Summary
BBSC
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 39.74% Volatility 23.95% Sharpe 0.89
Official loaded data — not a live quote.

JPMorgan BetaBuilders U.S. Small Cap Equity ETF

Symbol: BBSC

Exchange: BATS

Sector: Technology

Category: Small Blend

Inception date: 16/11/2020

Latest date: 02/06/2026

Current price: $86.80

Expense ratio: 0.09%

Assets under management
$731.9M
0.37% 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

3.87%

Ann. -37.40% (Sharpe / Sortino numerator)

Volatility

24.26%

Sharpe ratio

-1.691

VaR 95%

-2.21%

CVaR 95%: -2.28%
Max drawdown: -7.78%
Sortino ratio: -3.369
Calmar ratio: -4.80

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

9.66%

Ann. 5.25% (Sharpe / Sortino numerator)

Volatility

20.60%

Sharpe ratio

0.079

VaR 95%

-2.07%

CVaR 95%: -2.19%
Max drawdown: -9.74%
Sortino ratio: 0.129
Calmar ratio: 0.54

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

17.43%

Ann. 3.80% (Sharpe / Sortino numerator)

Volatility

20.60%

Sharpe ratio

0.008

VaR 95%

-2.08%

CVaR 95%: -2.43%
Max drawdown: -9.74%
Sortino ratio: 0.013
Calmar ratio: 0.39

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

39.74%

Ann. 24.84% (Sharpe / Sortino numerator)

Volatility

23.95%

Sharpe ratio

0.886

VaR 95%

-2.08%

CVaR 95%: -3.19%
Max drawdown: -9.74%
Sortino ratio: 1.269
Calmar ratio: 2.55

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

43.81%

Ann. 12.98% (Sharpe / Sortino numerator)

Volatility

22.56%

Sharpe ratio

0.414

VaR 95%

-2.07%

CVaR 95%: -3.07%
Max drawdown: -29.32%
Sortino ratio: 0.622
Calmar ratio: 0.44

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

63.02%

Ann. 13.44% (Sharpe / Sortino numerator)

Volatility

21.96%

Sharpe ratio

0.447

VaR 95%

-1.99%

CVaR 95%: -2.88%
Max drawdown: -29.32%
Sortino ratio: 0.707
Calmar ratio: 0.46

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

0.141%

Best day

3.967%

22/08/2025
Worst day

-2.983%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $86.48 $86.86 $86.48 $86.80 2,700
01/06/2026 $85.66 $86.70 $85.54 $86.46 3,000
29/05/2026 $86.35 $86.67 $86.35 $86.58 5,300
28/05/2026 $86.70 $87.23 $86.36 $87.13 3,300
27/05/2026 $87.00 $87.31 $86.60 $86.80 132,900
26/05/2026 $86.67 $86.83 $86.67 $86.83 600
22/05/2026 $85.13 $85.41 $85.06 $85.28 1,600
21/05/2026 $83.91 $84.52 $83.58 $84.52 1,400
20/05/2026 $82.42 $84.08 $82.42 $84.08 1,200
19/05/2026 $82.02 $82.33 $82.02 $82.20 1,200