Summary
BKSE
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 32.65% Volatility 22.77% Sharpe 0.84
Official loaded data — not a live quote.

BNY MELLON US SMALL CAP CORE EQUITY ETF

Symbol: BKSE

Exchange: NYSE

Sector: Technology

Category: Small Blend

Inception date: 07/04/2020

Latest date: 03/06/2026

Current price: $126.78

Expense ratio: 0.04%

Assets under management
$80.8M
-0.11% 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

2.60%

Ann. -39.08% (Sharpe / Sortino numerator)

Volatility

22.05%

Sharpe ratio

-1.938

VaR 95%

-2.03%

CVaR 95%: -2.13%
Max drawdown: -7.44%
Sortino ratio: -3.847
Calmar ratio: -5.25

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

7.06%

Ann. 4.50% (Sharpe / Sortino numerator)

Volatility

19.31%

Sharpe ratio

0.045

VaR 95%

-1.86%

CVaR 95%: -2.00%
Max drawdown: -9.67%
Sortino ratio: 0.074
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

12.11%

Ann. 8.74% (Sharpe / Sortino numerator)

Volatility

18.97%

Sharpe ratio

0.269

VaR 95%

-1.84%

CVaR 95%: -2.21%
Max drawdown: -9.67%
Sortino ratio: 0.445
Calmar ratio: 0.90

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

32.65%

Ann. 22.82% (Sharpe / Sortino numerator)

Volatility

22.77%

Sharpe ratio

0.843

VaR 95%

-1.86%

CVaR 95%: -3.07%
Max drawdown: -9.67%
Sortino ratio: 1.193
Calmar ratio: 2.36

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

38.45%

Ann. 12.62% (Sharpe / Sortino numerator)

Volatility

20.93%

Sharpe ratio

0.430

VaR 95%

-1.86%

CVaR 95%: -2.85%
Max drawdown: -26.76%
Sortino ratio: 0.636
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

63.03%

Ann. 13.96% (Sharpe / Sortino numerator)

Volatility

20.10%

Sharpe ratio

0.514

VaR 95%

-1.82%

CVaR 95%: -2.67%
Max drawdown: -26.76%
Sortino ratio: 0.789
Calmar ratio: 0.52

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

0.119%

Best day

3.81%

22/08/2025
Worst day

-3.138%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $126.92 $127.02 $126.63 $126.78 700
02/06/2026 $127.02 $128.32 $127.02 $128.21 600
01/06/2026 $126.62 $127.79 $126.62 $127.77 900
29/05/2026 $127.58 $127.83 $127.25 $127.50 2,300
28/05/2026 $126.73 $128.31 $126.73 $128.19 9,700
27/05/2026 $127.59 $127.59 $127.38 $127.38 3,300
26/05/2026 $127.53 $127.53 $127.09 $127.29 2,900
22/05/2026 $125.73 $125.75 $125.72 $125.75 2,200
21/05/2026 $123.88 $124.91 $123.30 $124.59 1,900
20/05/2026 $122.31 $123.82 $122.31 $123.82 700