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JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBM...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US46641Q3406
CUSIP
46641Q340
Issuer
JPMorgan
Inception Date
Apr 14, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Morningstar US Mid Cap Target Market Exposure Extended Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan BetaBuilders U.S. Mid Cap Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBMC) has returned 1.89% so far this year and 21.86% over the past 12 months.


JPMorgan BetaBuilders U.S. Mid Cap Equity ETF

1D
3.25%
1M
-5.70%
YTD
1.89%
6M
4.93%
1Y
21.86%
3Y*
14.40%
5Y*
5.86%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 15, 2020, BBMC's average daily return is +0.07%, while the average monthly return is +1.36%. At this rate, your investment would double in approximately 4.3 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +15.6%, while the worst month was Jun 2022 at -9.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, BBMC closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +9.4%, while the worst single day was Apr 3, 2025 at -6.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.22%3.67%-5.70%1.89%
20254.51%-4.18%-6.29%-1.93%5.62%4.69%1.80%4.32%0.84%0.72%2.06%0.18%12.24%
2024-2.00%6.63%4.64%-6.70%3.31%-0.90%5.50%0.02%2.01%-0.06%10.67%-7.39%15.15%
20239.93%-2.00%-3.36%-1.04%-2.49%9.33%4.06%-3.10%-5.47%-5.62%9.13%9.78%18.37%
2022-8.75%0.64%1.59%-8.83%-0.53%-9.72%11.08%-2.98%-9.50%9.01%5.11%-6.01%-19.77%
20211.20%6.25%1.27%4.12%-0.56%1.57%-1.11%2.52%-3.58%6.81%-3.96%2.46%17.64%

Benchmark Metrics

JPMorgan BetaBuilders U.S. Mid Cap Equity ETF has an annualized alpha of -0.38%, beta of 1.09, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since April 16, 2020.

  • This ETF captured 105.40% of S&P 500 Index gains and 105.06% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.09 and R² of 0.79, 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
-0.38%
Beta
1.09
0.79
Upside Capture
105.40%
Downside Capture
105.06%

Expense Ratio

BBMC has an expense ratio of 0.07%, which is considered low.


Return for Risk

Risk / Return Rank

BBMC ranks 58 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


BBMC Risk / Return Rank: 5858
Overall Rank
BBMC Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BBMC Sortino Ratio Rank: 5757
Sortino Ratio Rank
BBMC Omega Ratio Rank: 5555
Omega Ratio Rank
BBMC Calmar Ratio Rank: 5858
Calmar Ratio Rank
BBMC Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Mid Cap Equity ETF (BBMC) and compare them to a chosen benchmark (S&P 500 Index).


BBMCBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.90

+0.12

Sortino ratio

Return per unit of downside risk

1.54

1.39

+0.15

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.52

1.40

+0.12

Martin ratio

Return relative to average drawdown

6.57

6.61

-0.03

Explore BBMC risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

JPMorgan BetaBuilders U.S. Mid Cap Equity ETF provided a 1.25% dividend yield over the last twelve months, with an annual payout of $1.36 per share. The fund has been increasing its distributions for 5 consecutive years.


0.60%0.80%1.00%1.20%1.40%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.40202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.36$1.33$1.26$1.15$1.07$0.80$0.54

Dividend yield

1.25%1.25%1.31%1.36%1.48%0.87%0.69%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan BetaBuilders U.S. Mid Cap Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.23$0.23
2025$0.00$0.00$0.20$0.00$0.00$0.28$0.00$0.00$0.36$0.00$0.00$0.49$1.33
2024$0.00$0.00$0.16$0.00$0.00$0.29$0.00$0.00$0.27$0.00$0.00$0.53$1.26
2023$0.00$0.00$0.18$0.00$0.00$0.27$0.00$0.00$0.28$0.00$0.00$0.42$1.15
2022$0.00$0.00$0.13$0.00$0.00$0.23$0.00$0.00$0.29$0.00$0.00$0.42$1.07
2021$0.00$0.00$0.08$0.00$0.00$0.18$0.00$0.00$0.20$0.00$0.00$0.33$0.80

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 JPMorgan BetaBuilders U.S. Mid Cap Equity 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 JPMorgan BetaBuilders U.S. Mid Cap Equity ETF was 30.11%, occurring on Jun 16, 2022. Recovery took 567 trading sessions.

The current JPMorgan BetaBuilders U.S. Mid Cap Equity ETF drawdown is 6.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.11%Nov 9, 2021152Jun 16, 2022567Sep 19, 2024719
-24.18%Nov 26, 202490Apr 8, 202598Aug 28, 2025188
-9.94%Jun 9, 20203Jun 11, 202038Aug 5, 202041
-9.75%Feb 27, 202622Mar 30, 2026
-7.54%Sep 3, 202015Sep 24, 20207Oct 5, 202022

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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