iShares Core MSCI World UCITS ETF USD (Acc) EUR

10-Year Study

EUNL.XETRA · · DE · ETF

Executive Summary: iShares Core MSCI World UCITS ETF USD (Acc) EUR has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 18.8% and an annualized volatility of 13.1%.

1Y CAGR
+17.7%
3Y CAGR
+16.2%
5Y CAGR
+11.8%
10Y CAGR
+12.0%

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 →
18.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +32.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.6%
% 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.
20260.51.1-4.86.7————————3.2%
20254.4-2.5-7.9-3.96.40.94.8-0.42.54.3-0.30.37.9%
20243.43.73.7-2.11.34.90.2-0.31.31.27.4-1.225.9%
20234.90.60.20.32.43.92.3-0.6-1.6-3.45.84.220.1%
2022-5.4-1.74.7-2.6-3.5-6.410.3-1.9-5.74.50.3-5.7-13.6%
20210.43.26.11.9-0.34.71.83.1-1.95.10.64.032.7%
20200.3-8.9-10.89.62.51.7-0.36.0-1.3-2.79.61.95.5%
20197.94.02.53.6-4.83.93.6-1.63.2-0.14.41.531.3%
20181.0-1.8-3.73.93.60.22.51.90.7-4.90.4-8.4-5.1%
2017-1.05.00.5-0.6-1.1-0.9-0.8-0.82.93.4-0.21.47.7%
2016———0.24.2-1.13.90.30.10.55.42.917.2%

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 13.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 66.9% of variance. Idiosyncratic stock-specific factors contribute 3.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110016.67129758266
2016-05-0110436.232286746319
2016-06-0110319.533203667686
2016-07-0110716.86579605446
2016-08-0110744.651292025563
2016-09-0110755.765490414004
2016-10-0110811.336482356208
2016-11-0111392.053348152265
2016-12-0111719.92220061128
2017-01-0111606.00166712976
2017-02-0112186.718532925812
2017-03-0112245.068074465129
2017-04-0112170.047235343149
2017-05-0112033.898305084746
2017-06-0111919.977771603222
2017-07-0111822.72853570436
2017-08-0111725.479299805502
2017-09-0112061.683801055848
2017-10-0112472.909141428174
2017-11-0112447.902195054181
2017-12-0112622.950819672129
2018-01-0112744.929146985272
2018-02-0112518.199499861072
2018-03-0112059.738816337871
2018-04-0112530.70297304807
2018-05-0112987.21867185329
2018-06-0113014.448457904973
2018-07-0113336.204501250346
2018-08-0113588.218949708253
2018-09-0113687.135315365378
2018-10-0113015.004167824396
2018-11-0113069.463739927756
2018-12-0111975.270908585715
2019-01-0112919.422061683801
2019-02-0113433.175882189496
2019-03-0113769.380383439842
2019-04-0114271.186440677966
2019-05-0113588.218949708253
2019-06-0114117.810502917477
2019-07-0114627.396499027507
2019-08-0114386.218393998333
2019-09-0114850.791886635176
2019-10-0114837.454848569045
2019-11-0115490.41400388997
2019-12-0115728.813559322032
2020-01-0115768.824673520423
2020-02-0114368.435676576828
2020-03-0112811.614337315921
2020-04-0114047.235343150875
2020-05-0114397.332592386774
2020-06-0114642.400666851903
2020-07-0114596.276743539871
2020-08-0115466.51847735482
2020-09-0115273.131425395943
2020-10-0114854.126146151708
2020-11-0116278.966379549875
2020-12-0116591.275354265075
2021-01-0116661.850514031674
2021-02-0117195.887746596276
2021-03-0118253.40372325646
2021-04-0118607.946651847735
2021-05-0118552.375659905527
2021-06-0119431.50875243123
2021-07-0119787.71881078077
2021-08-0120404.001111419835
2021-09-0120009.447068630172
2021-10-0121035.84328980272
2021-11-0121171.436510141706
2021-12-0122018.894137260348
2022-01-0120820.78355098638
2022-02-0120464.573492636842
2022-03-0121422.061683801054
2022-04-0120864.128924701305
2022-05-0120142.26173937205
2022-06-0118862.461794943036
2022-07-0120797.99944429008
2022-08-0120402.33398166157
2022-09-0119244.234509585996
2022-10-0120117.254792998054
2022-11-0120177.82717421506
2022-12-0119026.951931091968
2023-01-0119954.98749652681
2023-02-0120073.353709363713
2023-03-0120110.58627396499
2023-04-0120162.823006390663
2023-05-0120654.626285079186
2023-06-0121450.958599611
2023-07-0121953.876076687968
2023-08-0121824.95137538205
2023-09-0121472.631286468462
2023-10-0120731.869963878857
2023-11-0121943.31758821895
2023-12-0122856.348985829394
2024-01-0123629.897193664907
2024-02-0124506.251736593495
2024-03-0125410.39177549319
2024-04-0124889.135871075294
2024-05-0125208.669074742982
2024-06-0126447.902195054183
2024-07-0126500.138927479853
2024-08-0126432.898027229785
2024-09-0126784.106696304527
2024-10-0127110.8641289247
2024-11-0129120.589052514588
2024-12-0128782.995276465685
2025-01-0130058.349541539315
2025-02-0129320.64462350653
2025-03-0127001.389274798556
2025-04-0125940.53903862184
2025-05-0127593.22033898305
2025-06-0127828.563489858294
2025-07-0129171.992220061125
2025-08-0129059.460961378158
2025-09-0129784.66240622395
2025-10-0131073.909419283133
2025-11-0130971.103084190054
2025-12-0131057.23812170047
2026-01-0131197.55487635454
2026-02-0131546.26285079188
2026-03-0130023.617671575437
2026-04-0132042.233953876075
Annual Return Matrix
YearAnnual Return
20170.07705073494547188
2018-0.05130970724191075
20190.3134411471263834
20200.05483323911814586
20210.32713692390139326
2022-0.13588067536531812
20230.20126171909226342
20240.2592997811816191
20250.07901341828361819
20260.03171549988816813
Total Factor Risk
0.13113632847755224
VTI.US Exposure
0.6690510433982925
VEA.US Exposure
0.13996625667723525
VWO.US Exposure
-0.006464270866580683
QQQ.US Exposure
-0.049122279985469086
VTV.US Exposure
-0.017324088525591884
IJR.US Exposure
-0.008369267776631386
QUAL.US Exposure
-0.012832572998716913
SHV.US Exposure
0.06318179408238218
TLT.US Exposure
0.008547568367357535
LQD.US Exposure
-0.001142464241152092
HYG.US Exposure
-0.031867582986488646
GLD.US Exposure
-0.00011298768817347646
USO.US Exposure
-0.00045998734968926363
VNQ.US Exposure
-0.006477846349144508
BTC-USD.CC Exposure
-0.001241810754939899
CPER.US Exposure
0.0009273334415326901
VIX.INDX Exposure
0.004907379931736891
UUP.US Exposure
0.1953338002606499
TIP.US Exposure
0.02367466385006962
Idiosyncratic Exposure
0.02982531951332155
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
13.1%

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 →
+2.9%
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 →
+5.8%
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 →
0.0% 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 MSCI World UCITS ETF USD (Acc) EUR a high-risk investment?

iShares Core MSCI World UCITS ETF USD (Acc) EUR (EUNL.XETRA) has an annualized volatility of 13.1% and experienced a maximum drawdown of 18.8% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of EUNL.XETRA?

Over the past 10 years, EUNL.XETRA has generated a Compound Annual Growth Rate (CAGR) of 12.0%. 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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