iShares VII Public Limited Company - iShares Core S&P 500 UCITS ETF

10-Year Study

CSTNL.US · · US · ETF

Executive Summary: iShares VII Public Limited Company - iShares Core S&P 500 UCITS ETF has compounded at 14.7% annually over the last 10 years, with a maximum drawdown of 23.2% and an annualized volatility of 12.6%.

1Y CAGR
+21.6%
3Y CAGR
+20.5%
5Y CAGR
+12.2%
10Y CAGR
+14.7%

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 →
23.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +32.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.7-1.1-4.57.2————————2.9%
20252.4-0.7-5.4-1.06.25.61.72.22.93.3-0.60.217.5%
20241.84.94.1-3.93.94.70.71.72.1-0.36.0-2.824.8%
20236.9-2.12.82.11.16.02.6-1.3-4.9-2.19.34.426.9%
2022-5.5-1.74.8-8.6-0.3-9.08.8-3.6-9.37.62.8-4.1-18.6%
20210.53.23.25.51.01.72.72.7-3.85.9-0.23.228.5%
2020-0.5-9.4-10.410.64.12.73.410.0-4.7-1.811.12.815.9%
20197.83.91.53.3-5.36.12.9-2.71.71.94.23.832.5%
20184.6-2.9-3.30.92.21.32.33.30.8-6.2-0.6-7.6-5.8%
20172.94.6-0.70.62.00.71.50.42.02.72.62.323.8%
2016———1.3-0.81.82.1-0.33.6-3.04.10.29.3%

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 12.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 103.0% of variance. Idiosyncratic stock-specific factors contribute 3.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110133.728795920491
2016-05-0110054.636278488915
2016-06-0110234.155479238214
2016-07-0110448.537829118535
2016-08-0110419.91882610053
2016-09-0110797.169320428764
2016-10-0110471.953377042355
2016-11-0110901.238422312415
2016-12-0110927.255697783326
2017-01-0111239.46300343428
2017-02-0111759.808512852534
2017-03-0111681.756686439794
2017-04-0111757.206785305441
2017-05-0111988.760536996566
2017-06-0112075.658237069414
2017-07-0112254.136746799875
2017-08-0112306.1712977417
2017-09-0112555.937142262463
2017-10-0112888.958268290142
2017-11-0113221.198876053699
2017-12-0113526.381517327503
2018-01-0114145.462587157874
2018-02-0113737.121448641898
2018-03-0113287.022582995107
2018-04-0113411.905505255489
2018-05-0113711.104173170985
2018-06-0113888.02164637319
2018-07-0114205.432407118326
2018-08-0114676.345093141847
2018-09-0114798.626287855135
2018-10-0113880.216463731918
2018-11-0113795.400145696743
2018-12-0112745.863253200125
2019-01-0113740.654594650847
2019-02-0114273.0773233427
2019-03-0114488.500364241856
2019-04-0114970.184202310333
2019-05-0114176.162972213548
2019-06-0115040.586949734625
2019-07-0115475.075450098862
2019-08-0115064.002497658445
2019-09-0115324.175252367571
2019-10-0115607.76355500052
2019-11-0116263.39889686752
2019-12-0116886.772817150588
2020-01-0116807.159954209594
2020-02-0115222.707878031011
2020-03-0113633.052346758248
2020-04-0115077.011135393901
2020-05-0115688.417108960348
2020-06-0116104.693516494952
2020-07-0116651.05630138412
2020-08-0118316.16193152253
2020-09-0117454.99011343532
2020-10-0117132.375897596005
2020-11-0119031.63700697263
2020-12-0119564.99115412634
2021-01-0119669.06025600999
2021-02-0120293.474867311896
2021-03-0120943.90675408471
2021-04-0122088.66687480487
2021-05-0122302.008533666354
2021-06-0122692.267665730044
2021-07-0123311.478821937766
2021-08-0123951.50379852222
2021-09-0123043.500884587367
2021-10-0124404.2043917161
2021-11-0124352.16984077427
2021-12-0125132.688104901652
2022-01-0123756.374232490372
2022-02-0123363.513372879588
2022-03-0124484.85794567593
2022-04-0122374.856904984907
2022-05-0122299.406806119263
2022-06-0120293.474867311896
2022-07-0122083.463419710686
2022-08-0121282.131335206577
2022-09-0119299.614944323028
2022-10-0120761.785825788324
2022-11-0121347.174523883856
2022-12-0120464.356332604846
2023-01-0121881.829534811113
2023-02-0121417.993547715683
2023-03-0122017.275470912682
2023-04-0122487.875949630554
2023-05-0122744.198147569987
2023-06-0124112.810906441875
2023-07-0124745.342907690705
2023-08-0124431.054220002083
2023-09-0123240.139452596522
2023-10-0122757.883234467685
2023-11-0124871.526693724634
2023-12-0125976.168175668645
2024-01-0126447.288999895933
2024-02-0127745.13476948694
2024-03-0128877.250494328233
2024-04-0127736.965344989072
2024-05-0128826.67291081278
2024-06-0130179.675304402124
2024-07-0130400.145696742635
2024-08-0130929.337079821
2024-09-0131568.461858674156
2024-10-0131460.245603080442
2024-11-0133354.14715371006
2024-12-0132417.265064002495
2025-01-0133210.635862212504
2025-02-0132961.8066396087
2025-03-0131179.76896659382
2025-04-0130854.927671974194
2025-05-0132768.75845561453
2025-06-0134608.08616921636
2025-07-0135207.565823706944
2025-08-0135976.53241752524
2025-09-0137030.6743677802
2025-10-0138251.63908835467
2025-11-0138007.44094078468
2025-12-0138096.83629930273
2026-01-0138755.33354147153
2026-02-0138325.163908835464
2026-03-0136582.52679779373
2026-04-0139211.93672598605
Annual Return Matrix
YearAnnual Return
20170.23785714285714277
2018-0.05770340450086553
20190.32488262910798116
20200.15859858872831478
20210.28457446808510634
2022-0.1857474120082816
20230.2693371711028163
20240.24796177961178678
20250.17520204817053098
20260.029270158233683397
Total Factor Risk
0.12637865787500813
VTI.US Exposure
1.0297857756815347
VEA.US Exposure
0.059486070471914655
VWO.US Exposure
0.01411424555427943
QQQ.US Exposure
-0.01315691814635663
VTV.US Exposure
-0.011834052358634613
IJR.US Exposure
-0.0686347715897005
QUAL.US Exposure
0.02143897809651483
SHV.US Exposure
0.0009329941402752978
TLT.US Exposure
0.008521508485023822
LQD.US Exposure
-0.014311182538610264
HYG.US Exposure
-0.043742924941731876
GLD.US Exposure
-0.001160080930993679
USO.US Exposure
0.0011242848424000002
VNQ.US Exposure
-0.005626494640629619
BTC-USD.CC Exposure
-0.0018801629020558058
CPER.US Exposure
0.0006997391952255276
VIX.INDX Exposure
-0.02242100122089169
UUP.US Exposure
-0.004799545853108082
TIP.US Exposure
0.013016835958698727
Idiosyncratic Exposure
0.038446702696845615
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.6%

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 →N/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%
Market Cap$0
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
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

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 →
+3.8%
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 →
+5.5%
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 →
0.5% 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

Frequently Asked Questions & Methodology

Is iShares VII Public Limited Company - iShares Core S&P 500 UCITS ETF a high-risk investment?

iShares VII Public Limited Company - iShares Core S&P 500 UCITS ETF (CSTNL.US) has an annualized volatility of 12.6% and experienced a maximum drawdown of 23.2% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CSTNL.US?

Over the past 10 years, CSTNL.US has generated a Compound Annual Growth Rate (CAGR) of 14.7%. It has had a positive return in 80% 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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