Virtus LifeSci Biotech Products ETF

10-Year Study

BBP.US · · US · ETF

Executive Summary: Virtus LifeSci Biotech Products ETF has compounded at 12.7% annually over the last 10 years, with a maximum drawdown of 33.0% and an annualized volatility of 25.2%.

1Y CAGR
+57.8%
3Y CAGR
+19.5%
5Y CAGR
+10.8%
10Y CAGR
+12.7%

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 →
33.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +33.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -14.0%
% 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.
20262.14.0-2.22.14.2———————10.6%
20253.9-1.2-4.80.5-4.73.85.79.43.96.77.3-0.233.2%
2024-1.24.0-5.2-6.46.74.06.62.4-2.10.73.8-8.63.3%
20235.4-4.6-0.54.40.51.74.5-3.6-5.6-6.89.513.817.9%
2022-11.8-2.33.3-11.2-2.19.03.111.4-4.23.07.4-1.70.9%
20216.1-2.8-4.62.6-3.73.2-5.23.9-3.11.7-6.91.5-8.2%
2020-5.2-0.3-9.016.94.83.3-5.44.61.60.87.33.222.2%
201917.97.51.2-6.6-8.97.7-6.5-3.0-3.75.516.6-1.324.7%
20186.8-4.4-0.3-0.76.01.00.63.2-0.4-20.05.5-9.0-14.0%
20177.77.6-0.50.8-7.112.31.02.11.6-5.00.72.224.1%
2016————8.2-3.614.8-2.410.4-13.217.6-3.826.6%

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 25.2%. The dominant macroeconomic risk driver is LQD.US, accounting for 35.8% of variance. Idiosyncratic stock-specific factors contribute 25.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-0110815.94545384109
2016-06-0110428.698717700385
2016-07-0111974.121566652462
2016-08-0111686.01092472785
2016-09-0112900.244063068994
2016-10-0111191.066516871344
2016-11-0113159.338317901835
2016-12-0112664.316429705961
2017-01-0113634.990121256731
2017-02-0114671.328400418393
2017-03-0114597.87703870143
2017-04-0114709.33250687638
2017-05-0113658.195482896213
2017-06-0115339.944988959054
2017-07-0115487.2351140898
2017-08-0115811.722775345756
2017-09-0116068.415139658315
2017-10-0115266.842288769225
2017-11-0115369.348777747648
2017-12-0115713.012822996167
2018-01-0116774.49347228141
2018-02-0116042.42048580173
2018-03-0115990.005036222059
2018-04-0115883.469569596715
2018-05-0116840.351760740712
2018-06-0117001.743307635687
2018-07-0117107.930112733895
2018-08-0117656.180994072754
2018-09-0117587.998295432535
2018-10-0114078.13892224848
2018-11-0114852.981056057028
2018-12-0113520.31921899818
2019-01-0115946.189904311783
2019-02-0117148.800991748343
2019-03-0117359.66373532716
2019-04-0116210.55282222136
2019-05-0114768.682446829118
2019-06-0115906.403750048426
2019-07-0114875.295393793824
2019-08-0114432.41777398985
2019-09-0113893.425793204977
2019-10-0114652.268236934879
2019-11-0117090.72947739511
2019-12-0116863.59586254988
2020-01-0115984.194010769768
2020-02-0115943.516832603727
2020-03-0114504.319528919536
2020-04-0116962.383295238833
2020-05-0117781.892844690658
2020-06-0118369.03885639019
2020-07-0117381.55193119746
2020-08-0118176.151551543797
2020-09-0118468.368651454697
2020-10-0118621.23736101964
2020-11-0119981.017316855847
2020-12-0120613.644287761985
2021-01-0121873.087204121955
2021-02-0121264.47913841863
2021-03-0120282.02843528455
2021-04-0120811.21915313989
2021-05-0120034.86615271375
2021-06-0120672.529345678537
2021-07-0119589.354201371403
2021-08-0120354.08515089296
2021-09-0119718.746368109092
2021-10-0120049.20001549607
2021-11-0118658.737845271764
2021-12-0118929.99651338473
2022-01-0116687.48305117577
2022-02-0116307.868128462404
2022-03-0116843.06357261845
2022-04-0114959.90392437919
2022-05-0114652.306977104561
2022-06-0115968.310541200173
2022-07-0116460.31069616085
2022-08-0118328.74907992097
2022-09-0117564.018130399414
2022-10-0118088.560027892923
2022-11-0119429.357300584976
2022-12-0119091.15561926161
2023-01-0120117.770115833107
2023-02-0119182.96982140782
2023-03-0119091.15561926161
2023-04-0119939.95273699299
2023-05-0120041.839383256498
2023-06-0120386.626893425793
2023-07-0121302.44450470693
2023-08-0120532.677333126718
2023-09-0119382.481695269824
2023-10-0118069.38364390036
2023-11-0119778.018827722466
2023-12-0122504.939371634446
2024-01-0122245.380234765427
2024-02-0123137.566342540584
2024-03-0121930.422655251234
2024-04-0120518.730872041222
2024-05-0121894.781699143845
2024-06-0122772.246542439854
2024-07-0124283.50056173246
2024-08-0124856.467671328403
2024-09-0124344.710029829934
2024-10-0124516.32898152094
2024-11-0125441.831635222567
2024-12-0123251.075039708678
2025-01-0124148.6847712393
2025-02-0123860.070507108823
2025-03-0122708.325262464652
2025-04-0122814.085925696356
2025-05-0121733.622593266962
2025-06-0122557.78096308062
2025-07-0123836.826405299656
2025-08-0126081.431836671447
2025-09-0127107.039088831214
2025-10-0128911.013830240576
2025-11-0131027.001898268318
2025-12-0130959.206601324917
2026-01-0131621.663502886146
2026-02-0132890.404059969784
2026-03-0132178.74714291249
2026-04-0132843.14105295781
2026-05-0134238.910626428544
Annual Return Matrix
YearAnnual Return
20170.2407312238455328
2018-0.13954635108481273
20190.2472779369627509
20200.22237537330576607
2021-0.08167637662093596
20220.00851342501637209
20230.17881493506493507
20240.03315430696137156
20250.3315172115032159
20260.10593630732653425
Total Factor Risk
0.2515918895943395
VTI.US Exposure
0.3283718645797638
VEA.US Exposure
-0.049890244140967356
VWO.US Exposure
0.005334919557380143
QQQ.US Exposure
-0.09006485386728955
VTV.US Exposure
-0.06810080525503825
IJR.US Exposure
0.09738426838527682
QUAL.US Exposure
-0.06744354951997271
SHV.US Exposure
0.058058486164984
TLT.US Exposure
-0.024108396413142878
LQD.US Exposure
0.3576411199862395
HYG.US Exposure
-0.018012482175457267
GLD.US Exposure
0.014160299668435381
USO.US Exposure
0.0006549399791398022
VNQ.US Exposure
0.11019675386331565
BTC-USD.CC Exposure
0.00194907767261469
CPER.US Exposure
0.00340568884581787
VIX.INDX Exposure
0.04386957565769807
UUP.US Exposure
-0.00548592860026857
TIP.US Exposure
0.046628873367345273
Idiosyncratic Exposure
0.2554503922441255
Value Score
25.3
Growth Score
50
Profit Score
75
Health Score
20.4
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.2%

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 →17.9x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Fairly Valued17.9x
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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$6.0B
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
2.0/ 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
1.02
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+5.0%
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 →
+14.4%
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 →
2.2% 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 →
0.80
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
53
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+16.0%
50.0% retracement+23.1%
61.8% retracement+31.1%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Virtus LifeSci Biotech Products ETF a high-risk investment?

Virtus LifeSci Biotech Products ETF (BBP.US) has an annualized volatility of 25.2% and experienced a maximum drawdown of 33.0% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BBP.US has generated a Compound Annual Growth Rate (CAGR) of 12.7%. 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.

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