BNY Mellon ETF Trust - BNY Mellon Global Infrastructure Income ETF

10-Year Study

BKGI.US · · US · ETF

Executive Summary: BNY Mellon ETF Trust - BNY Mellon Global Infrastructure Income ETF has compounded at 20.9% annually over the last 10 years, with a maximum drawdown of 9.2% and an annualized volatility of 34.0%.

1Y CAGR
+24.5%
3Y CAGR
+23.4%
5Y CAGR
+20.9%
10Y CAGR
+20.9%

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 →
9.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +37.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · 9.7%
% 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.
20264.89.4-4.21.7————————11.8%
20254.24.45.15.04.73.8-0.3-0.91.62.53.6-1.137.5%
2024-1.30.83.9-1.67.7-6.16.05.03.4-2.01.9-5.012.4%
20236.2-3.81.94.9-6.04.62.2-3.2-6.20.07.62.29.7%
2022———————————0.80.8%

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 34.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 84.8% of variance. Idiosyncratic stock-specific factors contribute 2.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-11-0110000
2022-12-0110077.560754512377
2023-01-0110701.181414223565
2023-02-0110294.824058659822
2023-03-0110491.034552871359
2023-04-0111009.730041131344
2023-05-0110348.027940509928
2023-06-0110825.888602254388
2023-07-0111064.119996780657
2023-08-0110708.890893918408
2023-09-0110049.391501781229
2023-10-0110050.577575580435
2023-11-0110817.331926988687
2023-12-0111057.25771265668
2024-01-0110915.140655644653
2024-02-0111007.654411982734
2024-03-0111431.591075641856
2024-04-0111248.215594328873
2024-05-0112118.624323832035
2024-06-0111375.506728850823
2024-07-0112060.549067449476
2024-08-0112657.779585128328
2024-09-0113089.086850253949
2024-10-0112831.285238040777
2024-11-0113077.268472040429
2024-12-0112424.758443362858
2025-01-0112948.57946482656
2025-02-0113513.99778881956
2025-03-0114205.987131099278
2025-04-0114922.799303605243
2025-05-0115620.634295323905
2025-06-0116219.347405251765
2025-07-0116167.92263410047
2025-08-0116025.805577088444
2025-09-0116274.499836914852
2025-10-0116677.680209087866
2025-11-0117275.84264189467
2025-12-0117087.934664277578
2026-01-0117909.714368013287
2026-02-0119591.397576173473
2026-03-0118778.089828146378
2026-04-0119100.024145073774
Annual Return Matrix
YearAnnual Return
20230.0972156836370972
20240.12367449201630443
20250.37531322980413573
20260.1177491323748141
Total Factor Risk
0.34047287364473494
VTI.US Exposure
-0.009480318400048465
VEA.US Exposure
0.035629316881065305
VWO.US Exposure
0.00018202380523990678
QQQ.US Exposure
0.007365505607622115
VTV.US Exposure
0.06594742733104315
IJR.US Exposure
-0.02711104972929062
QUAL.US Exposure
-0.02414000890409548
SHV.US Exposure
0.8482024159544829
TLT.US Exposure
-0.0016068099842199842
LQD.US Exposure
-0.0030304617113477805
HYG.US Exposure
0.024517165504591275
GLD.US Exposure
0.006701231802043037
USO.US Exposure
-0.00028362664623592717
VNQ.US Exposure
0.03872430130035989
BTC-USD.CC Exposure
0.00304825613433446
CPER.US Exposure
-0.003664600340672037
VIX.INDX Exposure
0.006562584204810071
UUP.US Exposure
0.0025153915832112064
TIP.US Exposure
0.010325320996040084
Idiosyncratic Exposure
0.019595934611066845
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
34.0%

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
$89
Avg Yield on Cost
0.89%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$88.960.89%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 →
+0.9%
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 →
+11.0%
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 →
2.6% 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 →
0.70
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BNY Mellon ETF Trust - BNY Mellon Global Infrastructure Income ETF a high-risk investment?

BNY Mellon ETF Trust - BNY Mellon Global Infrastructure Income ETF (BKGI.US) has an annualized volatility of 34.0% and experienced a maximum drawdown of 9.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BKGI.US has generated a Compound Annual Growth Rate (CAGR) of 20.9%. 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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