VanEck Social Sentiment ETF

10-Year Study

BUZZ.US · · US · ETF

Executive Summary: VanEck Social Sentiment ETF has compounded at 7.1% annually over the last 10 years, with a maximum drawdown of 54.4% and an annualized volatility of 33.9%.

1Y CAGR
+28.1%
3Y CAGR
+31.2%
5Y CAGR
+6.8%
10Y CAGR
+7.1%

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 →
54.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +54.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -47.7%
% 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.
20261.8-7.1-6.317.1————————3.7%
20252.6-3.9-8.95.913.512.86.4-0.412.16.1-12.6-2.530.6%
2024-3.813.25.3-8.45.52.50.2-1.62.71.516.7-1.833.7%
202318.5-1.45.1-3.97.56.59.4-9.0-5.8-6.216.311.954.6%
2022-16.1-3.52.8-21.0-2.4-13.614.6-3.6-10.77.11.8-12.1-47.7%
2021———2.7-0.28.1-4.93.7-6.56.0-3.5-7.6-3.5%

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 33.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 54.4% of variance. Idiosyncratic stock-specific factors contribute 7.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-03-0110000
2021-04-0110265.003569778675
2021-05-0110244.298853471086
2021-06-0111072.487505774641
2021-07-0110530.007139557347
2021-08-0110923.396749401538
2021-09-0110211.204905295872
2021-10-0110828.146654907396
2021-11-0110447.230271723154
2021-12-019652.17756499097
2022-01-018095.250094494142
2022-02-017809.541808407879
2022-03-018024.862458527572
2022-04-016339.548947965227
2022-05-016190.500188988282
2022-06-015349.88030742094
2022-07-016128.386040065516
2022-08-015908.90764772584
2022-09-015275.376926630548
2022-10-015648.019822770988
2022-11-015747.427659485112
2022-12-015051.0268363361465
2023-01-015986.3928436436945
2023-02-015901.180126832136
2023-03-016200.9155432363195
2023-04-015961.4463903238
2023-05-016410.020578724119
2023-06-016826.130779891646
2023-07-017470.53882659275
2023-08-016799.546428121457
2023-09-016402.1250682457685
2023-10-016003.443786485239
2023-11-016979.967242030994
2023-12-017811.095712065852
2024-01-017514.384108185292
2024-02-018509.470412834404
2024-03-018964.596195035909
2024-04-018208.139095376087
2024-05-018655.747343664692
2024-06-018868.464155222377
2024-07-018889.378858510772
2024-08-018744.78182352694
2024-09-018981.31115870816
2024-10-019115.03086808618
2024-11-0110640.50228885809
2024-12-0110446.8522951577
2025-01-0110715.635630590903
2025-02-0110301.96127840074
2025-03-019380.958380580405
2025-04-019938.6838016043
2025-05-0111276.300869346102
2025-06-0112716.811557683424
2025-07-0113535.760782831463
2025-08-0113476.964428205454
2025-09-0115110.663138885388
2025-10-0116028.306245012809
2025-11-0114001.931880223428
2025-12-0113644.954012851205
2026-01-0113884.3391709714
2026-02-0112897.400361177606
2026-03-0112082.650875645711
2026-04-0114148.922766788459
Annual Return Matrix
YearAnnual Return
2022-0.4766956158518545
20230.5464371830049057
20240.3374374966396043
20250.3061306532663317
20260.0369344413665742
Total Factor Risk
0.3394857957143073
VTI.US Exposure
0.5441212491435241
VEA.US Exposure
0.028760411163192782
VWO.US Exposure
-0.029071632343193106
QQQ.US Exposure
0.10538432046807325
VTV.US Exposure
-0.09902600376384384
IJR.US Exposure
0.10088566756840955
QUAL.US Exposure
-0.11182947313813793
SHV.US Exposure
0.23909281415628245
TLT.US Exposure
-0.019041527962763496
LQD.US Exposure
0.14470712381675294
HYG.US Exposure
-0.034371172541721166
GLD.US Exposure
-0.0002487513074773635
USO.US Exposure
-0.002992926169816003
VNQ.US Exposure
0.016815031086291562
BTC-USD.CC Exposure
0.05337763252366319
CPER.US Exposure
0.006558673790976464
VIX.INDX Exposure
-0.03257407850183866
UUP.US Exposure
-0.003081343742739358
TIP.US Exposure
0.016335852966926676
Idiosyncratic Exposure
0.07619813278743785
Value Score
43.5
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
33.9%

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 →16.3x
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$96.0B
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
$0
Avg Yield on Cost
0.00%

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 →
+10.2%
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 →
+1.8%
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 →
13.9% 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 →
1.91
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is VanEck Social Sentiment ETF a high-risk investment?

VanEck Social Sentiment ETF (BUZZ.US) has an annualized volatility of 33.9% and experienced a maximum drawdown of 54.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BUZZ.US has generated a Compound Annual Growth Rate (CAGR) of 7.1%. 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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