Exchange Traded Concepts Trust

10-Year Study

BLUX.US · · US · ETF

Executive Summary: Exchange Traded Concepts Trust has compounded at 22.8% annually over the last 10 years, with a maximum drawdown of 5.2% and an annualized volatility of 13.9%.

1Y CAGR
+22.8%
3Y CAGR
+22.8%
5Y CAGR
+22.8%
10Y CAGR
+22.8%

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 →
5.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.49
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +10.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 10.7%
% 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.
20263.20.2-5.210.62.0———————10.7%
2025——————1.73.02.11.00.80.19.0%

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 13.9%. The dominant macroeconomic risk driver is IJR.US, accounting for 43.3% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-06-0110000
2025-07-0110166.300442878726
2025-08-0110471.891212260045
2025-09-0110696.219591934774
2025-10-0110804.328261059736
2025-11-0110895.775971864523
2025-12-0110902.40654991986
2026-01-0111252.2169883357
2026-02-0111279.42412421362
2026-03-0110696.019037706224
2026-04-0111831.346324640337
2026-05-0112068.206457696704
Annual Return Matrix
YearAnnual Return
20260.10693051139112142
Total Factor Risk
0.13945017736552653
VTI.US Exposure
0.14873019462077244
VEA.US Exposure
0.006436794337800116
VWO.US Exposure
0.03783648533394088
QQQ.US Exposure
0.16766712232799347
VTV.US Exposure
0.0005681037622214601
IJR.US Exposure
0.4331864309728384
QUAL.US Exposure
0.11259078450755781
SHV.US Exposure
-0.000004200455381457706
TLT.US Exposure
-0.0021034721631284525
LQD.US Exposure
-0.019419249538194305
HYG.US Exposure
-0.0010598972674141479
GLD.US Exposure
0.014888939123861553
USO.US Exposure
0.00023179615576706468
VNQ.US Exposure
0.02709544268149296
BTC-USD.CC Exposure
0.01712358294716472
CPER.US Exposure
0.003179204056726302
VIX.INDX Exposure
0.05771978839995114
UUP.US Exposure
-0.007428144385515937
TIP.US Exposure
0.0027597803462786246
Idiosyncratic Exposure
5.142352672021681e-7
Value Score
33.2
Growth Score
50
Profit Score
75
Health Score
22.1
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.9%

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 →17.9x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Fairly Valued17.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$44.2B
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
2.0/ 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
1.11
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$24
Avg Yield on Cost
0.24%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$23.830.24%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+6.9%
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 →
+10.3%
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 →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
67
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+7.7%
50.0% retracement+10.4%
61.8% retracement+13.3%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Exchange Traded Concepts Trust a high-risk investment?

Exchange Traded Concepts Trust (BLUX.US) has an annualized volatility of 13.9% and experienced a maximum drawdown of 5.2% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, BLUX.US has generated a Compound Annual Growth Rate (CAGR) of 22.8%. 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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