JPMorgan BetaBuilders U.S. Small Cap Equity ETF

10-Year Study

BBSC.US · · US · ETF

Executive Summary: JPMorgan BetaBuilders U.S. Small Cap Equity ETF has compounded at 9.6% annually over the last 10 years, with a maximum drawdown of 26.2% and an annualized volatility of 19.0%.

1Y CAGR
+33.4%
3Y CAGR
+17.3%
5Y CAGR
+5.6%
10Y CAGR
+9.6%

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 →
26.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.73
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +20.1%
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.
20264.61.0-4.47.9————————9.0%
20252.6-6.6-7.1-2.56.55.32.07.82.51.40.3-1.010.4%
2024-4.85.02.6-6.55.5-1.510.5-1.01.4-1.312.0-8.212.3%
202311.4-1.6-4.7-2.4-0.07.77.3-6.0-6.3-7.710.413.620.1%
2022-9.21.01.2-9.50.7-9.111.1-2.1-9.910.62.7-6.3-19.8%
20215.75.20.82.30.42.2-3.62.3-3.55.2-4.42.515.4%
2020———————————9.59.5%

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 19.0%. The dominant macroeconomic risk driver is IJR.US, accounting for 80.8% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-11-0110000
2020-12-0110954.24315842534
2021-01-0111574.700401632546
2021-02-0112178.714288037205
2021-03-0112272.232068814128
2021-04-0112555.651311403437
2021-05-0112608.90420982455
2021-06-0112886.611977430528
2021-07-0112426.035382689151
2021-08-0112712.544106408235
2021-09-0112270.28081757427
2021-10-0112912.527032959886
2021-11-0112338.574610969285
2021-12-0112645.998308915594
2022-01-0111476.365469357226
2022-02-0111590.69659669263
2022-03-0111734.316818159647
2022-04-0110614.298606481407
2022-05-0110691.352704922032
2022-06-019714.914063643311
2022-07-0110794.50478869575
2022-08-0110569.948291842144
2022-09-019527.268736077009
2022-10-0110538.911201808161
2022-11-0110828.468755589522
2022-12-0110147.949560155452
2023-01-0111306.15944974715
2023-02-0111124.977641912876
2023-03-0110597.55036667263
2023-04-0110345.676352461018
2023-05-0110341.651896778809
2023-06-0111133.107855412283
2023-07-0111947.43003951284
2023-08-0111231.137904681378
2023-09-0110524.602026049206
2023-10-019716.946617018164
2023-11-0110724.503650465862
2023-12-0112184.832273695507
2024-01-0111606.02204913901
2024-02-0112180.767166945805
2024-03-0112499.817070196264
2024-04-0111686.937998991856
2024-05-0112332.924112587198
2024-06-0112150.421145059268
2024-07-0113421.864583163953
2024-08-0113289.321777589881
2024-09-0113474.93455178133
2024-10-0113306.395225938631
2024-11-0114900.120327159791
2024-12-0113684.937966471
2025-01-0114039.964064456333
2025-02-0113113.912421340186
2025-03-0112180.055773264607
2025-04-0111870.111709133482
2025-05-0112640.916925478465
2025-06-0113314.423811769298
2025-07-0113580.789931543604
2025-08-0114639.384380233827
2025-09-0115008.475747573133
2025-10-0115225.08496073107
2025-11-0115265.573423958114
2025-12-0115105.936681897265
2026-01-0115794.972275971966
2026-02-0115959.609099334948
2026-03-0115257.361908323712
2026-04-0116459.61722954845
Annual Return Matrix
YearAnnual Return
20210.15443834193045625
2022-0.19753669799235907
20230.20071864778847548
20240.12311254345403722
20250.10383669395563255
20260.08961248654467191
Total Factor Risk
0.19010234223377703
VTI.US Exposure
0.43432097969908645
VEA.US Exposure
-0.02544765811857263
VWO.US Exposure
0.010069207863719567
QQQ.US Exposure
-0.09865244090154524
VTV.US Exposure
-0.17354466517033013
IJR.US Exposure
0.8079855850066379
QUAL.US Exposure
-0.07233275370486594
SHV.US Exposure
0.04873447405564305
TLT.US Exposure
-0.0030493313472449287
LQD.US Exposure
0.018746355593168992
HYG.US Exposure
0.008198257103368706
GLD.US Exposure
0.0054842905845287875
USO.US Exposure
0.0006374923310485643
VNQ.US Exposure
0.027502406203090544
BTC-USD.CC Exposure
0.0015231241855959755
CPER.US Exposure
-0.0008919693848297546
VIX.INDX Exposure
0.006617480901143052
UUP.US Exposure
-0.0027725665913235125
TIP.US Exposure
-0.00642867623526911
Idiosyncratic Exposure
0.0133004079269496
Value Score
43.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.0%

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 →15.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.06%
Market Cap$3.3B
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
$34
Avg Yield on Cost
0.34%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$33.940.34%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 →
+4.6%
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 →
+9.1%
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 →
1.40
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC.US) has an annualized volatility of 19.0% and experienced a maximum drawdown of 26.2% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BBSC.US has generated a Compound Annual Growth Rate (CAGR) of 9.6%. 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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