iShares Core EURO STOXX 50 UCITS ETF EUR (Dist)

10-Year Study

EUE.LSE · · GB · ETF

Executive Summary: iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) has compounded at 8.3% annually over the last 10 years, with a maximum drawdown of 23.8% and an annualized volatility of 18.0%.

1Y CAGR
+14.9%
3Y CAGR
+12.6%
5Y CAGR
+8.2%
10Y CAGR
+8.3%

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 →
23.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +24.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -13.5%
% 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.
20262.24.5-9.96.5————————2.5%
20258.92.1-2.50.23.50.71.3-0.64.23.2-0.11.624.5%
20240.65.54.0-2.40.9-2.2-0.80.3-0.3-2.0-2.01.83.1%
20238.80.62.41.7-5.04.21.6-5.3-1.7-2.26.94.316.5%
2022-3.2-5.80.3-2.71.7-7.64.6-3.8-4.06.810.0-1.3-6.1%
2021-3.62.16.14.11.3-0.20.22.0-3.23.4-3.43.912.9%
2020-3.5-6.5-14.03.68.37.1-2.52.4-1.7-8.217.02.50.8%
20192.22.22.35.1-3.27.61.4-3.92.6-1.41.10.817.7%
20181.5-4.0-3.05.8-3.00.74.9-5.30.1-6.1-1.3-3.8-13.5%
2017-0.61.75.41.04.0-2.32.40.70.22.2-2.5-1.011.3%
2016———0.2-0.52.75.00.61.35.9-6.18.718.3%

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 18.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 73.2% of variance. Idiosyncratic stock-specific factors contribute 8.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110016.63210718443
2016-05-019969.833915063526
2016-06-0110237.013159582204
2016-07-0110751.618883186504
2016-08-0110816.410924273057
2016-09-0110957.829310173489
2016-10-0111600.45002562027
2016-11-0110887.830192134925
2016-12-0111834.14602561226
2017-01-0111759.272756461578
2017-02-0111955.341878541145
2017-03-0112595.955026141355
2017-04-0112716.590161866208
2017-05-0113231.23176469636
2017-06-0112921.303256974277
2017-07-0113233.311508194942
2017-08-0113323.099270892411
2017-09-0113348.064536881384
2017-10-0113645.566733649568
2017-11-0113310.95081533872
2017-12-0113171.55835409809
2018-01-0113362.962759616446
2018-02-0112831.979421011092
2018-03-0112449.152670361449
2018-04-0113171.114035777931
2018-05-0112782.221609957605
2018-06-0112869.614225729227
2018-07-0113502.170818324206
2018-08-0112781.568691487137
2018-09-0112788.852591535624
2018-10-0112011.531666629258
2018-11-0111853.730659324165
2018-12-0111398.978576848005
2019-01-0111650.809439507251
2019-02-0111911.653080260745
2019-03-0112183.271335977994
2019-04-0112809.76225340229
2019-05-0112399.781603986632
2019-06-0113345.845031282097
2019-07-0113532.143739521494
2019-08-0113008.093852712109
2019-09-0113348.494670391323
2019-10-0113163.200163275511
2019-11-0113304.17715125789
2019-12-0113412.442715269723
2020-01-0112945.02693486861
2020-02-0112099.076143310307
2020-03-0110401.124738634444
2020-04-0110772.77928243384
2020-05-0111668.81830768372
2020-06-0112493.381743031148
2020-07-0112187.293564076252
2020-08-0112478.438045463317
2020-09-0112270.186674605711
2020-10-0111269.537594378009
2020-11-0113184.755651207533
2020-12-0113520.049520006885
2021-01-0113036.893189463759
2021-02-0113305.869315677195
2021-03-0114118.09196613235
2021-04-0114692.8955211128
2021-05-0114889.795288990894
2021-06-0114860.636325580112
2021-07-0114885.629543989226
2021-08-0115183.112549543579
2021-09-0114704.01849832757
2021-10-0115206.025607253814
2021-11-0114695.18469916229
2021-12-0115270.11842063653
2022-01-0114781.63319065361
2022-02-0113926.918272380233
2022-03-0113973.789057353446
2022-04-0113592.571865463586
2022-05-0113829.219974782745
2022-06-0112781.29918009294
2022-07-0113366.71797952231
2022-08-0112860.946055083292
2022-09-0112352.509472324227
2022-10-0113192.26317061715
2022-11-0114515.809429911646
2022-12-0114331.392295028034
2023-01-0115594.180005742346
2023-02-0115687.768463178445
2023-03-0116067.042336068027
2023-04-0116340.036518376715
2023-05-0115529.023748793354
2023-06-0116180.321396092388
2023-07-0116439.798705861358
2023-08-0115573.379650354442
2023-09-0115308.646868398588
2023-10-0114976.167432827207
2023-11-0116009.443662564729
2023-12-0116693.180302038
2024-01-0116799.492951442644
2024-02-0117722.55111976144
2024-03-0118424.032122420587
2024-04-0117986.25800617807
2024-05-0118149.142181945896
2024-06-0117744.66941089899
2024-07-0117600.810820440245
2024-08-0117659.759136916047
2024-09-0117613.88420906041
2024-10-0117255.225871825554
2024-11-0116907.51695648042
2024-12-0117207.79854165132
2025-01-0118741.52780919528
2025-02-0119126.93995010785
2025-03-0118647.306458903146
2025-04-0118691.0991400584
2025-05-0119345.62299728211
2025-06-0119489.52622817302
2025-07-0119748.135344116406
2025-08-0119630.25206157443
2025-09-0120456.2619303641
2025-10-0121109.143687204574
2025-11-0121084.654863958913
2025-12-0121430.920683464206
2026-01-0121906.514424158035
2026-02-0122895.952497907532
2026-03-0120626.382862546438
2026-04-0121973.93983354209
Annual Return Matrix
YearAnnual Return
20170.11301299862206449
2018-0.13457631432795336
20190.1766354875436984
20200.008022908803528628
20210.129442491910988
2022-0.061474711573937246
20230.16479822465186
20240.03082805255212473
20250.24541908319015127
20260.02533811580464973
Total Factor Risk
0.1799888848505624
VTI.US Exposure
0.006692050330151291
VEA.US Exposure
0.7324221087575361
VWO.US Exposure
-0.0426453494270136
QQQ.US Exposure
-0.08295231600847258
VTV.US Exposure
-0.09864863929269044
IJR.US Exposure
0.009993007471650562
QUAL.US Exposure
0.2288306394968248
SHV.US Exposure
0.20733770478164584
TLT.US Exposure
0.02316202821783476
LQD.US Exposure
-0.020791564947767505
HYG.US Exposure
-0.000857589476924379
GLD.US Exposure
-0.0055271626891481695
USO.US Exposure
-0.003109728589618842
VNQ.US Exposure
-0.03726425832920549
BTC-USD.CC Exposure
0.0010454483210054276
CPER.US Exposure
0.026335295354397277
VIX.INDX Exposure
-0.016583000746465217
UUP.US Exposure
-0.025707542483606308
TIP.US Exposure
0.010741920249929975
Idiosyncratic Exposure
0.08752694900993643
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
18.0%

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 →
+1.6%
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 →
4.0% 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 Core EURO STOXX 50 UCITS ETF EUR (Dist) a high-risk investment?

iShares Core EURO STOXX 50 UCITS ETF EUR (Dist) (EUE.LSE) has an annualized volatility of 18.0% and experienced a maximum drawdown of 23.8% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of EUE.LSE?

Over the past 10 years, EUE.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.3%. 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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