Summary
BBUS
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 27.47% Volatility 18.25% Sharpe 0.73
Official loaded data — not a live quote.

JPMORGAN BETABUILDERS U.S. EQUITY ETF

Symbol: BBUS

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception date: 12/03/2019

Latest date: 03/06/2026

Current price: $136.05

Expense ratio: 0.02%

Assets under management
$7.8B
-0.52% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

5.12%

Ann. -38.98% (Sharpe / Sortino numerator)

Volatility

18.13%

Sharpe ratio

-2.350

VaR 95%

-1.69%

CVaR 95%: -1.75%
Max drawdown: -7.57%
Sortino ratio: -4.400
Calmar ratio: -5.15

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

11.30%

Ann. -16.44% (Sharpe / Sortino numerator)

Volatility

14.45%

Sharpe ratio

-1.389

VaR 95%

-1.53%

CVaR 95%: -1.78%
Max drawdown: -9.43%
Sortino ratio: -2.100
Calmar ratio: -1.74

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

10.47%

Ann. -4.42% (Sharpe / Sortino numerator)

Volatility

13.58%

Sharpe ratio

-0.593

VaR 95%

-1.53%

CVaR 95%: -1.87%
Max drawdown: -9.43%
Sortino ratio: -0.826
Calmar ratio: -0.47

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

27.47%

Ann. 17.00% (Sharpe / Sortino numerator)

Volatility

18.25%

Sharpe ratio

0.732

VaR 95%

-1.56%

CVaR 95%: -2.63%
Max drawdown: -9.43%
Sortino ratio: 0.908
Calmar ratio: 1.80

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

46.17%

Ann. 13.60% (Sharpe / Sortino numerator)

Volatility

16.29%

Sharpe ratio

0.612

VaR 95%

-1.59%

CVaR 95%: -2.39%
Max drawdown: -19.01%
Sortino ratio: 0.768
Calmar ratio: 0.72

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

83.50%

Ann. 18.64% (Sharpe / Sortino numerator)

Volatility

14.89%

Sharpe ratio

1.008

VaR 95%

-1.47%

CVaR 95%: -2.12%
Max drawdown: -19.01%
Sortino ratio: 1.315
Calmar ratio: 0.98

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.1%

Best day

2.934%

31/03/2026
Worst day

-2.673%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $136.76 $136.99 $135.97 $136.05 114,700
02/06/2026 $136.70 $137.20 $136.55 $137.07 187,600
01/06/2026 $136.28 $137.16 $136.19 $136.78 208,100
29/05/2026 $136.30 $136.66 $136.06 $136.42 750,500
28/05/2026 $135.33 $136.12 $135.04 $136.05 1,546,200
27/05/2026 $135.17 $135.42 $134.85 $135.22 391,800
26/05/2026 $135.14 $135.51 $134.84 $135.19 207,400
22/05/2026 $134.57 $134.94 $134.18 $134.38 178,200
21/05/2026 $133.09 $134.04 $132.84 $133.77 168,800
20/05/2026 $132.45 $133.60 $132.24 $133.55 165,300