iShares ESG Aware MSCI USA Value ETF

10-Year Study

EVUS.US · · US · ETF

Executive Summary: iShares ESG Aware MSCI USA Value ETF has compounded at 12.6% annually over the last 10 years, with a maximum drawdown of 9.4% and an annualized volatility of 12.2%.

1Y CAGR
+18.7%
3Y CAGR
+15.4%
5Y CAGR
+12.6%
10Y CAGR
+12.6%

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 →
9.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +14.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 4.4%
% 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.
20264.31.4-6.05.1————————4.4%
20254.10.6-2.5-3.72.74.30.42.91.7-0.32.00.613.3%
20240.33.54.9-4.12.5-0.05.42.91.9-1.65.4-6.914.2%
2023——-0.91.1-4.16.03.5-2.6-4.1-3.07.45.47.9%

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 12.2%. The dominant macroeconomic risk driver is VTV.US, accounting for 57.9% of variance. Idiosyncratic stock-specific factors contribute 0.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-02-0110000
2023-03-019906.38401729368
2023-04-0110012.595446462816
2023-05-019597.555873226176
2023-06-0110170.321815836267
2023-07-0110521.686831003102
2023-08-0110247.724974721941
2023-09-019823.22792092326
2023-10-019529.915274920679
2023-11-0110237.090756947107
2023-12-0110788.065269690736
2024-01-0110824.631289006658
2024-02-0111199.661797008472
2024-03-0111752.771869879012
2024-04-0111265.166835187058
2024-05-0111545.927617586556
2024-06-0111542.223074509257
2024-07-0112164.891391513544
2024-08-0112515.864160942785
2024-09-0112755.787803772531
2024-10-0112547.810397127017
2024-11-0113230.44872912381
2024-12-0112323.70733238032
2025-01-0112834.454865590458
2025-02-0112912.424601652663
2025-03-0112592.003416896203
2025-04-0112130.548098044
2025-05-0112454.804574456957
2025-06-0112991.09166347059
2025-07-0113038.161151982149
2025-08-0113421.428820473484
2025-09-0113653.376799972108
2025-10-0113605.609985704821
2025-11-0113874.777727415361
2025-12-0113963.948258428924
2026-01-0114561.033436769985
2026-02-0114765.872877514732
2026-03-0113873.295910184443
2026-04-0114574.108294689862
Annual Return Matrix
YearAnnual Return
20240.14234638225669616
20250.1330963874595512
20260.043695380774032344
Total Factor Risk
0.12173719368611616
VTI.US Exposure
0.11146632846261291
VEA.US Exposure
-0.0182869620220111
VWO.US Exposure
0.0014684589177591508
QQQ.US Exposure
-0.08280872769574588
VTV.US Exposure
0.5794995055433279
IJR.US Exposure
0.040563626864200154
QUAL.US Exposure
0.11507513234754549
SHV.US Exposure
0.12369552592444492
TLT.US Exposure
-0.021543189029787514
LQD.US Exposure
0.041969703364501086
HYG.US Exposure
0.07098328096198876
GLD.US Exposure
0.0003184107699336452
USO.US Exposure
-0.00008423359993026004
VNQ.US Exposure
0.030396139414247073
BTC-USD.CC Exposure
-0.0020086590667820637
CPER.US Exposure
0.009268231044319123
VIX.INDX Exposure
-0.015295591267465146
UUP.US Exposure
-0.005733364871147788
TIP.US Exposure
0.015479766507040792
Idiosyncratic Exposure
0.005576617430948823
Value Score
43.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
18.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.2%

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 →16.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.54%
Market Cap$145.2B
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
$59
Avg Yield on Cost
0.59%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$58.840.59%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 →
+1.6%
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 →
+5.5%
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 →
1.4% 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 →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares ESG Aware MSCI USA Value ETF a high-risk investment?

iShares ESG Aware MSCI USA Value ETF (EVUS.US) has an annualized volatility of 12.2% and experienced a maximum drawdown of 9.4% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, EVUS.US has generated a Compound Annual Growth Rate (CAGR) of 12.6%. 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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