Select STOXX Europe Aerospace & Defense ETF

10-Year Study

EUAD.US · · US · ETF

Executive Summary: Select STOXX Europe Aerospace & Defense ETF has compounded at 46.5% annually over the last 10 years, with a maximum drawdown of 14.0% and an annualized volatility of 67.6%.

1Y CAGR
+8.5%
3Y CAGR
+46.5%
5Y CAGR
+46.5%
10Y CAGR
+46.5%

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 →
14.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +74.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 3.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.12.3-12.66.8————————3.3%
202510.415.68.46.613.46.5-3.61.211.6-5.6-8.94.774.5%
2024——————————1.6-3.3-1.7%

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 67.6%. The dominant macroeconomic risk driver is VTV.US, accounting for 37.2% of variance. Idiosyncratic stock-specific factors contribute 0.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-10-0110000
2024-11-0110164.858878519894
2024-12-019829.685184280386
2025-01-0110849.986156577253
2025-02-0112542.588882917216
2025-03-0113596.928388788454
2025-04-0114497.198742691486
2025-05-0116435.562938714353
2025-06-0117498.00491848667
2025-07-0116865.401214963924
2025-08-0117068.166642237094
2025-09-0119047.083923714596
2025-10-0117988.672822918194
2025-11-0116382.835784433477
2025-12-0117153.629419716293
2026-01-0118550.186479047574
2026-02-0118985.84713604013
2026-03-0116587.677725118483
2026-04-0117715.509519388932
Annual Return Matrix
YearAnnual Return
20250.7450843132950324
20260.032755755993353786
Total Factor Risk
0.6761411095160119
VTI.US Exposure
-0.08131748159074333
VEA.US Exposure
-0.03406297557331399
VWO.US Exposure
0.162155313202014
QQQ.US Exposure
0.12337367459671088
VTV.US Exposure
0.37195115745290896
IJR.US Exposure
-0.029797594289465504
QUAL.US Exposure
-0.03399048588162499
SHV.US Exposure
0.017580013005857556
TLT.US Exposure
-0.020442058132531086
LQD.US Exposure
0.17461534336374915
HYG.US Exposure
-0.004979756876587663
GLD.US Exposure
-0.005398410439966072
USO.US Exposure
0.006180689620850388
VNQ.US Exposure
0.09362759451607516
BTC-USD.CC Exposure
0.08955898189470966
CPER.US Exposure
0.011528502872433165
VIX.INDX Exposure
0.02097189610232576
UUP.US Exposure
0.016291423790074713
TIP.US Exposure
0.11635266707011852
Idiosyncratic Exposure
0.005801505296404616
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
67.6%

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 →
-1.2%
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 →
-0.2%
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 →
9.9% 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

Frequently Asked Questions & Methodology

Is Select STOXX Europe Aerospace & Defense ETF a high-risk investment?

Select STOXX Europe Aerospace & Defense ETF (EUAD.US) has an annualized volatility of 67.6% and experienced a maximum drawdown of 14.0% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, EUAD.US has generated a Compound Annual Growth Rate (CAGR) of 46.5%. It has had a positive return in 100% 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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