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Issuer
BBH
Inception Date
Sep 9, 2019
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Actively Managed
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

BBHL Performance Chart

BBH Select Large Cap ETF (BBHL) is up 5.6% since the beginning of the year. BBHL is currently trading at $17 per share.


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S&P 500 Index

Returns By Period


BBH Select Large Cap ETF

1D
-0.76%
1M
1.07%
YTD
5.64%
6M
5.58%
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBHL Monthly Returns History

Based on dividend-adjusted daily data since Nov 17, 2025, BBHL's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.

Historically, 63% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +9.1%, while the worst month was Mar 2026 at -5.7%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.

On a daily basis, BBHL closed higher 54% of trading days. The best single day was Apr 8, 2026 with a return of +2.6%, while the worst single day was Jan 20, 2026 at -2.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.37%-1.52%-5.74%9.05%4.03%-0.06%5.64%
20251.31%0.39%1.70%

Benchmark Metrics

BBH Select Large Cap ETF has an annualized alpha of -3.13%, beta of 0.87, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since November 17, 2025.

  • This ETF participated in 94.50% of S&P 500 Index downside but only 74.86% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -3.13% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.87 and R2 of 0.83, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-3.13%
Beta
0.87
0.83
Upside Capture
74.86%
Downside Capture
94.50%

Expense Ratio

BBHL has an expense ratio of 0.71%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BBH Select Large Cap ETF (BBHL) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBHLBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

12.44

Dividends

Dividend History


BBH Select Large Cap ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BBH Select Large Cap ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BBH Select Large Cap ETF was 11.99%, occurring on Mar 27, 2026. Recovery took 27 trading sessions.

The current BBH Select Large Cap ETF drawdown is 1.31%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 correction2026
-11.99%Mar 2026
2mo 13d1mo 10d
3mo 23dJan 2026 - May 2026
2025 pullback2025
-2.63%Nov 2025
3d5d
8dNov 2025 - Nov 2025
2026 pullback2026
-2.46%Jun 2026
5d5d
10dJun 2026 - Jun 2026
2026 pullback2026
-2.00%Jan 2026
7d4d
11dDec 2025 - Jan 2026
2025 pullback2025
-1.83%Dec 2025
13d6d
19dDec 2025 - Dec 2025

Drawdown Indicators


BBHLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-11.99%

-56.78%

+44.79%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.31%

-1.80%

+0.49%

Average Drawdown

Average peak-to-trough decline

-2.88%

-10.71%

+7.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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