BNY Mellon ETF Trust - BNY Mellon Ultra Short Income ETF

10-Year Study

BKUI.US · · US · ETF

Executive Summary: BNY Mellon ETF Trust - BNY Mellon Ultra Short Income ETF has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 1.6% and an annualized volatility of 6.4%.

1Y CAGR
+3.5%
3Y CAGR
+5.0%
5Y CAGR
+3.4%
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 →
1.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-1.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-2.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +5.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -0.1%
% 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.
20260.30.0-0.20.2————————0.3%
20250.40.50.40.30.30.50.30.50.40.40.40.44.9%
20240.50.30.40.20.50.40.70.60.60.20.40.45.5%
20230.60.20.20.60.40.40.60.50.30.40.80.85.7%
2022-0.2-0.3-0.5-0.20.1-0.30.20.1-0.20.00.60.4-0.1%
2021————————-0.0-0.2-0.1-0.0-0.3%

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 6.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 99.1% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-08-0110000
2021-09-019995.48524238605
2021-10-019977.44972629282
2021-11-019972.041422901108
2021-12-019967.526665287158
2022-01-019945.493707556576
2022-02-019917.840817171127
2022-03-019872.387554318177
2022-04-019855.598299441299
2022-05-019865.403788634098
2022-06-019838.832558926992
2022-07-019857.126733008523
2022-08-019871.423465452699
2022-09-019856.13912978047
2022-10-019857.549991534828
2022-11-019915.983182527887
2022-12-019958.990951673282
2023-01-0110020.175323087342
2023-02-0110038.281382268287
2023-03-0110060.290825636297
2023-04-0110118.324272465621
2023-05-0110156.370511108184
2023-06-0110193.82889068643
2023-07-0110251.580165164882
2023-08-0110298.06805997103
2023-09-0110326.073665795067
2023-10-0110366.33025451946
2023-11-0110450.182471453563
2023-12-0110531.354051054384
2024-01-0110580.31095393066
2024-02-0110607.140841626066
2024-03-0110653.581707707068
2024-04-0110680.035365601309
2024-05-0110736.070091611955
2024-06-0110782.064184804076
2024-07-0110859.967268007298
2024-08-0110928.817321620045
2024-09-0110996.58571455445
2024-10-0111021.722568144623
2024-11-0111062.402415395323
2024-12-0111110.700916119567
2025-01-0111157.753155627457
2025-02-0111214.070053988977
2025-03-0111258.065426362422
2025-04-0111296.393837355856
2025-05-0111335.874452115353
2025-06-0111387.39442051205
2025-07-0111423.65356759909
2025-08-0111483.42707725879
2025-09-0111530.432288041535
2025-10-0111571.159164017381
2025-11-0111615.178050753399
2025-12-0111658.585564062529
2026-01-0111696.326115991647
2026-02-0111699.571098026676
2026-03-0111674.128557723056
2026-04-0111698.395379898042
Annual Return Matrix
YearAnnual Return
2022-0.0008563522226231468
20230.05747199712887929
20240.05501162170188145
20250.04931143877233568
20260.003414635130201793
Total Factor Risk
0.06444691969413013
VTI.US Exposure
0.006222318269904204
VEA.US Exposure
0.0001497936540942976
VWO.US Exposure
0.0007948623878872613
QQQ.US Exposure
-0.0013857414744818794
VTV.US Exposure
-0.0004343112416919181
IJR.US Exposure
0.00003820997891142765
QUAL.US Exposure
-0.0012607902868029377
SHV.US Exposure
0.9911277349767518
TLT.US Exposure
-0.0008789272637686166
LQD.US Exposure
0.004212147927960316
HYG.US Exposure
0.0005291969433344473
GLD.US Exposure
-0.00037975261056692505
USO.US Exposure
0.00020448305153331393
VNQ.US Exposure
0.00015408892045333663
BTC-USD.CC Exposure
-0.00020414163873893733
CPER.US Exposure
0.00006285618707977413
VIX.INDX Exposure
-0.00021389100831221486
UUP.US Exposure
-0.00010073885182426318
TIP.US Exposure
0.0002508814538264874
Idiosyncratic Exposure
0.0011117206244509483
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
53
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.4%

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 →4.42%
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
$70
Avg Yield on Cost
0.70%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$70.090.70%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 →
-0.0%
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 →
+1.0%
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 →
0.3% 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 →
0.07
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BNY Mellon ETF Trust - BNY Mellon Ultra Short Income ETF a high-risk investment?

BNY Mellon ETF Trust - BNY Mellon Ultra Short Income ETF (BKUI.US) has an annualized volatility of 6.4% and experienced a maximum drawdown of 1.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BKUI.US has generated a Compound Annual Growth Rate (CAGR) of 3.4%. 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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