Summary
BBEM
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 33.48% 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: 16/07/2026

Current price: $74.34

Expense ratio: 0.15%

Assets under management
$820.8M
-0.31% 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

-5.82%

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

3.25%

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

11.48%

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

33.48%

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

48.69%

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

65.20%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.126%

Best day

5.763%

08/04/2026
Worst day

-6.36%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $74.57 $74.85 $74.34 $74.34 3,200
15/07/2026 $76.14 $76.14 $74.75 $75.84 24,700
14/07/2026 $75.74 $76.07 $75.74 $76.07 2,200
13/07/2026 $75.42 $75.47 $74.56 $74.69 11,800
10/07/2026 $77.26 $77.54 $77.20 $77.37 8,200
09/07/2026 $77.29 $77.42 $77.11 $77.11 1,400
08/07/2026 $75.19 $76.61 $75.19 $76.61 1,400
07/07/2026 $76.37 $76.37 $75.59 $75.91 57,700
06/07/2026 $77.73 $78.05 $77.73 $78.05 48,500
02/07/2026 $77.16 $77.57 $75.10 $75.71 26,200