BlackRock ETF Trust

10-Year Study

GMMF.US · · US · ETF

Executive Summary: BlackRock ETF Trust has compounded at 3.2% annually over the last 10 years, with a maximum drawdown of 0.0% and an annualized volatility of 4.5%.

1Y CAGR
+3.0%
3Y CAGR
+3.2%
5Y CAGR
+3.2%
10Y CAGR
+3.2%

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 →
0.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-2.74
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 →
0.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +0.3%
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 →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.30.0-0.00.0————————0.3%
2025——0.30.30.30.40.30.40.30.30.30.33.4%

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 4.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 97.8% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-02-0110000
2025-03-0110031.985181889204
2025-04-0110065.62601861577
2025-05-0110098.728767520193
2025-06-0110134.708216704523
2025-07-0110169.435576918102
2025-08-0110205.083895134963
2025-09-0110240.701169823622
2025-10-0110276.19427039948
2025-11-0110307.258494285405
2025-12-0110340.340547504358
2026-01-0110369.231724416253
2026-02-0110371.642771773155
2026-03-0110369.262767944454
2026-04-0110371.642771773155
Annual Return Matrix
YearAnnual Return
20260.0030271947161693014
Total Factor Risk
0.04504498937734491
VTI.US Exposure
0.000001917635848327296
VEA.US Exposure
-0.000029547367382965897
VWO.US Exposure
0.00084451717853553
QQQ.US Exposure
0.002068146742022171
VTV.US Exposure
0.001322123338172163
IJR.US Exposure
0.001654219028305731
QUAL.US Exposure
0.008305064524160986
SHV.US Exposure
0.9776637462222529
TLT.US Exposure
0.00013509945626067514
LQD.US Exposure
0.000763870457569527
HYG.US Exposure
0.0023740468209701242
GLD.US Exposure
0.00001001063342405708
USO.US Exposure
0.0013978488897457898
VNQ.US Exposure
0.002218886535364934
BTC-USD.CC Exposure
0.0007620830978194617
CPER.US Exposure
0.000011510476491241993
VIX.INDX Exposure
0.0004362472895123789
UUP.US Exposure
0.0000825783329986024
TIP.US Exposure
-0.00002729770425313337
Idiosyncratic Exposure
0.0000049284121812821655
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
4.5%

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 →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 →3.74%
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
$58
Avg Yield on Cost
0.58%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$58.260.58%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 →
-0.1%
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 →
+0.8%
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 →
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

Frequently Asked Questions & Methodology

Is BlackRock ETF Trust a high-risk investment?

BlackRock ETF Trust (GMMF.US) has an annualized volatility of 4.5% and experienced a maximum drawdown of 0.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GMMF.US has generated a Compound Annual Growth Rate (CAGR) of 3.2%. 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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