Morgan Stanley ETF Trust

10-Year Study

EVSB.US · · US · ETF

Executive Summary: Morgan Stanley ETF Trust has compounded at 151.5% annually over the last 10 years, with a maximum drawdown of 0.5% and an annualized volatility of 284.2%.

1Y CAGR
+3.6%
3Y CAGR
+151.5%
5Y CAGR
+151.5%
10Y CAGR
+151.5%

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 →
0.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
3.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
65802.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
529.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +6.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.3%
% 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.
20260.6-0.2-0.20.2————————0.3%
20250.60.40.30.40.40.40.40.50.50.30.40.45.1%
20240.60.40.40.40.60.40.70.60.70.30.50.36.0%
2023—————————852.00.80.8867.7%

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 284.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 25.6% of variance. Idiosyncratic stock-specific factors contribute 7.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-09-0110000
2023-10-0195204.89748061556
2023-11-0195990.00389545537
2023-12-0196767.66350148237
2024-01-0197335.11033302106
2024-02-0197691.70609217325
2024-03-0198071.06780969612
2024-04-0198501.49335907848
2024-05-0199121.06785230708
2024-06-0199500.21680386386
2024-07-01100218.30193938811
2024-08-01100845.32324142958
2024-09-01101509.36582156917
2024-10-01101778.9403005941
2024-11-01102280.85521457977
2024-12-01102610.42969603963
2025-01-01103183.62120866253
2025-02-01103637.876546246
2025-03-01103965.74889997722
2025-04-01104344.897851534
2025-05-01104751.91914464744
2025-06-01105156.60001213397
2025-07-01105560.64258172229
2025-08-01106138.72771156505
2025-09-01106663.6213498875
2025-10-01106993.40859731345
2025-11-01107461.49372269219
2025-12-01107868.72778177171
2026-01-01108489.36610483073
2026-02-01108234.04694553322
2026-03-01107991.49374420059
2026-04-01108202.13205062103
Annual Return Matrix
YearAnnual Return
20240.06037932490193665
20250.05124525938843272
20260.003090833420449801
Total Factor Risk
2.842435505736113
VTI.US Exposure
0.2558621768755325
VEA.US Exposure
0.038192636547459705
VWO.US Exposure
0.015144219326912864
QQQ.US Exposure
0.07494586539843026
VTV.US Exposure
-0.0010689374885310514
IJR.US Exposure
-0.0016199300710585825
QUAL.US Exposure
0.10818027969153787
SHV.US Exposure
0.04601502740675962
TLT.US Exposure
0.08200141461989555
LQD.US Exposure
-0.0031909097085751482
HYG.US Exposure
0.029009774718340448
GLD.US Exposure
0.01953084676692356
USO.US Exposure
0.0006868923086852661
VNQ.US Exposure
0.016981202669363576
BTC-USD.CC Exposure
0.008597889124068232
CPER.US Exposure
0.0003503771443370735
VIX.INDX Exposure
0.004739880942408528
UUP.US Exposure
-0.0003507823232811153
TIP.US Exposure
0.22981283280458642
Idiosyncratic Exposure
0.07617924324620433
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
55.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
284.2%

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 →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 →4.65%
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
$847
Avg Yield on Cost
8.47%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$847.48.47%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 →
+1.9%
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 →
+1.9%
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 →
0.3% 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 Morgan Stanley ETF Trust a high-risk investment?

Morgan Stanley ETF Trust (EVSB.US) has an annualized volatility of 284.2% and experienced a maximum drawdown of 0.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, EVSB.US has generated a Compound Annual Growth Rate (CAGR) of 151.5%. 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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