iShares MSCI Europe Financials ETF

10-Year Study

EUFN.US · · US · ETF

Executive Summary: iShares MSCI Europe Financials ETF has compounded at 12.1% annually over the last 10 years, with a maximum drawdown of 45.1% and an annualized volatility of 22.5%.

1Y CAGR
+27.3%
3Y CAGR
+34.0%
5Y CAGR
+18.2%
10Y CAGR
+12.1%

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 →
45.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +65.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -23.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.0-1.3-7.69.3————————2.7%
20258.58.63.84.96.32.21.44.22.7-1.43.47.565.7%
2024-1.83.07.3-2.28.8-4.54.43.52.4-3.0-0.5-0.517.2%
202313.30.5-6.35.7-5.06.14.7-4.2-1.7-3.911.15.426.1%
20223.6-10.01.1-8.86.0-9.80.1-4.3-8.59.515.00.5-8.8%
2021-4.111.32.94.05.3-5.50.72.1-2.47.3-8.56.319.1%
2020-4.8-8.6-26.14.42.87.11.35.0-9.2-3.627.54.3-8.5%
20196.34.3-3.47.8-8.15.0-4.1-5.77.34.50.95.920.7%
20188.7-5.5-3.51.6-8.6-2.04.4-5.71.8-8.9-0.2-6.5-23.1%
20173.9-2.66.04.72.92.85.8-2.43.6-1.40.41.026.9%
2016———5.2-0.6-13.13.86.3-0.93.41.26.110.4%

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 22.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 75.0% of variance. Idiosyncratic stock-specific factors contribute 10.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110519.283146777318
2016-05-0110457.809311578425
2016-06-019090.699521016366
2016-07-019438.368211196776
2016-08-0110029.370832372804
2016-09-019942.4536598277
2016-10-0110284.31648779488
2016-11-0110411.78931550592
2016-12-0111042.152267274574
2017-01-0111467.34629406692
2017-02-0111164.502275385707
2017-03-0111834.225557746982
2017-04-0112393.295936750254
2017-05-0112754.369338217086
2017-06-0113105.197100484105
2017-07-0113869.777925770344
2017-08-0113541.234428762922
2017-09-0114024.99935964755
2017-10-0113827.941565704428
2017-11-0113881.645791176798
2017-12-0114016.71746796103
2018-01-0115231.33799509917
2018-02-0114389.487974180987
2018-03-0113890.439964823303
2018-04-0114118.917718979192
2018-05-0112910.273814707616
2018-06-0112651.571424912272
2018-07-0113214.398538288808
2018-08-0112457.67270305576
2018-09-0112682.82062447171
2018-10-0111550.848253545419
2018-11-0111525.831817832535
2018-12-0110772.60657599276
2019-01-0111452.660877880518
2019-02-0111942.060910325043
2019-03-0111541.627178265584
2019-04-0112437.779086942786
2019-05-0111427.21754053431
2019-06-0111998.326545597361
2019-07-0111502.522988652952
2019-08-0110847.99740443807
2019-09-0111634.691734330574
2019-10-0112163.537477694388
2019-11-0112275.8979875857
2019-12-0113005.899780572561
2020-01-0112378.61052056385
2020-02-0111310.929535616404
2020-03-018361.380770642829
2020-04-018728.430794976222
2020-05-018975.350699691777
2020-06-019609.72652681369
2020-07-019737.967777464715
2020-08-0110224.208737822632
2020-09-019278.792380659648
2020-10-018947.858234505604
2020-11-0111406.043219521358
2020-12-0111894.162547065904
2021-01-0111405.95783919469
2021-02-0112694.3469685715
2021-03-0113067.288235444787
2021-04-0113596.219359135268
2021-05-0114321.866755462204
2021-06-0113528.256619109825
2021-07-0113618.24748341487
2021-08-0113905.3815219897
2021-09-0113576.667264328951
2021-10-0114566.225250377809
2021-11-0113334.528657906645
2021-12-0114169.29211171162
2022-01-0114685.245425748999
2022-02-0113215.252341555457
2022-03-0113363.728729626118
2022-04-0112190.603041247234
2022-05-0112918.470326067467
2022-06-0111652.963124236912
2022-07-0111667.648540423314
2022-08-0111161.001681992435
2022-09-0110213.792337969486
2022-10-0111183.029806272038
2022-11-0112857.167251521903
2022-12-0112924.959230894015
2023-01-0114642.896783723094
2023-02-0114716.665385961765
2023-03-0113787.642051518487
2023-04-0114576.556269904288
2023-05-0113853.982565337294
2023-06-0114693.10041580219
2023-07-0115382.546553623113
2023-08-0114731.436182474836
2023-09-0114486.22388429258
2023-10-0113927.068124962647
2023-11-0115474.501165441457
2023-12-0116304.56870127985
2024-01-0116016.751620091696
2024-02-0116491.210095369825
2024-03-0117689.18145880826
2024-04-0117308.04368057512
2024-05-0118824.910564107817
2024-06-0117979.559949796367
2024-07-0118767.534984588852
2024-08-0119418.81611639046
2024-09-0119885.248840962064
2024-10-0119298.259095139296
2024-11-0119201.7793260077
2024-12-0119108.28786830938
2025-01-0120723.85440946697
2025-02-0122503.436558148267
2025-03-0123364.58253289277
2025-04-0124512.69178555877
2025-05-0126062.686235837537
2025-06-0126624.318024640757
2025-07-0126994.697881714095
2025-08-0128139.477301640152
2025-09-0128905.424212153033
2025-10-0128493.03723436045
2025-11-0129460.993997763035
2025-12-0131667.56316009665
2026-01-0132632.360851412617
2026-02-0132196.92118542045
2026-03-0129755.043842797742
2026-04-0132529.90445941446
Annual Return Matrix
YearAnnual Return
20170.269382737050468
2018-0.2314458359729057
20190.20731224043369378
2020-0.0854794556519114
20210.19128118988141396
2022-0.08781898707480951
20230.2614793137844247
20240.17195911271234365
20250.6572684783871461
20260.02723105958479377
Total Factor Risk
0.22477929897404914
VTI.US Exposure
0.3676059546025126
VEA.US Exposure
0.7495302333100541
VWO.US Exposure
0.010458173103282165
QQQ.US Exposure
-0.08081496742690866
VTV.US Exposure
0.0016016004163121095
IJR.US Exposure
-0.06576184445223222
QUAL.US Exposure
-0.1658820108543951
SHV.US Exposure
0.00006029764918234177
TLT.US Exposure
-0.01838139298236117
LQD.US Exposure
-0.013438584451107334
HYG.US Exposure
0.0434329369378096
GLD.US Exposure
-0.03501568224340055
USO.US Exposure
0.011778967160813406
VNQ.US Exposure
-0.006970067496797044
BTC-USD.CC Exposure
0.010269209292018053
CPER.US Exposure
0.02005150068043262
VIX.INDX Exposure
-0.022045219035986448
UUP.US Exposure
0.09380045492057452
TIP.US Exposure
-0.0028207563903290913
Idiosyncratic Exposure
0.1025411972605262
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
22.5%

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 →
+5.4%
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 →
+10.0%
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 →
1.9% 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 →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Europe Financials ETF a high-risk investment?

iShares MSCI Europe Financials ETF (EUFN.US) has an annualized volatility of 22.5% and experienced a maximum drawdown of 45.1% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, EUFN.US has generated a Compound Annual Growth Rate (CAGR) of 12.1%. It has had a positive return in 70% 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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