BNY Mellon International Equity ETF

10-Year Study

BKIE.US · · US · ETF

Executive Summary: BNY Mellon International Equity ETF has compounded at 14.3% annually over the last 10 years, with a maximum drawdown of 26.6% and an annualized volatility of 14.0%.

1Y CAGR
+22.8%
3Y CAGR
+18.3%
5Y CAGR
+9.0%
10Y CAGR
+14.3%

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 →
26.6%
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 →
1.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +32.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.54.9-8.76.3————————6.4%
20254.52.3-0.14.04.82.7-1.74.62.21.11.12.832.1%
20240.12.13.5-3.85.3-2.13.23.21.0-4.60.0-2.84.6%
20238.6-3.52.82.9-4.05.22.6-3.9-3.2-3.08.94.818.3%
2022-3.4-3.11.0-6.82.0-8.84.8-5.6-9.36.412.9-2.1-13.6%
2021-0.82.52.63.14.0-1.10.81.5-3.23.9-4.54.613.8%
2020————5.03.81.84.9-2.2-3.714.04.330.5%

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 14.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 92.8% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-04-0110000
2020-05-0110501.12326980216
2020-06-0110899.159359373869
2020-07-0111099.989129647076
2020-08-0111649.236357707083
2020-09-0111390.680484093053
2020-10-0110968.661678382492
2020-11-0112507.677186752664
2020-12-0113049.609573157477
2021-01-0112941.472208131026
2021-02-0113270.70802232046
2021-03-0113618.219617363578
2021-04-0114041.529277483874
2021-05-0114606.085585912026
2021-06-0114446.042285672875
2021-07-0114561.335966374374
2021-08-0114779.263895934488
2021-09-0114312.450177549099
2021-10-0114867.132582071165
2021-11-0114196.862091455903
2021-12-0114844.667186027975
2022-01-0114339.875172113923
2022-02-0113894.983332125517
2022-03-0114030.772157402711
2022-04-0113079.820095659106
2022-05-0113337.062468294806
2022-06-0112166.483984346693
2022-07-0112746.032321182696
2022-08-0112033.005109065874
2022-09-0110910.777049061526
2022-10-0111612.345097470834
2022-11-0113104.618088267265
2022-12-0112825.521776940359
2023-01-0113922.521559533301
2023-02-0113438.134103920576
2023-03-0113812.798934705415
2023-04-0114212.895862018988
2023-05-0113649.471882020438
2023-06-0114354.41426914994
2023-07-0114723.123052395104
2023-08-0114150.8669106457
2023-09-0113692.74947459961
2023-10-0113286.0171026886
2023-11-0114473.48992680629
2023-12-0115166.678744836583
2024-01-0115187.898579607217
2024-02-0115509.389267338214
2024-03-0116045.229726791798
2024-04-0115438.528154214075
2024-05-0116251.087035292416
2024-06-0115912.181136314226
2024-07-0116423.495361982754
2024-08-0116947.786071454455
2024-09-0117109.890209435467
2024-10-0116324.416624393072
2024-11-0116326.590694977898
2024-12-0115870.896441771143
2025-01-0116580.84372055946
2025-02-0116966.514783679977
2025-03-0116951.16041017465
2025-04-0117632.45977969418
2025-05-0118476.089752880645
2025-06-0118980.496775128635
2025-07-0118655.654395246034
2025-08-0119510.630299297052
2025-09-0119938.106928038265
2025-10-0120156.238676715708
2025-11-0120381.549387636787
2025-12-0120961.663888687588
2026-01-0121906.25226465686
2026-02-0122977.208493369082
2026-03-0120985.89571708095
2026-04-0122297.811435611275
Annual Return Matrix
YearAnnual Return
20210.13755642288048686
2022-0.1360182336043253
20230.18253892579290665
20240.04643189908497991
20250.32076117852535946
20260.06374243733794294
Total Factor Risk
0.1402082471670313
VTI.US Exposure
0.041991073532096246
VEA.US Exposure
0.9275414249304242
VWO.US Exposure
0.01621115579437716
QQQ.US Exposure
-0.024607923061829018
VTV.US Exposure
0.018191379195989368
IJR.US Exposure
-0.01807959509991567
QUAL.US Exposure
0.014460191049422134
SHV.US Exposure
0.018148483590378604
TLT.US Exposure
-0.01884538844212685
LQD.US Exposure
0.024785659612201957
HYG.US Exposure
-0.004893754961962875
GLD.US Exposure
-0.008856766714178751
USO.US Exposure
0.004253525886052162
VNQ.US Exposure
-0.01570626020789568
BTC-USD.CC Exposure
0.001983351787775524
CPER.US Exposure
-0.0022675179015941758
VIX.INDX Exposure
0.0016401345492930365
UUP.US Exposure
0.015422416006845937
TIP.US Exposure
0.005131053766069056
Idiosyncratic Exposure
0.003497356688577638
Value Score
43.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.0%

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 →15.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.85%
Market Cap$60.6B
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
$173
Avg Yield on Cost
1.73%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$172.791.73%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 →
+1.9%
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 →
+8.5%
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 →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BNY Mellon International Equity ETF a high-risk investment?

BNY Mellon International Equity ETF (BKIE.US) has an annualized volatility of 14.0% and experienced a maximum drawdown of 26.6% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BKIE.US has generated a Compound Annual Growth Rate (CAGR) of 14.3%. It has had a positive return in 83% 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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