- Issuer
- BNY Mellon
- Inception Date
- Apr 9, 2020
- Region
- North America (U.S.)
- Category
- Small Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Morningstar US Small Cap Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $87M
Highlights
- Avg. Volume (1M)
- 4K
- Avg. Volume Value (1M)
- $229.57K
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
BKSE Performance Chart
BNY Mellon US Small Cap Core Equity ETF (BKSE) is up 18.2% since the beginning of the year. BKSE is currently trading at $44 per share. Investors who bought $1,000 worth of BKSE shares 5 years ago would now be looking at an investment worth $1,499.
Loading charts...
Compare this symbol against anything
Returns By Period
BNY Mellon US Small Cap Core Equity ETF (BKSE) has returned 18.16% so far this year and 34.85% over the past 12 months.
BNY Mellon US Small Cap Core Equity ETF
- 1D
- -0.45%
- 1M
- -0.69%
- 6M
- 12.42%
- YTD
- 18.16%
- 1Y
- 34.85%
- 3Y*
- 15.52%
- 5Y*
- 8.43%
- 10Y*
- —
- ALL TIME*
- 16.44%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
BKSE Monthly Returns History
Based on dividend-adjusted daily data since Apr 9, 2020, BKSE's average daily return is +0.07%, while the average monthly return is +1.42%. At this rate, an investment would double in approximately 4.1 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +16.5%, while the worst month was Sep 2022 at -9.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, BKSE closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +9.1%, while the worst single day was Jun 11, 2020 at -7.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.11% | 1.01% | -4.63% | 9.52% | 2.50% | 5.45% | -1.42% | 18.16% | |||||
| 2025 | 3.29% | -5.13% | -5.57% | -3.41% | 6.29% | 4.63% | 1.47% | 6.56% | 2.29% | 0.82% | 2.24% | -0.20% | 13.09% |
| 2024 | -4.27% | 3.52% | 3.67% | -6.18% | 5.01% | -1.64% | 9.31% | -1.06% | 1.57% | -1.50% | 10.83% | -8.22% | 9.56% |
| 2023 | 10.46% | -1.35% | -3.83% | -1.12% | -1.90% | 9.04% | 5.30% | -3.91% | -5.73% | -5.85% | 9.42% | 12.36% | 22.37% |
| 2022 | -8.40% | 1.06% | 1.40% | -8.78% | 0.32% | -8.94% | 10.38% | -3.16% | -9.69% | 10.37% | 4.18% | -6.06% | -18.44% |
| 2021 | 2.99% | 6.47% | 2.06% | 3.77% | -0.05% | 0.19% | -2.62% | 2.14% | -3.03% | 4.62% | -4.22% | 3.36% | 16.18% |
Benchmark Metrics
BNY Mellon US Small Cap Core Equity ETF has an annualized alpha of -0.86%, beta of 1.07, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since April 09, 2020.
- With beta of 1.07 and R2 of 0.68, 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
- -0.86%
- Beta
- 1.07
- R²
- 0.68
- Upside Capture
- 99.76%
- Downside Capture
- 103.17%
Expense Ratio
BKSE has an expense ratio of 0.04%, which is considered low.
Return for Risk
Risk / Return Rank
BKSE ranks 83 for risk / return — above 83% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for BNY Mellon US Small Cap Core Equity ETF (BKSE) 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.
| BKSE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 2.00 | +1.47 |
| Martin ratioReturn relative to average drawdown | 12.47 | 8.49 | +3.97 |
Dividends
Dividend History
BNY Mellon US Small Cap Core Equity ETF provided a 1.21% dividend yield over the last twelve months, with an annual payout of $0.53 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.53 | $0.47 | $0.52 | $0.43 | $0.39 | $0.38 | $0.23 |
Dividend yield | 1.21% | 1.26% | 1.55% | 1.38% | 1.50% | 1.17% | 0.82% |
Monthly Dividends
The table displays the monthly dividend distributions for BNY Mellon US Small Cap Core Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.25 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.13 | $0.00 | $0.15 | $0.47 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.15 | $0.52 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.00 | $0.12 | $0.43 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.08 | $0.39 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.08 | $0.00 | $0.12 | $0.38 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the BNY Mellon US Small Cap Core 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 BNY Mellon US Small Cap Core Equity ETF was 29.08%, occurring on Sep 26, 2022. Recovery took 452 trading sessions.
The current BNY Mellon US Small Cap Core Equity ETF drawdown is 1.42%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-29.08%Sep 2022 | 10mo 21d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 | Bear market2022 |
-26.76%Apr 2025 | 4mo 13d | 5mo 6d | 9mo 19dNov 2024 - Sep 2025 | 2025 selloff2025 |
-11.49%Jun 2020 | 2d | 2mo | 2mo 2dJun 2020 - Aug 2020 | — |
-9.40%Mar 2026 | 1mo 17d | 17d | 2mo 4dFeb 2026 - Apr 2026 | — |
-9.14%May 2020 | 13d | 13d | 26dApr 2020 - May 2020 | — |
Drawdown Indicators
| BKSE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.08% | -56.78% | +27.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -9.10% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -26.76% | -18.90% | -7.86% |
Max Drawdown (5Y)Largest decline over 5 years | -29.08% | -25.43% | -3.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.42% | -1.58% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -8.85% | -10.70% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.14% | +0.48% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with BKSE
Add BNY Mellon US Small Cap Core Equity ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with BKSE