JPMorgan BetaBuilders U.S. Equity ETF

10-Year Study

BBUS.US · · US · ETF

Executive Summary: JPMorgan BetaBuilders U.S. Equity ETF has compounded at 15.3% annually over the last 10 years, with a maximum drawdown of 24.8% and an annualized volatility of 12.4%.

1Y CAGR
+21.5%
3Y CAGR
+21.0%
5Y CAGR
+12.1%
10Y CAGR
+15.3%

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 →
24.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +27.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.2-0.9-5.27.9————————2.6%
20253.0-1.5-5.8-0.66.55.22.32.03.62.40.10.017.8%
20241.65.33.0-4.04.83.71.22.52.1-0.86.1-2.524.9%
20236.4-2.43.61.30.86.53.6-1.7-4.7-2.39.44.727.2%
2022-5.7-2.93.7-9.1-0.2-8.39.2-3.9-9.27.95.3-5.8-19.5%
2021-0.72.54.25.20.52.62.22.9-4.76.8-0.94.127.1%
20200.3-7.2-13.713.05.12.25.97.7-3.9-2.611.73.920.7%
2019———4.0-6.36.91.6-1.81.92.03.92.915.5%

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 12.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 95.7% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-03-0110000
2019-04-0110404.028374445676
2019-05-019748.453956485586
2019-06-0110419.662035753881
2019-07-0110589.250450388026
2019-08-0110401.321715631928
2019-09-0110594.75038109756
2019-10-0110806.129607815965
2019-11-0111228.693181818182
2019-12-0111550.547394678491
2020-01-0111581.208425720622
2020-02-0110750.24251662971
2020-03-019280.461820953436
2020-04-0110486.267495842572
2020-05-0111018.180085920178
2020-06-0111261.2813539357
2020-07-0111922.59388858093
2020-08-0112836.773316241683
2020-09-0112333.50800304878
2020-10-0112018.821022727272
2020-11-0113420.805328436807
2020-12-0113939.682649667406
2021-01-0113846.50862666297
2021-02-0114190.88224085366
2021-03-0114787.01843126386
2021-04-0115562.833460365853
2021-05-0115640.005716463413
2021-06-0116052.543826219511
2021-07-0116411.013719512197
2021-08-0116885.61010254989
2021-09-0116088.401642184035
2021-10-0117183.429185144127
2021-11-0117022.047360033263
2021-12-0117721.079891906873
2022-01-0116710.15365160754
2022-02-0116222.110587583147
2022-03-0116818.874722838136
2022-04-0115281.49251662971
2022-05-0115252.715320121952
2022-06-0113983.162416851443
2022-07-0115274.628429878048
2022-08-0114676.34856568736
2022-09-0113326.072269955654
2022-10-0114378.247990576496
2022-11-0115144.57888719512
2022-12-0114271.194221175165
2023-01-0115189.422810421285
2023-02-0114827.120288248336
2023-03-0115358.23170731707
2023-04-0115560.841359478934
2023-05-0115688.249203159645
2023-06-0116708.3347768847
2023-07-0117303.626489745013
2023-08-0117008.08100055432
2023-09-0116213.839038248336
2023-10-0115845.733439578713
2023-11-0117339.224466463413
2023-12-0118153.45239745011
2024-01-0118445.121951219513
2024-02-0119419.475817627495
2024-03-0120010.13373059867
2024-04-0119207.0355806541
2024-05-0120120.327224223947
2024-06-0120860.71750277162
2024-07-0121115.836335920176
2024-08-0121634.58373752772
2024-09-0122087.483543514416
2024-10-0121912.633384146342
2024-11-0123258.167613636364
2024-12-0122672.36003325942
2025-01-0123348.76489745011
2025-02-0122991.291054600882
2025-03-0121653.292163248338
2025-04-0121513.80179462306
2025-05-0122908.835400498894
2025-06-0124089.761467572065
2025-07-0124655.842918514416
2025-08-0125137.996292960088
2025-09-0126044.85691518847
2025-10-0126670.831312361417
2025-11-0126698.460885532146
2025-12-0126700.647865853658
2026-01-0127025.44692350333
2026-02-0126769.938331485584
2026-03-0125373.30238359202
2026-04-0127383.808550443457
Annual Return Matrix
YearAnnual Return
20200.20684173427915842
20210.271268531520672
2022-0.1946769436047322
20230.27203456950467175
20240.24892827749084523
20250.17767395307259148
20260.025585921660854716
Total Factor Risk
0.12428079670717826
VTI.US Exposure
0.9565340740468423
VEA.US Exposure
-0.00026641620354721994
VWO.US Exposure
-0.0006797683150446775
QQQ.US Exposure
0.05346130857413835
VTV.US Exposure
0.03848452319077362
IJR.US Exposure
-0.07991397010231524
QUAL.US Exposure
0.01856199394487949
SHV.US Exposure
0.010044000202529319
TLT.US Exposure
-0.004971588870418808
LQD.US Exposure
0.003917134459551194
HYG.US Exposure
0.003987892083575612
GLD.US Exposure
-0.0005473320312788305
USO.US Exposure
0.0014477577701743878
VNQ.US Exposure
-0.009206709993347365
BTC-USD.CC Exposure
-0.0005623012041389662
CPER.US Exposure
0.0008739317361015327
VIX.INDX Exposure
0.002952583416810687
UUP.US Exposure
0.0006796873433024196
TIP.US Exposure
0.004349657806341082
Idiosyncratic Exposure
0.0008535421450711384
Value Score
41.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.4%

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 →20.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.07%
Market Cap$406.1B
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
$62
Avg Yield on Cost
0.62%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$62.360.62%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 →
+5.3%
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 →
1.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

JPMorgan BetaBuilders U.S. Equity ETF (BBUS.US) has an annualized volatility of 12.4% and experienced a maximum drawdown of 24.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BBUS.US has generated a Compound Annual Growth Rate (CAGR) of 15.3%. It has had a positive return in 86% 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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