023-05-019699.07086240618
2023-06-019706.478004591982
2023-07-019457.264593860351
2023-08-019172.649071533748
2023-09-018444.88056822403
2023-10-018005.240944712733
2023-11-018778.067698146648
2023-12-019551.006341945907
2024-01-019310.565135857281
2024-02-019103.93719817574
2024-03-019189.790675504513
2024-04-018596.245854461964
2024-05-018845.571155558939
2024-06-019027.012572001451
2024-07-019327.169666074393
2024-08-019543.375419029417
2024-09-019718.327194281956
2024-10-019189.02982102017
2024-11-019363.399766372917
2024-12-018802.403852609059
2025-01-018829.257540291721
2025-02-019297.753689025345
2025-03-019210.747740933524
2025-04-019120.74313105047
2025-05-018788.484691160214
2025-06-019041.603075642362
2025-07-018939.391226900234
2025-08-018944.560561779146
2025-09-019255.828369130792
2025-10-019392.849310531568
2025-11-019415.193816490852
2025-12-019178.064565216418
2026-01-019180.96252567884
2026-02-019549.372742611878
2026-03-019171.205685820805
2026-04-019144.161784517059
Annual Return Matrix
YearAnnual Return
2024-0.07837943589767626
20250.042677059459844235
2026-0.0036938921554164894
Total Factor Risk
0.12206881674463087
VTI.US Exposure
0.022255126160807978
VEA.US Exposure
0.00255708438313934
VWO.US Exposure
-0.00013536471624734858
QQQ.US Exposure
-0.0075650477111087605
VTV.US Exposure
-0.0077223239154680795
IJR.US Exposure
-0.0012180652173353218
QUAL.US Exposure
-0.002534084011157465
SHV.US Exposure
0.003915597462548616
TLT.US Exposure
1.0173524577957944
LQD.US Exposure
-0.04852410750214334
HYG.US Exposure
0.005299104537913042
GLD.US Exposure
-0.0013174226244956554
USO.US Exposure
-0.0011709351666611485
VNQ.US Exposure
0.004525659131427261
BTC-USD.CC Exposure
-0.0018059934055728631
CPER.US Exposure
0.0008584194316383833
VIX.INDX Exposure
0.00036941940358019526
UUP.US Exposure
0.0012333594683907392
TIP.US Exposure
0.013005720998239597
Idiosyncratic Exposure
0.0006213954967103954
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
58.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.2%

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 →4.89%
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
$43
Avg Yield on Cost
0.43%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$42.910.43%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 →
-1.4%
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 →
-0.7%
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 →
4.5% 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 J.P. Morgan Exchange - Traded Fund Trust - Betabuilders U S Treasury Bond 20+ Year Etf a high-risk investment?

J.P. Morgan Exchange - Traded Fund Trust - Betabuilders U S Treasury Bond 20+ Year Etf (BBLB.US) has an annualized volatility of 12.2% and experienced a maximum drawdown of 19.9% over the last 10 years. Its primary macro risk driver is TLT.US.

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

Over the past 10 years, BBLB.US has generated a Compound Annual Growth Rate (CAGR) of -2.9%. It has had a positive return in 33% 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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