BNY Mellon ETF Trust II

10-Year Study

BKDV.US · · US · ETF

Executive Summary: BNY Mellon ETF Trust II has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 73.2% and an annualized volatility of 32.7%.

1Y CAGR
+24.9%
3Y CAGR
+12.9%
5Y CAGR
+10.2%
10Y CAGR
+3.4%

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 →
73.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +86.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -46.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.42.1-4.14.5————————6.8%
20254.81.3-3.2-3.84.64.60.23.80.50.72.51.718.6%
2024-8.838.4-5.9-9.614.79.89.4-3.3-1.011.1-37.6-6.9-8.6%
2023-8.517.833.5-1.06.4-10.66.19.43.00.619.1-4.086.6%
2022-11.5-4.02.09.1-34.23.0—28.8—35.0-12.4-8.5-10.8%
20217.816.0-34.4-17.3-5.2-5.9—11.5-12.214.5-9.5-12.4-46.2%
2020———————————16.116.1%

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 32.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 23.5% of variance. Idiosyncratic stock-specific factors contribute 50.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-10-0110000
2020-12-0111609.396463921414
2021-01-0112512.133381549645
2021-02-0114509.803979652874
2021-03-019524.364778086589
2021-04-017878.082538024594
2021-05-017470.394252789205
2021-06-017027.761976805662
2021-08-017833.430360888443
2021-09-016877.693514429384
2021-10-017873.034784693251
2021-11-017128.713340561831
2021-12-016243.448048020605
2022-01-015523.199706851133
2022-02-015302.465660132606
2022-03-015410.600222749889
2022-04-015900.601842385531
2022-05-013882.7413418181404
2022-06-013999.223656130099
2022-08-015152.397938330467
2022-10-016955.931469342785
2022-11-016092.021002386352
2022-12-015571.733973623859
2023-01-015098.039426241668
2023-02-016005.319395925523
2023-03-018017.491916818417
2023-04-017940.206340247753
2023-05-018446.903463272743
2023-06-017553.873250884227
2023-07-018013.977892528917
2023-08-018771.112750413111
2023-09-019035.915401846267
2023-10-019093.38025216105
2023-11-0110830.907150739497
2023-12-0110394.098749784956
2024-01-019477.77155613215
2024-02-0113119.783349479083
2024-03-0112351.000000962746
2024-04-0111162.881357727154
2024-05-0112801.398677941857
2024-06-0114055.523953611324
2024-07-0115375.655121140526
2024-08-0114870.899042933823
2024-09-0114723.354457223217
2024-10-0116354.106117016492
2024-11-0110210.211942098655
2024-12-019502.155231004699
2025-01-019956.70775989135
2025-02-0110084.061675902984
2025-03-019759.891601274587
2025-04-019389.4004224383
2025-05-019817.783274681096
2025-06-0110269.307265321126
2025-07-0110284.721748448144
2025-08-0110670.66623782487
2025-09-0110728.557911231377
2025-10-0110805.746809106722
2025-11-0111075.86912425701
2025-12-0111267.715373956244
2026-01-0111764.706265708966
2026-02-0112009.31897024351
2026-03-0111516.210819832604
2026-04-0112036.498159636236
Annual Return Matrix
YearAnnual Return
2021-0.4622073535499107
2022-0.10758703671918957
20230.8655052087895407
2024-0.0858124922854625
20250.18580628289366152
20260.06822880771881468
Total Factor Risk
0.32656493341095555
VTI.US Exposure
-0.02045634221653769
VEA.US Exposure
0.14003259617888741
VWO.US Exposure
0.0007386799171416767
QQQ.US Exposure
0.02328485823370317
VTV.US Exposure
0.0037966522911954113
IJR.US Exposure
-0.010120090225008866
QUAL.US Exposure
0.059031098790468466
SHV.US Exposure
0.23482263773367432
TLT.US Exposure
0.007705494344318503
LQD.US Exposure
0.003956437990939709
HYG.US Exposure
0.017873363670946045
GLD.US Exposure
-0.0025405003296160417
USO.US Exposure
0.0030772629766630845
VNQ.US Exposure
-0.005019585479004383
BTC-USD.CC Exposure
0.010190536034297875
CPER.US Exposure
0.02872118344551284
VIX.INDX Exposure
-0.006146436994421434
UUP.US Exposure
-0.004066611112565022
TIP.US Exposure
0.00994254737958978
Idiosyncratic Exposure
0.5051762173698152
Value Score
43.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.7%

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 →15.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.58%
Market Cap$119.8B
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
$0
Avg Yield on Cost
0.00%

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 →
+2.4%
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 →
+8.6%
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 →
0.4% 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 BNY Mellon ETF Trust II a high-risk investment?

BNY Mellon ETF Trust II (BKDV.US) has an annualized volatility of 32.7% and experienced a maximum drawdown of 73.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BKDV.US has generated a Compound Annual Growth Rate (CAGR) of 3.4%. It has had a positive return in 50% 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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