Summary
BBEM
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 56.44% Volatility 19.89% Sharpe 1.37
Official loaded data — not a live quote.

JPMORGAN BETABUILDERS EMERGING MARKETS EQUITY ETF

Symbol: BBEM

Exchange: BATS

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 10/05/2023

Latest date: 02/06/2026

Current price: $81.72

Expense ratio: 0.15%

Assets under management
$834.6M
0.34% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

10.91%

Ann. -58.34% (Sharpe / Sortino numerator)

Volatility

34.61%

Sharpe ratio

-1.790

VaR 95%

-3.44%

CVaR 95%: -4.37%
Max drawdown: -6.81%
Sortino ratio: -2.590
Calmar ratio: -8.57

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.20%

Ann. 1.98% (Sharpe / Sortino numerator)

Volatility

25.43%

Sharpe ratio

-0.065

VaR 95%

-2.83%

CVaR 95%: -3.68%
Max drawdown: -13.31%
Sortino ratio: -0.086
Calmar ratio: 0.15

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

31.96%

Ann. 13.27% (Sharpe / Sortino numerator)

Volatility

20.99%

Sharpe ratio

0.459

VaR 95%

-1.98%

CVaR 95%: -3.29%
Max drawdown: -13.31%
Sortino ratio: 0.598
Calmar ratio: 1.00

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

56.44%

Ann. 30.98% (Sharpe / Sortino numerator)

Volatility

19.89%

Sharpe ratio

1.375

VaR 95%

-1.68%

CVaR 95%: -3.05%
Max drawdown: -13.31%
Sortino ratio: 1.772
Calmar ratio: 2.33

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

71.40%

Ann. 18.70% (Sharpe / Sortino numerator)

Volatility

17.88%

Sharpe ratio

0.843

VaR 95%

-1.78%

CVaR 95%: -2.60%
Max drawdown: -17.42%
Sortino ratio: 1.137
Calmar ratio: 1.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

88.15%

Ann. 22.08% (Sharpe / Sortino numerator)

Volatility

17.50%

Sharpe ratio

1.057

VaR 95%

-1.61%

CVaR 95%: -2.35%
Max drawdown: -17.42%
Sortino ratio: 1.555
Calmar ratio: 1.27

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.186%

Best day

5.763%

08/04/2026
Worst day

-4.923%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $81.44 $81.72 $81.42 $81.72 7,900
01/06/2026 $79.96 $81.12 $79.82 $80.69 2,600
29/05/2026 $79.12 $79.31 $78.98 $79.01 461,400
28/05/2026 $77.94 $79.04 $77.94 $78.95 4,400
27/05/2026 $78.86 $78.86 $78.53 $78.58 7,000
26/05/2026 $77.91 $78.70 $77.91 $78.69 8,600
22/05/2026 $76.54 $76.54 $75.86 $75.86 5,400
21/05/2026 $75.13 $76.43 $75.13 $76.22 3,700
20/05/2026 $74.28 $75.59 $74.28 $75.59 1,300
19/05/2026 $73.46 $74.18 $73.12 $74.01 3,800