iShares Global Industrials ETF

10-Year Study

EXI.US · · US · ETF

Executive Summary: iShares Global Industrials ETF has compounded at 12.5% annually over the last 10 years, with a maximum drawdown of 27.0% and an annualized volatility of 14.3%.

1Y CAGR
+23.9%
3Y CAGR
+22.6%
5Y CAGR
+11.4%
10Y CAGR
+12.5%

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 →
27.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +27.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -14.4%
% 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.
20267.16.4-9.46.7————————10.1%
20254.60.0-1.62.28.33.61.30.82.30.9-1.22.425.9%
2024-0.66.14.0-3.53.5-2.44.13.02.7-2.64.4-6.112.5%
20236.1-1.32.30.5-2.79.02.5-3.3-5.2-3.79.97.222.0%
2022-6.2-2.12.3-8.40.4-9.09.5-4.8-10.211.410.0-2.8-12.4%
2021-2.85.16.42.53.6-2.31.61.6-4.74.4-4.05.617.4%
2020-1.1-10.0-17.97.77.12.73.09.1-0.6-2.615.52.511.5%
20199.44.7-0.34.5-7.27.4-0.6-2.63.03.13.20.727.1%
20185.3-4.8-1.8-1.11.4-2.95.1-0.31.7-10.62.4-8.4-14.4%
20173.02.41.22.81.91.50.50.44.01.51.61.925.2%
2016———0.8-0.2-0.94.21.40.5-1.94.10.88.9%

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 14.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 50.2% of variance. Idiosyncratic stock-specific factors contribute 6.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110075.256414984895
2016-05-0110056.798559583165
2016-06-019966.269568512005
2016-07-0110382.367634879814
2016-08-0110531.589588495443
2016-09-0110587.5499166798
2016-10-0110386.676144269682
2016-11-0110811.374464789253
2016-12-0110894.25878550329
2017-01-0111216.625816856498
2017-02-0111484.071926959869
2017-03-0111619.966001334464
2017-04-0111940.891274681722
2017-05-0112172.192846868535
2017-06-0112356.301991302511
2017-07-0112423.427561718978
2017-08-0112470.133815260508
2017-09-0112975.134703785789
2017-10-0113163.418240585825
2017-11-0113375.038139528646
2017-12-0113635.191636462396
2018-01-0114359.004449332264
2018-02-0113663.087977414692
2018-03-0113417.888528635662
2018-04-0113268.130106924798
2018-05-0113457.536873799232
2018-06-0113060.768423487914
2018-07-0113727.296502563311
2018-08-0113684.21140866463
2018-09-0113919.016788098455
2018-10-0112446.260985022482
2018-11-0112739.038447997802
2018-12-0111669.840769563481
2019-01-0112770.623007104849
2019-02-0113368.19817131438
2019-03-0113321.76015182047
2019-04-0113926.829104735336
2019-05-0112924.891113741294
2019-06-0113883.861363232489
2019-07-0113794.405308351803
2019-08-0113438.106669974888
2019-09-0113847.482120524264
2019-10-0114272.01279476407
2019-11-0114734.465057485908
2019-12-0114836.226349301085
2020-01-0114668.479481771821
2020-02-0113195.22073985656
2020-03-0110837.409932036197
2020-04-0111676.211328194417
2020-05-0112504.350420959809
2020-06-0112837.614460497507
2020-07-0113228.498526389201
2020-08-0114436.540853721915
2020-09-0114342.99422961505
2020-10-0113968.707145419736
2020-11-0116129.34916361271
2020-12-0116539.546080932916
2021-01-0116076.188528300368
2021-02-0116891.318269756277
2021-03-0117965.226808651892
2021-04-0118417.737646983875
2021-05-0119077.89516742834
2021-06-0118647.865695212357
2021-07-0118946.14195616385
2021-08-0119247.553202546882
2021-09-0118349.589434260866
2021-10-0119149.161600954914
2021-11-0118388.634252817294
2021-12-0119412.533906460085
2022-01-0118217.819458368398
2022-02-0117829.533909813006
2022-03-0118246.118150392125
2022-04-0116721.27464819428
2022-05-0116781.00701767327
2022-06-0115276.130187395012
2022-07-0116728.567261363904
2022-08-0115921.300130428806
2022-09-0114292.465640894963
2022-10-0115921.300130428806
2022-11-0117510.419216287173
2022-12-0117013.39829067853
2023-01-0118053.475810318294
2023-02-0117823.414820601716
2023-03-0118237.19936830882
2023-04-0118333.05951107639
2023-05-0117845.77883432189
2023-06-0119460.514271727796
2023-07-0119941.156155803747
2023-08-0119292.21417147532
2023-09-0118288.834422475335
2023-10-0117613.99108792377
2023-11-0119360.177973290592
2023-12-0120762.673220518565
2024-01-0120632.328238004073
2024-02-0121886.92593722653
2024-03-0122760.245702387616
2024-04-0121970.028198104257
2024-05-0122745.59341753647
2024-06-0122194.774800752395
2024-07-0123108.262614544325
2024-08-0123793.382666045258
2024-09-0124439.05554791834
2024-10-0123803.24026729523
2024-11-0124859.663299211727
2024-12-0123350.880310615026
2025-01-0124433.858513245734
2025-02-0124439.91054394512
2025-03-0124037.039769050487
2025-04-0124569.434059688785
2025-05-0126606.420181929745
2025-06-0127572.75010310246
2025-07-0127924.539056553796
2025-08-0128152.940348100736
2025-09-0128801.49674598571
2025-10-0129059.923486237916
2025-11-0128719.802713857982
2025-12-0129395.098693364896
2026-01-0131482.294876394397
2026-02-0133505.78547311456
2026-03-0130345.653099612067
2026-04-0132374.173084725076
Annual Return Matrix
YearAnnual Return
20170.2515942483949798
2018-0.14413811842902835
20190.27133065842645965
20200.11480815212232698
20210.17370415194400013
2022-0.12358693756012795
20230.22037190135578144
20240.12465673676059619
20250.2588432770991611
20260.10134595642751232
Total Factor Risk
0.14291489739907143
VTI.US Exposure
0.044766807023222825
VEA.US Exposure
0.502007901638131
VWO.US Exposure
-0.014668648315092828
QQQ.US Exposure
-0.03685705877538291
VTV.US Exposure
0.1653820692190956
IJR.US Exposure
0.13836995266631855
QUAL.US Exposure
0.11761906571653924
SHV.US Exposure
0.03899521302943076
TLT.US Exposure
-0.01914712891520896
LQD.US Exposure
-0.015465999304260868
HYG.US Exposure
0.05530665282123107
GLD.US Exposure
0.006290677240280035
USO.US Exposure
0.010311304708813836
VNQ.US Exposure
-0.01834975533014824
BTC-USD.CC Exposure
0.002006173749088486
CPER.US Exposure
-0.015185820965342023
VIX.INDX Exposure
-0.033614420252077316
UUP.US Exposure
-0.018736541009364813
TIP.US Exposure
0.030800191999013238
Idiosyncratic Exposure
0.0601693630557132
Value Score
41.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
13.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.3%

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 →21.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.16%
Market Cap$74.4B
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 →
+1.3%
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 →
+9.1%
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 →
3.4% 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 →
1.18
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Global Industrials ETF a high-risk investment?

iShares Global Industrials ETF (EXI.US) has an annualized volatility of 14.3% and experienced a maximum drawdown of 27.0% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, EXI.US has generated a Compound Annual Growth Rate (CAGR) of 12.5%. 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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