ETF Series Solutions

10-Year Study

BGIG.US · · US · ETF

Executive Summary: ETF Series Solutions has compounded at 17.7% annually over the last 10 years, with a maximum drawdown of 4.3% and an annualized volatility of 9.6%.

1Y CAGR
+18.5%
3Y CAGR
+17.7%
5Y CAGR
+17.7%
10Y CAGR
+17.7%

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 →
4.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +16.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 6.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.14.5-4.33.1————————6.3%
20251.62.1-2.1-2.02.92.40.92.42.9-0.83.0-1.212.5%
20241.53.33.8-2.32.70.82.44.31.2-1.03.2-3.716.8%
2023—————————-2.46.35.19.0%

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 9.6%. The dominant macroeconomic risk driver is VTV.US, accounting for 58.0% of variance. Idiosyncratic stock-specific factors contribute 3.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-09-0110000
2023-10-019757.95343707661
2023-11-0110370.96515298272
2023-12-0110898.290620371692
2024-01-0111063.559309471786
2024-02-0111432.772772916915
2024-03-0111863.547789656646
2024-04-0111584.8529677712
2024-05-0111896.818879282924
2024-06-0111988.965541776482
2024-07-0112272.722305962054
2024-08-0112800.335768729547
2024-09-0112949.118416499763
2024-10-0112816.283936337775
2024-11-0113221.525621635908
2024-12-0112734.233205951849
2025-01-0112937.095456491734
2025-02-0113203.741907012221
2025-03-0112925.951729433425
2025-04-0112669.150485632208
2025-05-0113032.942859599289
2025-06-0113344.791031823912
2025-07-0113468.13098199224
2025-08-0113793.608959027999
2025-09-0114193.71162090999
2025-10-0114076.007062663137
2025-11-0114504.82964014554
2025-12-0114325.654162443792
2026-01-0114775.530049141329
2026-02-0115433.212030244598
2026-03-0114770.621320382576
2026-04-0115223.598883424978
Annual Return Matrix
YearAnnual Return
20240.16846151837319412
20250.12497187154921363
20260.06268088778348702
Total Factor Risk
0.09648095715920794
VTI.US Exposure
0.23856754013345607
VEA.US Exposure
0.1797549682900872
VWO.US Exposure
0.03882770967478857
QQQ.US Exposure
-0.0812427201278064
VTV.US Exposure
0.5798790121793566
IJR.US Exposure
-0.12463876059273706
QUAL.US Exposure
0.12434207553135797
SHV.US Exposure
0.0018969759505565497
TLT.US Exposure
-0.02619649216401098
LQD.US Exposure
0.16505129901907453
HYG.US Exposure
-0.07735075677391391
GLD.US Exposure
-0.01976958578023902
USO.US Exposure
0.0012726806173221678
VNQ.US Exposure
0.03345575012883663
BTC-USD.CC Exposure
-0.009734228433049554
CPER.US Exposure
-0.0027608867050924915
VIX.INDX Exposure
-0.04349787297951606
UUP.US Exposure
-0.010845875507828054
TIP.US Exposure
-0.006262354701036481
Idiosyncratic Exposure
0.03925152224039367
Value Score
42.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
21.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
9.6%

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 →19.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.77%
Market Cap$196.9B
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
$46
Avg Yield on Cost
0.46%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$45.740.46%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 →
+1.2%
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 →
+6.4%
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 →
1.5% 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 ETF Series Solutions a high-risk investment?

ETF Series Solutions (BGIG.US) has an annualized volatility of 9.6% and experienced a maximum drawdown of 4.3% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, BGIG.US has generated a Compound Annual Growth Rate (CAGR) of 17.7%. It has had a positive return in 100% 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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