Morgan Stanley ETF Trust

10-Year Study

EVTR.US · · US · ETF

Executive Summary: Morgan Stanley ETF Trust has compounded at 5.7% annually over the last 10 years, with a maximum drawdown of 2.6% and an annualized volatility of 8.7%.

1Y CAGR
+5.6%
3Y CAGR
+5.7%
5Y CAGR
+5.7%
10Y CAGR
+5.7%

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 →
2.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +8.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.31.0-2.40.8————————-0.2%
20250.72.1-0.00.4-0.51.7-0.01.21.10.60.8-0.18.1%
2024———-2.11.71.52.51.71.3-2.41.1-1.34.0%

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 8.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 63.1% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-03-0110000
2024-04-019793.78030708254
2024-05-019963.806876474251
2024-06-0110112.788383125366
2024-07-0110362.676581229558
2024-08-0110534.018467042553
2024-09-0110676.07264054156
2024-10-0110424.49645303005
2024-11-0110543.88334020221
2024-12-0110401.675713120721
2025-01-0110472.067063599932
2025-02-0110687.143220420727
2025-03-0110681.83811085487
2025-04-0110727.348059031401
2025-05-0110677.146815618946
2025-06-0110856.051770854343
2025-07-0110852.127743530837
2025-08-0110987.561491042694
2025-09-0111103.506633579153
2025-10-0111167.891372401153
2025-11-0111252.027779482818
2025-12-0111244.57431976219
2026-01-0111283.222700607676
2026-02-0111401.601178523513
2026-03-0111125.384730053227
2026-04-0111219.649073578801
Annual Return Matrix
YearAnnual Return
20250.08103488609803855
2026-0.0022166464887500847
Total Factor Risk
0.08673543988484927
VTI.US Exposure
0.11383473218749086
VEA.US Exposure
0.007351945626458387
VWO.US Exposure
0.0053629394227123406
QQQ.US Exposure
-0.051740839669648604
VTV.US Exposure
-0.02299775992118496
IJR.US Exposure
0.002669405319089955
QUAL.US Exposure
-0.014787230438312288
SHV.US Exposure
0.6313121247148693
TLT.US Exposure
0.12290667385602586
LQD.US Exposure
0.1875849339836622
HYG.US Exposure
-0.003318036847120379
GLD.US Exposure
-0.006056046998956192
USO.US Exposure
0.0036701771091886353
VNQ.US Exposure
0.018559931514201176
BTC-USD.CC Exposure
-0.0051249686954364755
CPER.US Exposure
-0.00044444713084530746
VIX.INDX Exposure
0.000030019531649571977
UUP.US Exposure
0.008104923252884935
TIP.US Exposure
0.0006669193482336732
Idiosyncratic Exposure
0.0024146038350374077
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
54
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
8.7%

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 →4.50%
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
$86
Avg Yield on Cost
0.86%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$85.620.86%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 →
-0.3%
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 →
+0.7%
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 →
1.7% 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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Morgan Stanley ETF Trust a high-risk investment?

Morgan Stanley ETF Trust (EVTR.US) has an annualized volatility of 8.7% and experienced a maximum drawdown of 2.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EVTR.US has generated a Compound Annual Growth Rate (CAGR) of 5.7%. It has had a positive return in 50% 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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