BlackRock ETF Trust

10-Year Study

BIDD.US · · US · ETF

Executive Summary: BlackRock ETF Trust has compounded at 5.9% annually over the last 10 years, with a maximum drawdown of 79.7% and an annualized volatility of 145.6%.

1Y CAGR
+16.5%
3Y CAGR
+9.5%
5Y CAGR
+13.4%
10Y CAGR
+5.9%

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 →
79.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
111.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +165.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -52.9%
% 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.
20265.03.4-9.17.0————————5.6%
20255.11.5-1.60.74.31.5-3.53.43.11.4-0.23.220.2%
2024-8.5-16.96.223.1-25.5-4.61.2-13.3-2.827.980.7-3.035.1%
20233.4-11.2-23.7-13.72.4-9.111.3-18.911.7-9.6-7.8-0.4-52.9%
20225.2-6.7219.7-15.540.1-10.2-7.5-1.1-19.74.410.5-6.2165.7%
2021——-7.3-20.6-1.60.44.10.426.0-8.6-16.2-14.7-37.4%

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 145.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.5% of variance. Idiosyncratic stock-specific factors contribute 14.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-02-0110000
2021-03-019271.5233349583
2021-04-017364.238669359466
2021-05-017245.916526506715
2021-06-017275.938110283152
2021-07-017571.743888463303
2021-08-017602.648831511051
2021-09-019580.574449628859
2021-10-018755.850360455213
2021-11-017337.748838475189
2021-12-016260.485891388241
2022-01-016587.196612616139
2022-02-016145.695501427648
2022-03-0119646.799447887824
2022-04-0116609.27133133695
2022-05-0123275.939120799005
2022-06-0120906.84365964041
2022-07-0119337.748333217263
2022-08-0119129.35975484212
2022-09-0115364.23833252085
2022-10-0116042.383729414843
2022-11-0117726.270287895124
2022-12-0116635.762004317767
2023-01-0117196.46861763032
2023-02-0115267.109233310679
2023-03-0111655.62916695684
2023-04-0110061.810728192035
2023-05-0110304.63600250709
2023-06-019366.004882644163
2023-07-0110428.256616794622
2023-08-018453.863593665514
2023-09-019439.293386687448
2023-10-018529.801333426189
2023-11-017867.549666643453
2023-12-017836.644723595705
2024-01-017174.39305681297
2024-02-015960.265001044621
2024-03-016331.126001810676
2024-04-017792.494444057548
2024-05-015805.739443709342
2024-06-015540.839029625208
2024-07-015609.713263601565
2024-08-014861.810273459904
2024-09-014724.061805507194
2024-10-016039.735335793996
2024-11-0110913.775018246126
2024-12-0110588.300399077973
2025-01-0111133.37767095128
2025-02-0111299.91189009158
2025-03-0111116.070827392694
2025-04-0111197.616082629207
2025-05-0111674.216532157183
2025-06-0111845.73971385391
2025-07-0111428.874364669738
2025-08-0111814.039934070577
2025-09-0112181.898659912826
2025-10-0112353.863342720746
2025-11-0112327.726476938386
2025-12-0112724.062024452294
2026-01-0113355.408613451837
2026-02-0113805.739746864096
2026-03-0112551.876591088781
2026-04-0113432.627157798703
Annual Return Matrix
YearAnnual Return
20221.6572637160961388
2023-0.5289278169787639
20240.3511267605633803
20250.20170957990201188
20260.05568702290076333
Total Factor Risk
1.4558687877392877
VTI.US Exposure
-0.000825404397426288
VEA.US Exposure
0.007273880051309046
VWO.US Exposure
0.004976523027929195
QQQ.US Exposure
0.033078340005876
VTV.US Exposure
0.04790283743481182
IJR.US Exposure
0.01807549537419338
QUAL.US Exposure
0.01593439669180531
SHV.US Exposure
0.4852661193330606
TLT.US Exposure
0.011345149072465083
LQD.US Exposure
0.00032399491900303136
HYG.US Exposure
0.010762836672362849
GLD.US Exposure
0.020873574610335864
USO.US Exposure
0.016269296333995167
VNQ.US Exposure
0.0032701367649225223
BTC-USD.CC Exposure
0.00013737244822703245
CPER.US Exposure
-0.0006412534852354119
VIX.INDX Exposure
-0.0019322359724905501
UUP.US Exposure
0.020854374463356553
TIP.US Exposure
0.16423108332575204
Idiosyncratic Exposure
0.14282348332574682
Value Score
43.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
145.6%

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 →16.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.09%
Market Cap$122.0B
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
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
$8
Avg Yield on Cost
0.08%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$8.390.08%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 →
+2.3%
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 →
+7.6%
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 →
3.2% 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 →
0.93
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BlackRock ETF Trust a high-risk investment?

BlackRock ETF Trust (BIDD.US) has an annualized volatility of 145.6% and experienced a maximum drawdown of 79.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BIDD.US has generated a Compound Annual Growth Rate (CAGR) of 5.9%. 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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