2023 EFT Series Trust - Brandes U S Value ETF

10-Year Study

BUSA.US · · US · ETF

Executive Summary: 2023 EFT Series Trust - Brandes U S Value ETF has compounded at 21.0% annually over the last 10 years, with a maximum drawdown of 7.3% and an annualized volatility of 13.5%.

1Y CAGR
+23.2%
3Y CAGR
+21.0%
5Y CAGR
+21.0%
10Y CAGR
+21.0%

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 →
7.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +17.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 5.2%
% 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.
20264.42.7-5.63.8————————5.2%
20254.91.2-1.9-4.93.14.5-1.35.10.8-0.73.62.317.6%
20241.74.15.8-4.31.9-0.76.01.0-0.1-0.77.4-6.415.8%
2023——————————6.06.212.6%

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 13.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 56.0% of variance. Idiosyncratic stock-specific factors contribute 1.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-10-0110000
2023-11-0110601.917650856738
2023-12-0111259.889066371514
2024-01-0111451.067201630045
2024-02-0111914.841879750631
2024-03-0112608.533420537395
2024-04-0112066.652412156582
2024-05-0112292.963722271834
2024-06-0112207.813987028398
2024-07-0112944.478683218667
2024-08-0113075.410550852965
2024-09-0113056.963537801703
2024-10-0112970.723751787054
2024-11-0113932.735482410355
2024-12-0113034.743272080865
2025-01-0113679.885628519081
2025-02-0113839.074966145537
2025-03-0113577.54663111424
2025-04-0112915.21501251462
2025-05-0113312.622368680324
2025-06-0113912.946868409908
2025-07-0113738.245269808529
2025-08-0114437.00973918439
2025-09-0114555.867198276042
2025-10-0114455.750227443285
2025-11-0114980.69352384067
2025-12-0115323.598341445826
2026-01-0116002.783821969555
2026-02-0116432.93462630125
2026-03-0115520.645980857033
2026-04-0116115.981402056841
Annual Return Matrix
YearAnnual Return
20240.15762626036965877
20250.17559648253813043
20260.05170998632010937
Total Factor Risk
0.1346157015383388
VTI.US Exposure
0.5598659440014896
VEA.US Exposure
0.1616941041960854
VWO.US Exposure
-0.0536903743209959
QQQ.US Exposure
-0.2496243808049238
VTV.US Exposure
0.5295898386562597
IJR.US Exposure
0.1096311928657381
QUAL.US Exposure
-0.011392784672969128
SHV.US Exposure
0.03441933194655674
TLT.US Exposure
-0.0010698948275369824
LQD.US Exposure
0.008339805625736241
HYG.US Exposure
-0.0007224064827970972
GLD.US Exposure
-0.0068840200961243015
USO.US Exposure
0.0011770228446980303
VNQ.US Exposure
-0.10743827928802828
BTC-USD.CC Exposure
0.008534717958716026
CPER.US Exposure
0.03009743005597609
VIX.INDX Exposure
-0.02444037066335873
UUP.US Exposure
-0.01602866786232743
TIP.US Exposure
0.008481749756189897
Idiosyncratic Exposure
0.01946004111161596
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
17.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.5%

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 →13.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.43%
Market Cap$53.2B
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
$55
Avg Yield on Cost
0.55%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$54.920.55%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 →
+1.1%
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 →
+7.6%
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 →
2.5% 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 2023 EFT Series Trust - Brandes U S Value ETF a high-risk investment?

2023 EFT Series Trust - Brandes U S Value ETF (BUSA.US) has an annualized volatility of 13.5% and experienced a maximum drawdown of 7.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BUSA.US has generated a Compound Annual Growth Rate (CAGR) of 21.0%. 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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