iShares MSCI USA Equal Weighted ETF

10-Year Study

EUSA.US · · US · ETF

Executive Summary: iShares MSCI USA Equal Weighted ETF has compounded at 11.1% annually over the last 10 years, with a maximum drawdown of 26.6% and an annualized volatility of 13.2%.

1Y CAGR
+14.6%
3Y CAGR
+15.6%
5Y CAGR
+6.9%
10Y CAGR
+11.1%

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 →
26.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.1%
% 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.
20262.12.5-5.95.4————————3.8%
20254.1-1.4-4.1-1.84.43.71.12.50.7-0.40.90.410.2%
2024-0.94.64.3-5.12.7-0.14.12.52.2-1.17.9-6.314.6%
20238.2-3.2-0.7-0.5-2.47.74.1-3.2-4.9-4.49.87.417.7%
2022-5.9-1.22.4-8.20.2-9.28.8-3.2-9.78.86.1-5.1-17.1%
2021-0.65.04.24.91.41.61.32.3-4.15.6-2.94.625.6%
2020-1.2-8.8-18.514.06.31.74.84.8-2.4-0.714.34.415.0%
201910.63.90.63.9-6.87.31.3-3.32.91.23.92.530.6%
20184.5-4.4-0.20.31.41.12.72.4-0.1-7.72.5-10.3-8.6%
20172.63.1-0.10.80.51.41.5-0.82.71.13.71.219.0%
2016———1.51.9-0.34.90.30.3-2.85.20.912.4%

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 13.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 90.7% of variance. Idiosyncratic stock-specific factors contribute 2.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110152.45965678696
2016-05-0110349.155172129207
2016-06-0110322.05795777786
2016-07-0110825.791046090024
2016-08-0110856.382012951643
2016-09-0110889.88902521554
2016-10-0110589.893976990752
2016-11-0111142.649639895903
2016-12-0111237.39360560761
2017-01-0111527.044945613
2017-02-0111887.946828938175
2017-03-0111871.468421429083
2017-04-0111964.369226367653
2017-05-0112022.717644275472
2017-06-0112190.197685870386
2017-07-0112367.168629953838
2017-08-0112266.730122749006
2017-09-0112601.552656627402
2017-10-0112740.835089379541
2017-11-0113216.370568848932
2017-12-0113374.222158643874
2018-01-0113979.741737412864
2018-02-0113362.172838962768
2018-03-0113334.222818880568
2018-04-0113374.167138919303
2018-05-0113560.546455904441
2018-06-0113710.99789274455
2018-07-0114081.610757456549
2018-08-0114420.7248298515
2018-09-0114401.412906526992
2018-10-0113298.59754722068
2018-11-0113636.858813884777
2018-12-0112227.225960506843
2019-01-0113525.19628286741
2019-02-0114053.220579577779
2019-03-0114134.78732125467
2019-04-0114681.848442666696
2019-05-0113681.369771062926
2019-06-0114679.152476162704
2019-07-0114874.665067426673
2019-08-0114389.473626295028
2019-09-0114808.28376973145
2019-10-0114989.05107481032
2019-11-0115573.965766727371
2019-12-0115963.725495590168
2020-01-0115775.00784031075
2020-02-0114386.55758089275
2020-03-0111722.034849493544
2020-04-0113358.541537141064
2020-05-0114203.34189807046
2020-06-0114447.464415993134
2020-07-0115146.02234901212
2020-08-0115868.706431255607
2020-09-0115483.705908568221
2020-10-0115382.552144943962
2020-11-0117584.30397297431
2020-12-0118363.080664418194
2021-01-0118258.323108834516
2021-02-0119172.943500244837
2021-03-0119987.455502797755
2021-04-0120972.03347400043
2021-05-0121273.0188772675
2021-06-0121617.744961568722
2021-07-0121901.646740356417
2021-08-0122406.865361232
2021-09-0121487.705842544554
2021-10-0122697.011878758534
2021-11-0122042.304666222844
2021-12-0123063.140635917975
2022-01-0121692.241668638202
2022-02-0121430.67789802644
2022-03-0121939.032643202587
2022-04-0120149.92874945668
2022-05-0120180.409676869156
2022-06-0118331.554362238865
2022-07-0119943.08209493103
2022-08-0119299.516376621017
2022-09-0117436.438463189053
2022-10-0118979.32908947858
2022-11-0120142.308517603564
2022-12-0119113.412158258732
2023-01-0120680.42893377276
2023-02-0120012.241888717104
2023-03-0119881.322454099798
2023-04-0119783.96505147095
2023-05-0119315.527116471254
2023-06-0120812.146154396352
2023-07-0121665.502082496576
2023-08-0120976.15995334327
2023-09-0119950.674816921866
2023-10-0119072.642542351434
2023-11-0120945.40392730794
2023-12-0122500.97660011114
2024-01-0122309.12282053116
2024-02-0123324.374288182313
2024-03-0124329.25453775178
2024-04-0123091.283225036175
2024-05-0123703.59773978972
2024-06-0123675.23507177323
2024-07-0124639.208156123972
2024-08-0125250.009628451804
2024-09-0125796.052884959256
2024-10-0125507.749528205863
2024-11-0127520.453582609363
2024-12-0125795.997865234687
2025-01-0126861.812459766825
2025-02-0126483.084185680567
2025-03-0125404.174896700464
2025-04-0124954.691256815568
2025-05-0126047.49302624991
2025-06-0127005.276391586387
2025-07-0127296.49579374206
2025-08-0127966.14086149885
2025-09-0128175.518423354773
2025-10-0128068.78015768653
2025-11-0128331.471832652005
2025-12-0128436.944644655112
2026-01-0129022.904711339015
2026-02-0129740.91211699394
2026-03-0127996.786848085037
2026-04-0129509.829273794654
Annual Return Matrix
YearAnnual Return
20170.19015339571001233
2018-0.0857617126836584
20190.3055884913840623
20200.15030045270390202
20210.25595160514689685
2022-0.17125718218567465
20230.1772349392041268
20240.14643903345543108
20250.10237815932601046
20260.03772854793460367
Total Factor Risk
0.13170879327107604
VTI.US Exposure
0.9071507069686242
VEA.US Exposure
0.04052380135926893
VWO.US Exposure
-0.007882128788946277
QQQ.US Exposure
-0.215049971813079
VTV.US Exposure
0.024798652803507813
IJR.US Exposure
0.12217950157336856
QUAL.US Exposure
0.009367517924908685
SHV.US Exposure
0.00014753652852023024
TLT.US Exposure
0.02339981610905154
LQD.US Exposure
0.02152505350996548
HYG.US Exposure
0.0001512030186364624
GLD.US Exposure
-0.0012111453358885217
USO.US Exposure
-0.0013071576315415783
VNQ.US Exposure
0.08419807306719312
BTC-USD.CC Exposure
0.010599201431228765
CPER.US Exposure
0.015552821138042428
VIX.INDX Exposure
-0.03523226440905431
UUP.US Exposure
-0.002905735478481719
TIP.US Exposure
-0.01925791798536685
Idiosyncratic Exposure
0.02325243601004182
Value Score
43
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
18.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.2%

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 →17.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.56%
Market Cap$47.8B
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
$97
Avg Yield on Cost
0.97%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$97.380.97%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 →
+2.1%
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 →
+4.3%
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 →
0.9% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI USA Equal Weighted ETF a high-risk investment?

iShares MSCI USA Equal Weighted ETF (EUSA.US) has an annualized volatility of 13.2% and experienced a maximum drawdown of 26.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, EUSA.US has generated a Compound Annual Growth Rate (CAGR) of 11.1%. 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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