EA BRIDGEWAY BLUE CHIP ETF
Symbol: BBLU
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 31/07/1997
Latest date: 16/07/2026
Current price: $16.82
Expense ratio: 0.15%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.14%
Ann. -25.86% (Sharpe / Sortino numerator)
Volatility
14.27%
Sharpe ratio
-2.067
VaR 95%
-1.43%
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
7.57%
Ann. -10.74% (Sharpe / Sortino numerator)
Volatility
12.28%
Sharpe ratio
-1.170
VaR 95%
-1.44%
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
9.93%
Ann. -1.12% (Sharpe / Sortino numerator)
Volatility
11.94%
Sharpe ratio
-0.398
VaR 95%
-1.25%
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
22.53%
Ann. 17.29% (Sharpe / Sortino numerator)
Volatility
16.97%
Sharpe ratio
0.805
VaR 95%
-1.28%
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
37.38%
Ann. 14.50% (Sharpe / Sortino numerator)
Volatility
15.13%
Sharpe ratio
0.719
VaR 95%
-1.31%
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
76.29%
Ann. 20.44% (Sharpe / Sortino numerator)
Volatility
13.95%
Sharpe ratio
1.204
VaR 95%
-1.22%
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.
Average daily return
0.084%
Best day
2.5%
Worst day
-2.49%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $16.78 | $16.85 | $16.75 | $16.82 | 43,600 |
| 15/07/2026 | $16.75 | $16.81 | $16.75 | $16.76 | 43,200 |
| 14/07/2026 | $16.74 | $16.80 | $16.71 | $16.71 | 56,400 |
| 13/07/2026 | $16.89 | $16.89 | $16.82 | $16.82 | 44,800 |
| 10/07/2026 | $16.89 | $16.90 | $16.81 | $16.89 | 57,200 |
| 09/07/2026 | $16.69 | $16.83 | $16.64 | $16.83 | 51,300 |
| 08/07/2026 | $16.76 | $16.78 | $16.73 | $16.74 | 80,500 |
| 07/07/2026 | $16.94 | $16.98 | $16.87 | $16.88 | 80,600 |
| 06/07/2026 | $16.78 | $16.85 | $16.73 | $16.84 | 97,200 |
| 02/07/2026 | $16.63 | $16.75 | $16.63 | $16.75 | 75,000 |