BlackRock Total Return ETF

10-Year Study

BRTR.US · · US · ETF

Executive Summary: BlackRock Total Return ETF has compounded at 3.8% annually over the last 10 years, with a maximum drawdown of 3.4% and an annualized volatility of 8.5%.

1Y CAGR
+5.6%
3Y CAGR
+3.8%
5Y CAGR
+3.8%
10Y CAGR
+3.8%

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 →
3.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +8.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.51.2-2.90.9————————-0.3%
20250.82.1-0.0-0.1-0.11.9-0.31.40.90.90.6-0.28.1%
2024-0.4-1.31.0-2.41.80.92.41.51.3-2.61.2-2.01.3%

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 8.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.2% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-12-0110000
2024-01-019955.83995012512
2024-02-019829.39933673337
2024-03-019927.525565205344
2024-04-019692.892829620137
2024-05-019862.735844972249
2024-06-019955.363714293137
2024-07-0110191.706569456834
2024-08-0110348.453099429384
2024-09-0110485.370901124785
2024-10-0110210.19317857112
2024-11-0110336.222497380704
2024-12-0110129.406263800016
2025-01-0110209.522118989687
2025-02-0110423.416948800319
2025-03-0110422.312947553448
2025-04-0110408.155755093558
2025-05-0110392.916208470071
2025-06-0110591.225138324862
2025-07-0110561.243927993142
2025-08-0110711.474685900821
2025-09-0110813.021153529773
2025-10-0110906.471612014997
2025-11-0110973.7290997411
2025-12-0110950.848132722596
2026-01-0111008.862315891556
2026-02-0111142.619643429243
2026-03-0110824.559048913748
2026-04-0110920.953510723964
Annual Return Matrix
YearAnnual Return
20240.012940626380001596
20250.08109476977522467
2026-0.002729891021801434
Total Factor Risk
0.08519201556201737
VTI.US Exposure
0.05057926443810652
VEA.US Exposure
0.020978185425073383
VWO.US Exposure
0.00396725444408508
QQQ.US Exposure
-0.02777294764931628
VTV.US Exposure
-0.009163197484216566
IJR.US Exposure
0.010270948800043294
QUAL.US Exposure
-0.015276343212238596
SHV.US Exposure
0.592054542467389
TLT.US Exposure
0.1689019541070678
LQD.US Exposure
0.12957297294656492
HYG.US Exposure
0.01517209498845961
GLD.US Exposure
-0.00581080635016915
USO.US Exposure
0.0036853871847650553
VNQ.US Exposure
-0.006007358982041144
BTC-USD.CC Exposure
-0.0037347924344230585
CPER.US Exposure
0.003055353689296261
VIX.INDX Exposure
-0.003174912922310402
UUP.US Exposure
-0.0011976919345968139
TIP.US Exposure
0.07018753122910612
Idiosyncratic Exposure
0.0037125612493550163
Value Score
43.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
55.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
8.5%

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 →15.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.63%
Market Cap$7.2B
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
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
$80
Avg Yield on Cost
0.80%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$80.350.80%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 →
-0.5%
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 →
+0.6%
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 →
2.0% 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 Total Return ETF a high-risk investment?

BlackRock Total Return ETF (BRTR.US) has an annualized volatility of 8.5% and experienced a maximum drawdown of 3.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BRTR.US has generated a Compound Annual Growth Rate (CAGR) of 3.8%. It has had a positive return in 67% 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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