BlackRock ETF Trust

10-Year Study

BLCV.US · · US · ETF

Executive Summary: BlackRock ETF Trust has compounded at 18.3% annually over the last 10 years, with a maximum drawdown of 7.0% and an annualized volatility of 20.1%.

1Y CAGR
+18.4%
3Y CAGR
+18.3%
5Y CAGR
+18.3%
10Y CAGR
+18.3%

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 →
7.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +20.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 2.4%
% 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.
20263.3-0.2-6.05.6————————2.4%
20253.91.4-2.0-2.14.24.00.93.60.40.22.71.520.0%
20241.54.64.4-3.52.8-1.54.11.70.1-0.75.5-6.312.6%
2023—————7.83.0-2.4-3.1-1.68.55.318.0%

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 20.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.2% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-05-0110000
2023-06-0110778.326008533002
2023-07-0111098.67725660195
2023-08-0110835.669138697627
2023-09-0110495.846902401137
2023-10-0110325.657627278213
2023-11-0111199.284494674364
2023-12-0111798.049477706789
2024-01-0111975.68480107497
2024-02-0112523.910801477226
2024-03-0113069.997132843493
2024-04-0112606.972753454498
2024-05-0112954.455004899843
2024-06-0112760.51540347739
2024-07-0113284.691523915082
2024-08-0113516.28930037102
2024-09-0113532.037264475932
2024-10-0113432.756621205832
2024-11-0114174.836636269101
2024-12-0113287.98661423051
2025-01-0113805.700934179502
2025-02-0113995.104437245647
2025-03-0113719.557858790404
2025-04-0113425.909680290653
2025-05-0113985.775480248714
2025-06-0114549.835031517327
2025-07-0114679.969702286451
2025-08-0115202.562467637508
2025-09-0115257.2524081975
2025-10-0115293.41281490579
2025-11-0115701.276526546875
2025-12-0115940.405938009508
2026-01-0116473.055147829735
2026-02-0116445.49621064614
2026-03-0115454.829446981143
2026-04-0116325.6747446305
Annual Return Matrix
YearAnnual Return
20240.1262867340350673
20250.19961032478302165
20260.024169322169037555
Total Factor Risk
0.2009071908588996
VTI.US Exposure
0.1095341941861964
VEA.US Exposure
-0.02113423817211188
VWO.US Exposure
0.017621902561054385
QQQ.US Exposure
-0.03283377442158241
VTV.US Exposure
0.25665788867764566
IJR.US Exposure
-0.025082064788710196
QUAL.US Exposure
-0.026821197099509274
SHV.US Exposure
0.6424230144177422
TLT.US Exposure
-0.0028742533873918528
LQD.US Exposure
-0.008552083910243412
HYG.US Exposure
0.053653945341535746
GLD.US Exposure
-0.0016320053235470984
USO.US Exposure
0.0015558325057380127
VNQ.US Exposure
0.004897015103004488
BTC-USD.CC Exposure
0.004773772597871129
CPER.US Exposure
-0.0036716653797010937
VIX.INDX Exposure
0.013108498561257448
UUP.US Exposure
0.007510061174701292
TIP.US Exposure
-0.0021372066466902886
Idiosyncratic Exposure
0.013002364002740746
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
20.1%

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
$51
Avg Yield on Cost
0.51%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$50.920.51%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 →
+1.7%
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 →
+4.9%
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 →
2.7% 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 a high-risk investment?

BlackRock ETF Trust (BLCV.US) has an annualized volatility of 20.1% and experienced a maximum drawdown of 7.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BLCV.US has generated a Compound Annual Growth Rate (CAGR) of 18.3%. 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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