Summary
BELT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 20.19% Volatility 23.04% Sharpe 0.54
Official loaded data — not a live quote.

BlackRock Long-Term U.S. Equity ETF

Symbol: BELT

Exchange: NASDAQ

Sector: Technology

Category: Large Growth

Inception date: 17/06/2024

Latest date: 16/07/2026

Current price: $38.91

Expense ratio: 0.75%

Assets under management
$10.0M
-1.50% 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

-0.74%

Ann. -43.67% (Sharpe / Sortino numerator)

Volatility

25.97%

Sharpe ratio

-1.821

VaR 95%

-2.08%

CVaR 95%: -2.73%
Max drawdown: -9.59%
Sortino ratio: -3.285
Calmar ratio: -4.55

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

6.39%

Ann. -13.61% (Sharpe / Sortino numerator)

Volatility

21.25%

Sharpe ratio

-0.812

VaR 95%

-2.08%

CVaR 95%: -2.46%
Max drawdown: -11.45%
Sortino ratio: -1.306
Calmar ratio: -1.19

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

11.75%

Ann. -4.21% (Sharpe / Sortino numerator)

Volatility

18.94%

Sharpe ratio

-0.414

VaR 95%

-1.99%

CVaR 95%: -2.34%
Max drawdown: -11.47%
Sortino ratio: -0.629
Calmar ratio: -0.37

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

20.19%

Ann. 16.02% (Sharpe / Sortino numerator)

Volatility

23.04%

Sharpe ratio

0.538

VaR 95%

-1.99%

CVaR 95%: -3.16%
Max drawdown: -11.47%
Sortino ratio: 0.733
Calmar ratio: 1.40

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

28.76%

Ann. 15.34% (Sharpe / Sortino numerator)

Volatility

21.97%

Sharpe ratio

0.535

VaR 95%

-2.06%

CVaR 95%: -3.05%
Max drawdown: -23.05%
Sortino ratio: 0.755
Calmar ratio: 0.67

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

0.08%

Best day

4.344%

08/04/2026
Worst day

-3.419%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $39.50 $39.50 $38.91 $38.91 600
15/07/2026 $39.35 $39.75 $39.35 $39.75 500
14/07/2026 $39.60 $39.60 $39.60 $39.60 100
13/07/2026 $39.56 $39.56 $39.25 $39.28 300
10/07/2026 $39.76 $39.84 $39.41 $39.84 1,500
09/07/2026 $39.79 $39.81 $39.79 $39.81 700
08/07/2026 $39.30 $39.30 $39.30 $39.30 300
07/07/2026 $39.32 $39.33 $39.13 $39.29 1,200
06/07/2026 $40.09 $40.15 $40.05 $40.05 1,400
02/07/2026 $39.73 $39.96 $39.02 $39.24 3,000