JPMorgan BetaBuilders U.S. Mid Cap Equity ETF

10-Year Study

BBMC.US · · US · ETF

Executive Summary: JPMorgan BetaBuilders U.S. Mid Cap Equity ETF has compounded at 15.1% annually over the last 10 years, with a maximum drawdown of 26.7% and an annualized volatility of 17.8%.

1Y CAGR
+29.0%
3Y CAGR
+19.1%
5Y CAGR
+7.1%
10Y CAGR
+15.1%

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 →
26.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +18.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.23.7-5.97.6————————9.4%
20254.5-4.2-6.3-1.95.64.71.84.30.80.72.10.212.2%
2024-2.06.64.6-6.73.3-0.95.50.02.0-0.110.7-7.415.2%
20239.9-2.0-3.4-1.0-2.59.34.1-3.1-5.5-5.69.19.818.4%
2022-8.80.61.6-8.8-0.5-9.711.1-3.0-9.59.05.1-6.0-19.8%
20211.26.21.34.1-0.61.6-1.12.5-3.66.8-4.02.517.6%
2020————7.62.34.84.2-1.71.215.66.847.5%

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 17.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 97.5% of variance. Idiosyncratic stock-specific factors contribute 1.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-04-0110000
2020-05-0110761.896579627213
2020-06-0111009.448532570364
2020-07-0111535.901027170774
2020-08-0112015.38058865017
2020-09-0111809.846533773161
2020-10-0111955.360728549993
2020-11-0113820.292067348517
2020-12-0114753.976515531438
2021-01-0114931.019118842918
2021-02-0115863.624648102601
2021-03-0116064.683187446179
2021-04-0116726.55998689313
2021-05-0116632.654080611228
2021-06-0116894.032179755886
2021-07-0116706.200387212015
2021-08-0117126.93880731507
2021-09-0116513.213759812665
2021-10-0117636.947778326117
2021-11-0116939.3068145718
2021-12-0117356.68859802478
2022-01-0115837.211114463307
2022-02-0115937.990133885847
2022-03-0116190.85676152495
2022-04-0114761.808667714948
2022-05-0114683.966665401267
2022-06-0113255.957530554384
2022-07-0114724.905644544166
2022-08-0114286.205222367187
2022-09-0112928.665477191855
2022-10-0114093.598214588983
2022-11-0114814.296075332519
2022-12-0113924.267883580653
2023-01-0115306.942443671442
2023-02-0115000.609389391828
2023-03-0114495.835173156498
2023-04-0114345.705602985807
2023-05-0113988.283739692828
2023-06-0115293.236177350296
2023-07-0115913.454718372193
2023-08-0115420.548610292488
2023-09-0114577.053792100314
2023-10-0113758.41406910276
2023-11-0115015.014955015076
2023-12-0116482.80423016138
2024-01-0116153.374318932432
2024-02-0117223.64191080537
2024-03-0118022.58137346379
2024-04-0116815.370998259743
2024-05-0117371.473783269164
2024-06-0117215.210359220062
2024-07-0118162.40127392353
2024-08-0118165.737930593546
2024-09-0118530.552386508716
2024-10-0118519.92303711681
2024-11-0120495.58342540774
2024-12-0118980.041997918088
2025-01-0119836.084243587924
2025-02-0119007.75423026128
2025-03-0117812.17220345214
2025-04-0117468.256806679707
2025-05-0118450.57252632862
2025-06-0119316.704661928747
2025-07-0119663.55711577
2025-08-0120513.945027082864
2025-09-0120686.15247521983
2025-10-0120835.342986327698
2025-11-0121264.972497557446
2025-12-0121302.65473995057
2026-01-0122201.75384264967
2026-02-0123016.937029096844
2026-03-0121660.296383024208
2026-04-0123306.646739966556
Annual Return Matrix
YearAnnual Return
20210.17640749798899846
2022-0.1977578093343647
20230.18374656161260172
20240.15150563780810367
20250.12237131731780426
20260.0940724066779215
Total Factor Risk
0.1778772153027277
VTI.US Exposure
0.9747456210406558
VEA.US Exposure
0.07241652429238672
VWO.US Exposure
-0.004058566316982915
QQQ.US Exposure
-0.22867978150613832
VTV.US Exposure
-0.1557562147680597
IJR.US Exposure
0.34882481709224383
QUAL.US Exposure
-0.08585375367012209
SHV.US Exposure
0.04414147486883118
TLT.US Exposure
0.01698648585489997
LQD.US Exposure
0.002596454646029726
HYG.US Exposure
-0.02848688313388071
GLD.US Exposure
0.008451211378850534
USO.US Exposure
-0.00015087771111463953
VNQ.US Exposure
0.04586077311172701
BTC-USD.CC Exposure
0.014449152352110048
CPER.US Exposure
-0.0005235265692886319
VIX.INDX Exposure
-0.020095544947277787
UUP.US Exposure
-0.01168864059437966
TIP.US Exposure
-0.01239945876617048
Idiosyncratic Exposure
0.019220733345680113
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
17.8%

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
$45
Avg Yield on Cost
0.45%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$45.350.45%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 →
+4.0%
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 →
+9.7%
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 →
0.0% 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 →
1.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPMorgan BetaBuilders U.S. Mid Cap Equity ETF a high-risk investment?

JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBMC.US) has an annualized volatility of 17.8% and experienced a maximum drawdown of 26.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BBMC.US has generated a Compound Annual Growth Rate (CAGR) of 15.1%. It has had a positive return in 83% 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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