iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)

10-Year Study

AYEM.XETRA · Unknown · Unknown · ETF

Executive Summary: iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) has compounded at 9.9% annually over the last 10 years, with a maximum drawdown of 22.5% and an annualized volatility of 17.7%.

1Y CAGR
+40.7%
3Y CAGR
+18.7%
5Y CAGR
+6.8%
10Y CAGR
+9.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
22.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +21.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.45.7-9.912.43.9———————19.5%
20253.5-1.0-3.5-3.64.63.04.1-0.25.45.3-1.20.517.5%
2024-2.23.73.51.5-0.65.5-0.2-1.25.1-2.00.8-0.314.0%
20236.6-4.20.3-2.21.02.74.6-4.0-0.6-4.35.52.26.8%
20220.8-4.0-1.1-0.4-2.3-4.32.91.2-8.8-3.29.1-4.5-14.6%
20214.41.52.5-0.40.53.1-5.52.0-1.30.8-1.60.46.1%
2020-5.2-4.5-13.87.7-0.77.72.71.81.32.16.74.17.9%
20199.7-0.02.42.0-6.23.50.9-3.73.11.11.76.121.7%
2018——————————4.9-3.90.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 17.7%. The dominant macroeconomic risk driver is VWO.US, accounting for 51.1% of variance. Idiosyncratic stock-specific factors contribute 3.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-10-0110000
2018-11-0110491.420567293102
2018-12-0110082.876152678884
2019-01-0111057.546398972803
2019-02-0111052.87731994864
2019-03-0111319.014824325901
2019-04-0111546.632426753822
2019-05-0110832.263336056962
2019-06-0111213.960546282244
2019-07-0111315.51301505778
2019-08-0110899.964981907317
2019-09-0111237.30594140306
2019-10-0111362.203805299405
2019-11-0111560.63966382631
2019-12-0112268.005135986925
2020-01-0111630.675849188747
2020-02-0111108.90626823859
2020-03-019580.950157581417
2020-04-0110318.66464339909
2020-05-0110247.461188280611
2020-06-0111035.36827360803
2020-07-0111336.523870666511
2020-08-0111536.126998949456
2020-09-0111684.370257966617
2020-10-0111927.162367223065
2020-11-0112720.905801330686
2020-12-0113239.173573012724
2021-01-0113818.13937200887
2021-02-0114021.24430955994
2021-03-0114369.090696860045
2021-04-0114315.396288082175
2021-05-0114392.436091980855
2021-06-0114835.998599276294
2021-07-0114014.240691023697
2021-08-0114299.054511497607
2021-09-0114114.62589004319
2021-10-0114222.014707598924
2021-11-0113995.564374927046
2021-12-0114046.924244192833
2022-01-0114156.64760126065
2022-02-0113587.01996031283
2022-03-0113432.940352515465
2022-04-0113379.245943737596
2022-05-0113068.752188630791
2022-06-0112510.797245243375
2022-07-0112870.316330103886
2022-08-0113024.395937901247
2022-09-0111880.471576981441
2022-10-0111502.276176024277
2022-11-0112552.818956460838
2022-12-0111990.19493404926
2023-01-0112783.93836815688
2023-02-0112244.659740866115
2023-03-0112277.343294035252
2023-04-0112006.536710633825
2023-05-0112120.92914672581
2023-06-0112443.095599393018
2023-07-0113010.38870082876
2023-08-0112485.117310610482
2023-09-0112415.081125248043
2023-10-0111875.802497957277
2023-11-0112529.473561340026
2023-12-0112807.283763277692
2024-01-0112527.139021827945
2024-02-0112994.046924244192
2024-03-0113444.613050075874
2024-04-0113643.04890860278
2024-05-0113559.005486167853
2024-06-0114306.058130033853
2024-07-0114275.709116376796
2024-08-0114102.953192482782
2024-09-0114824.325901715885
2024-10-0114530.17392319365
2024-11-0114649.235438309794
2024-12-0114602.544648068168
2025-01-0115106.805182677715
2025-02-0114955.060114392436
2025-03-0114429.788724174157
2025-04-0113916.190031516284
2025-05-0114560.522936850706
2025-06-0114997.0818256099
2025-07-0115613.400256799347
2025-08-0115576.047624606046
2025-09-0116423.485467491537
2025-10-0117287.265086961597
2025-11-0117072.487451850124
2025-12-0117158.865413797128
2026-01-0118421.85128983308
2026-02-0119474.728609781723
2026-03-0117546.398972802614
2026-04-0119729.193416598577
2026-05-0120499.59145558539
Annual Return Matrix
YearAnnual Return
20190.21671683260013896
20200.07916270218839205
20210.06101216716628466
2022-0.1464184809705834
20230.06814641744548289
20240.14017499088589136
20250.17505995203836933
20260.19469387755102052
Total Factor Risk
0.1770921375323339
VTI.US Exposure
-0.12661294433964987
VEA.US Exposure
0.055961972666182594
VWO.US Exposure
0.5109651190813363
QQQ.US Exposure
0.15842676957270305
VTV.US Exposure
0.08764899904760584
IJR.US Exposure
0.017218850650780583
QUAL.US Exposure
-0.041314694988643055
SHV.US Exposure
0.28169380289612744
TLT.US Exposure
0.0012017475997285845
LQD.US Exposure
-0.0013966157385414005
HYG.US Exposure
-0.006146916122361278
GLD.US Exposure
-0.007415464024990893
USO.US Exposure
-0.0002248066354391676
VNQ.US Exposure
-0.013884295088580339
BTC-USD.CC Exposure
0.0004761070916824219
CPER.US Exposure
0.00686733969398006
VIX.INDX Exposure
-0.036449144962342736
UUP.US Exposure
0.07251319160484747
TIP.US Exposure
0.008942239164046418
Idiosyncratic Exposure
0.03152874283152789
Value Score
36.9
Growth Score
50
Profit Score
37.5
Health Score
23.2
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →12.1x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$70.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.16
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+16.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
59
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+10.3%
50.0% retracement+15.1%
61.8% retracement+20.4%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) a high-risk investment?

iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.XETRA) has an annualized volatility of 17.7% and experienced a maximum drawdown of 22.5% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of AYEM.XETRA?

Over the past 10 years, AYEM.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.9%. It has had a positive return in 88% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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