iShares MSCI KLD 400 Social ETF

10-Year Study

DSI.US · · US · ETF

Executive Summary: iShares MSCI KLD 400 Social ETF has compounded at 14.6% annually over the last 10 years, with a maximum drawdown of 27.3% and an annualized volatility of 13.8%.

1Y CAGR
+21.6%
3Y CAGR
+20.2%
5Y CAGR
+11.6%
10Y CAGR
+14.6%

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 →
27.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +31.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.7%
% 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.
20261.6-1.9-5.68.5————————2.1%
20251.6-2.6-5.9-0.68.95.13.21.34.03.0-1.30.918.0%
20241.85.23.6-4.64.63.40.81.52.7-0.96.1-3.322.4%
20237.1-2.24.10.51.26.43.7-1.3-5.1-2.810.14.928.5%
2022-6.4-3.43.4-9.2-0.6-7.78.7-4.9-9.57.17.0-6.1-21.7%
2021-1.03.54.55.10.82.62.73.0-4.79.3-1.54.031.3%
20200.5-7.4-12.413.05.42.14.97.9-3.9-2.310.93.520.9%
20198.23.41.84.1-6.36.71.9-1.81.72.03.72.831.2%
20186.0-3.9-2.10.52.50.63.42.30.3-7.73.3-8.2-3.9%
20172.13.10.31.51.30.42.3-0.32.32.52.51.120.9%
2016———-0.01.6-0.14.10.4-0.2-2.63.91.58.8%

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 13.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 85.6% of variance. Idiosyncratic stock-specific factors contribute 1.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019998.693074482871
2016-05-0110154.157805315623
2016-06-0110139.009350458016
2016-07-0110557.136407380563
2016-08-0110604.334240260434
2016-09-0110587.789751327717
2016-10-0110314.256181163639
2016-11-0110719.31398291492
2016-12-0110883.095512493017
2017-01-0111116.916368648044
2017-02-0111464.380339087766
2017-03-0111498.627728207019
2017-04-0111670.9339764991
2017-05-0111822.00268513788
2017-06-0111873.002483158481
2017-07-0112144.189527962264
2017-08-0112104.29859683724
2017-09-0112388.584599664951
2017-10-0112702.127912364705
2017-11-0113015.700927917116
2017-12-0113156.225123860893
2018-01-0113945.01407915216
2018-02-0113399.966732805018
2018-03-0113122.542088942222
2018-04-0113193.710123920298
2018-05-0113528.075136336092
2018-06-0113611.7183694322
2018-07-0114072.88485986194
2018-08-0114403.269690021029
2018-09-0114452.13088264997
2018-10-0113336.996685161645
2018-11-0113778.173155749877
2018-12-0112642.870721304074
2019-01-0113676.054748298027
2019-02-0114145.062791830525
2019-03-0114398.339016479142
2019-04-0114985.297087932324
2019-05-0114036.587973909014
2019-06-0114978.940677462662
2019-07-0115270.682096308528
2019-08-0114999.495051504746
2019-09-0115249.800990887163
2019-10-0115557.760167286466
2019-11-0116136.639062815591
2019-12-0116581.37987572326
2020-01-0116668.32012546485
2020-02-0115428.849786733519
2020-03-0113518.06527498901
2020-04-0115269.761307876008
2020-05-0116099.807525514749
2020-06-0116431.202252664345
2020-07-0117231.72383475709
2020-08-0118597.520405859777
2020-09-0117876.453954637804
2020-10-0117465.693205175423
2020-11-0119374.19059726496
2020-12-0120052.63345491701
2021-01-0119845.218434778475
2021-02-0120545.968134779665
2021-03-0121467.558544322594
2021-04-0122555.54433447788
2021-05-0122738.27628405432
2021-06-0123335.808571055164
2021-07-0123966.87537871137
2021-08-0124679.654734040654
2021-09-0123512.095001603953
2021-10-0125693.472501099004
2021-11-0125312.028467213993
2021-12-0126332.64818753193
2022-01-0124637.951928903247
2022-02-0123804.786911735002
2022-03-0124609.496596053083
2022-04-0122336.604607506502
2022-05-0122191.714092221417
2022-06-0120475.512968265473
2022-07-0122249.66435776492
2022-08-0121156.124134161844
2022-09-0119155.36968170423
2022-10-0120516.859339170933
2022-11-0121961.309064122517
2022-12-0120615.413404303352
2023-01-0122082.793731509973
2023-02-0121594.6273480105
2023-03-0122474.752575237326
2023-04-0122578.474936732924
2023-05-0122840.721422885454
2023-06-0124311.7552009695
2023-07-0125201.385341048153
2023-08-0124869.218339729345
2023-09-0123605.27285040455
2023-10-0122944.17645870709
2023-11-0125258.02868107453
2023-12-0126491.61785497879
2024-01-0126980.437701236828
2024-02-0128371.214371428232
2024-03-0129403.596421400314
2024-04-0128050.215642710322
2024-05-0129342.349139211325
2024-06-0130354.26592369931
2024-07-0130588.116482707
2024-08-0131058.698777430585
2024-09-0131900.269701902165
2024-10-0131598.251096035263
2024-11-0133518.89695486354
2024-12-0132419.802297812676
2025-01-0132934.4042201813
2025-02-0132081.635320256155
2025-03-0130193.63289650338
2025-04-0130007.87125595542
2025-05-0132670.197345753084
2025-06-0134328.00266137559
2025-07-0135409.632041061224
2025-08-0135876.56088490738
2025-09-0137306.30769779129
2025-10-0138434.837881830164
2025-11-0137931.285420651795
2025-12-0138266.18508441551
2026-01-0138860.2421376549
2026-02-0138117.67082110566
2026-03-0135996.88714104102
2026-04-0139074.10267682108
Annual Return Matrix
YearAnnual Return
20170.2088679281329917
2018-0.03901988585052196
20190.31152016351654543
20200.20934648414128643
20210.31317655841731984
2022-0.21711583060360773
20230.28503937007874014
20240.22377585526433807
20250.1803336964518527
20260.02111309477606138
Total Factor Risk
0.13768761116849826
VTI.US Exposure
0.8562173316385789
VEA.US Exposure
0.01416306099396519
VWO.US Exposure
0.0020738162853632803
QQQ.US Exposure
0.024849932011033367
VTV.US Exposure
-0.0008964887769447976
IJR.US Exposure
-0.04203319680176456
QUAL.US Exposure
0.05088973517861838
SHV.US Exposure
0.09668394026643803
TLT.US Exposure
-0.021972419353679235
LQD.US Exposure
0.04828530603524223
HYG.US Exposure
-0.018618787799123373
GLD.US Exposure
-0.0004473702929798911
USO.US Exposure
0.002786933618264944
VNQ.US Exposure
-0.03545923350965952
BTC-USD.CC Exposure
0.006706858141814483
CPER.US Exposure
-0.012243154057373858
VIX.INDX Exposure
-0.0016276602346309394
UUP.US Exposure
0.0014541435865822988
TIP.US Exposure
0.010315107053190433
Idiosyncratic Exposure
0.018872146017064648
Value Score
41.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.8%

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 →20.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.92%
Market Cap$358.7B
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
$92
Avg Yield on Cost
0.92%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$92.080.92%Solid

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 →
+4.2%
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 →
+5.0%
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 →
0.7% 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 →
1.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI KLD 400 Social ETF a high-risk investment?

iShares MSCI KLD 400 Social ETF (DSI.US) has an annualized volatility of 13.8% and experienced a maximum drawdown of 27.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, DSI.US has generated a Compound Annual Growth Rate (CAGR) of 14.6%. 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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