BlackRock ETF Trust II

10-Year Study

BINC.US · · US · ETF

Executive Summary: BlackRock ETF Trust II has compounded at 6.9% annually over the last 10 years, with a maximum drawdown of 2.5% and an annualized volatility of 9.9%.

1Y CAGR
+5.1%
3Y CAGR
+6.9%
5Y CAGR
+6.9%
10Y CAGR
+6.9%

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 →
2.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.91
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +7.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.3%
% 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.
20260.70.3-2.51.4————————-0.3%
20250.91.1-0.40.20.81.30.31.20.60.40.60.47.6%
20240.4-0.40.9-0.81.20.51.81.11.1-0.90.9-0.25.8%
2023—————0.71.10.1-0.6-0.12.73.07.1%

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 9.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 84.2% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-05-0110000
2023-06-0110070.80343584453
2023-07-0110177.704104698205
2023-08-0110191.104362038788
2023-09-0110129.342622323717
2023-10-0110118.840344511806
2023-11-0110391.945935293914
2023-12-0110707.640233229395
2024-01-0110754.749788447496
2024-02-0110712.114713621664
2024-03-0110810.321443889321
2024-04-0110718.443900912285
2024-05-0110848.87616353878
2024-06-0110901.64257479685
2024-07-0111094.369805371696
2024-08-0111217.197769714954
2024-09-0111342.946897423117
2024-10-0111243.62734301645
2024-11-0111344.314743760651
2024-12-0111324.909872836659
2025-01-0111429.39942272248
2025-02-0111550.813173055745
2025-03-0111503.193573440598
2025-04-0111522.227502984919
2025-05-0111613.339979366387
2025-06-0111762.898906882123
2025-07-0111793.571122213592
2025-08-0111933.068264805777
2025-09-0112010.15452026847
2025-10-0112063.964204156862
2025-11-0112137.248310477937
2025-12-0112182.711813323749
2026-01-0112265.825866206082
2026-02-0112298.329604599674
2026-03-0111984.953690287133
2026-04-0112150.648567818516
Annual Return Matrix
YearAnnual Return
20240.057647588652789405
20250.07574470350042883
2026-0.0026318643990386192
Total Factor Risk
0.09875625787657391
VTI.US Exposure
0.07021151273086591
VEA.US Exposure
0.025684451257224305
VWO.US Exposure
0.0028657176262014933
QQQ.US Exposure
-0.03101073074687151
VTV.US Exposure
-0.02012640973044999
IJR.US Exposure
0.010087684284998764
QUAL.US Exposure
-0.0013672295072267324
SHV.US Exposure
0.8418747364882906
TLT.US Exposure
-0.00832031816362185
LQD.US Exposure
0.11307165517439789
HYG.US Exposure
0.007412039662149423
GLD.US Exposure
-0.0012053024786422587
USO.US Exposure
0.0029697803850567877
VNQ.US Exposure
0.0010202843906929452
BTC-USD.CC Exposure
-0.0026193968497839957
CPER.US Exposure
0.0012826303982208032
VIX.INDX Exposure
-0.006372325392214517
UUP.US Exposure
-0.0052410177403018465
TIP.US Exposure
-0.00275724663876348
Idiosyncratic Exposure
0.002539484849777558
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
66.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
9.9%

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 →5.52%
Market Cap$38.9M
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
$104
Avg Yield on Cost
1.04%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$103.831.04%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 →
-0.1%
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 →
+0.8%
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 BlackRock ETF Trust II a high-risk investment?

BlackRock ETF Trust II (BINC.US) has an annualized volatility of 9.9% and experienced a maximum drawdown of 2.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BINC.US has generated a Compound Annual Growth Rate (CAGR) of 6.9%. 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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