Summary
BBUS
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 21.04% 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: N/A

Latest date: 16/07/2026

Current price: $135.37

Expense ratio: 0.02%

Assets under management
N/A
-0.55% 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

0.31%

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

7.32%

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

8.84%

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

21.04%

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

35.95%

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

72.95%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.079%

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
16/07/2026 $136.12 $136.12 $134.88 $135.37 215,700
15/07/2026 $136.11 $136.29 $135.29 $136.04 169,800
14/07/2026 $135.48 $135.85 $135.13 $135.58 154,400
13/07/2026 $135.45 $135.95 $134.90 $135.05 225,400
10/07/2026 $135.59 $136.21 $135.06 $136.11 123,600
09/07/2026 $134.68 $135.64 $134.57 $135.56 89,400
08/07/2026 $134.00 $134.58 $133.42 $134.42 170,600
07/07/2026 $135.12 $135.39 $134.45 $134.82 110,800
06/07/2026 $134.93 $135.71 $134.88 $135.44 143,900
02/07/2026 $134.92 $135.48 $133.45 $134.32 122,300