Exchange Traded Concepts Trust

10-Year Study

BDBT.US · · US · ETF

Executive Summary: Exchange Traded Concepts Trust has compounded at -0.5% annually over the last 10 years, with a maximum drawdown of 62.9% and an annualized volatility of 328.9%.

1Y CAGR
+3.8%
3Y CAGR
-0.5%
5Y CAGR
-0.5%
10Y CAGR
-0.5%

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 →
62.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
108.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +158.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -42.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.21.6-2.10.5————————0.2%
20254.97.3-1.8-12.1—158.0-0.31.31.00.50.7-0.3158.0%
2024-5.0-13.624.4-7.8-5.0-13.2-9.11.7—-10.7-6.4-3.7-42.2%
2023—————————-31.113.0-15.0-33.9%

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 328.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.7% of variance. Idiosyncratic stock-specific factors contribute 1.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-09-0110000
2023-10-016887.15962548283
2023-11-017782.100936292925
2023-12-016614.785795848987
2024-01-016284.046357624741
2024-02-015428.015328848417
2024-03-016750.9727106659075
2024-04-016225.68074903434
2024-05-015914.3966373667245
2024-06-015136.186543737432
2024-07-014669.2605617757545
2024-08-014747.081496922787
2024-10-014241.244861847848
2024-11-013968.8714032934936
2024-12-013821.0114409743896
2025-01-014007.782056406754
2025-02-014299.610841517739
2025-03-014221.789906370707
2025-04-013712.0621317685454
2025-06-019575.734429393295
2025-07-019547.979167894322
2025-08-019673.916125051413
2025-09-019767.097153508608
2025-10-019820.248353112118
2025-11-019886.380655418407
2025-12-019858.457665990163
2026-01-019877.848053636128
2026-02-0110038.910207817873
2026-03-019828.793482537963
2026-04-019875.486088155722
Annual Return Matrix
YearAnnual Return
2024-0.4223529591279871
20251.5800649430864242
20260.0017272906921639297
Total Factor Risk
3.288637536238655
VTI.US Exposure
0.030497998634846587
VEA.US Exposure
0.005660039997233782
VWO.US Exposure
-0.0005129341515364032
QQQ.US Exposure
0.017340751954519316
VTV.US Exposure
0.0024367573047298758
IJR.US Exposure
0.0000977290409998038
QUAL.US Exposure
0.0016258996179072801
SHV.US Exposure
0.856793363304324
TLT.US Exposure
-0.00020602921495899355
LQD.US Exposure
-0.00012851169393992862
HYG.US Exposure
0.03890882608385271
GLD.US Exposure
0.0008527793652867273
USO.US Exposure
0.0010199382632846252
VNQ.US Exposure
0.0030538245459396565
BTC-USD.CC Exposure
-0.00006482711572998933
CPER.US Exposure
0.0028644223755030086
VIX.INDX Exposure
0.0012286967867385888
UUP.US Exposure
0.0038072170372991272
TIP.US Exposure
0.01805920160402816
Idiosyncratic Exposure
0.016664856259672182
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
328.9%

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
$64
Avg Yield on Cost
0.64%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$63.810.64%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 →
+1.1%
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 →
+1.5%
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 →
1.6% 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 Exchange Traded Concepts Trust a high-risk investment?

Exchange Traded Concepts Trust (BDBT.US) has an annualized volatility of 328.9% and experienced a maximum drawdown of 62.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BDBT.US has generated a Compound Annual Growth Rate (CAGR) of -0.5%. It has had a positive return in 67% 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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