iShares MDAX® UCITS ETF (DE)

10-Year Study

EXS3.XETRA · · DE · ETF

Executive Summary: iShares MDAX® UCITS ETF (DE) has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 38.4% and an annualized volatility of 27.1%.

1Y CAGR
+0.8%
3Y CAGR
+5.0%
5Y CAGR
-2.0%
10Y CAGR
+3.4%

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 →
38.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -29.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.71.1-10.79.8————————0.8%
20254.56.1-3.54.96.2-0.51.6-2.3-0.3-1.50.62.319.1%
2024-4.3-0.64.6-2.51.1-5.90.81.24.5-2.10.0-2.8-6.5%
202314.8-0.7-3.50.5-4.93.94.3-3.0-6.3-7.99.03.67.9%
2022-5.2-4.3-2.9-2.9-0.9-13.75.8-7.7-11.56.08.0-2.0-29.1%
20210.80.71.42.91.32.53.22.3-4.31.1-2.73.613.2%
2020-1.2-9.3-17.19.59.81.71.25.1-1.8-4.914.15.18.2%
20199.62.81.45.4-5.13.31.1-0.90.71.44.53.130.3%
20182.2-2.1-2.71.30.8-1.54.1-0.1-3.4-6.9-3.2-8.0-18.4%
20171.43.82.32.92.1-2.70.40.25.12.71.3-2.917.4%
2016———-1.73.5-4.56.71.01.0-2.1-1.46.18.4%

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 27.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.8% of variance. Idiosyncratic stock-specific factors contribute 5.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019831.594414710666
2016-05-0110170.801954986593
2016-06-019712.943102853316
2016-07-0110363.114852079147
2016-08-0110466.542168212749
2016-09-0110574.440828275585
2016-10-0110351.375459821058
2016-11-0110211.055327383569
2016-12-0110838.312143786692
2017-01-0110985.342111376496
2017-02-0111407.982786735502
2017-03-0111666.266331964302
2017-04-0112002.254279070501
2017-05-0112249.914858394286
2017-06-0111919.475211951853
2017-07-0111967.802940599353
2017-08-0111986.348022797652
2017-09-0112596.091605601528
2017-10-0112936.646751424854
2017-11-0113099.622444906052
2017-12-0112725.343329296156
2018-01-0113008.058568403105
2018-02-0112737.409755536462
2018-03-0112387.82170558371
2018-04-0112554.157955158003
2018-05-0112655.651259982995
2018-06-0112470.989830370858
2018-07-0112979.865983729494
2018-08-0112968.588949860054
2018-09-0112523.146112017033
2018-10-0111663.272279471963
2018-11-0111291.13016178033
2018-12-0110385.020490370542
2019-01-0111386.984949670597
2019-02-0111708.38041494974
2019-03-0111877.535922991392
2019-04-0112520.326853549672
2019-05-0111877.535922991392
2019-06-0112269.412849954553
2019-07-0112407.556514855238
2019-08-0112300.424693095523
2019-09-0112382.183188648989
2019-10-0112556.977213625365
2019-11-0113118.00964863018
2019-12-0113529.621384864868
2020-01-0113366.104393757938
2020-02-0112117.172892717068
2020-03-0110045.581770900291
2020-04-0111003.001946416047
2020-05-0112083.341791108736
2020-06-0112286.328400758719
2020-07-0112435.749099528848
2020-08-0113075.720771619766
2020-09-0112836.083801894092
2020-10-0112210.208422139976
2020-11-0113929.956087230114
2020-12-0114634.770704070335
2021-01-0114744.721784297408
2021-02-0114843.39583065504
2021-03-0115049.20169877238
2021-04-0115489.00601968068
2021-05-0115697.631146265385
2021-06-0116095.14659016327
2021-07-0116602.613114288226
2021-08-0116980.393748914586
2021-09-0116253.02506433548
2021-10-0116433.457606246575
2021-11-0115993.653285338276
2021-12-0116563.143495745175
2022-01-0115697.631146265385
2022-02-0115026.647631033497
2022-03-0114589.66256859256
2022-04-0114166.773798488428
2022-05-0114045.54568439191
2022-06-0112117.172892717068
2022-07-0112819.168251089925
2022-08-0111832.427787513618
2022-09-0110467.34283761748
2022-10-0111095.473624145485
2022-11-0111987.487003218466
2022-12-0111742.211516558069
2023-01-0113476.055473985012
2023-02-0113385.839203029464
2023-03-0112923.480814382277
2023-04-0112993.9622760663
2023-05-0112359.629120910104
2023-06-0112844.541577296173
2023-07-0113399.935495366268
2023-08-0112999.600793001022
2023-09-0112179.196578999004
2023-10-0111213.88247977464
2023-11-0112227.12397294414
2023-12-0112672.56681078716
2024-01-0112131.269185053872
2024-02-0112055.149206435128
2024-03-0112613.362382972582
2024-04-0112303.243951562883
2024-05-0112438.568357996208
2024-06-0111699.922639547654
2024-07-0111790.138910503205
2024-08-0111933.92109233861
2024-09-0112466.760942669815
2024-10-0112201.750646737895
2024-11-0112201.750646737895
2024-12-0111854.981855252505
2025-01-0112385.00244711635
2025-02-0113146.202233303788
2025-03-0112686.663103123965
2025-04-0113306.899965943358
2025-05-0114130.123438412737
2025-06-0114062.461235196075
2025-07-0114293.640429519668
2025-08-0113960.967930371082
2025-09-0113924.31757029539
2025-10-0113712.873185243325
2025-11-0113800.270197731512
2025-12-0114118.846404543292
2026-01-0114358.483374268966
2026-02-0114516.361848441175
2026-03-0112962.95043292533
2026-04-0114231.616743237728
Annual Return Matrix
YearAnnual Return
20170.1741074772967528
2018-0.18391038877023824
20190.30280160712346604
20200.08168368410085436
20210.13176651897514935
2022-0.291063829787234
20230.07923169267707086
2024-0.06451612903225812
20250.19096313912009522
20260.007987220447284393
Total Factor Risk
0.27055276289723784
VTI.US Exposure
-0.010666430860420111
VEA.US Exposure
0.37268921657696813
VWO.US Exposure
0.00760608680803035
QQQ.US Exposure
-0.06452650317473721
VTV.US Exposure
-0.11158498123230143
IJR.US Exposure
0.0576018914045334
QUAL.US Exposure
0.13115210332543387
SHV.US Exposure
0.47752024297751977
TLT.US Exposure
-0.01979145597721985
LQD.US Exposure
-0.0027374864328402037
HYG.US Exposure
0.11874139933072544
GLD.US Exposure
-0.009616230589445602
USO.US Exposure
0.004526647733058652
VNQ.US Exposure
0.02395026292202275
BTC-USD.CC Exposure
0.003443632284425398
CPER.US Exposure
0.022951109395748123
VIX.INDX Exposure
-0.03416593147318286
UUP.US Exposure
-0.022118802265670052
TIP.US Exposure
0.0016678363302618747
Idiosyncratic Exposure
0.05335739291708969
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.1%

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 →14.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.82%
Market Cap$6.5B
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 →
+2.8%
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 →
+1.7%
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 →
4.3% 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 iShares MDAX® UCITS ETF (DE) a high-risk investment?

iShares MDAX® UCITS ETF (DE) (EXS3.XETRA) has an annualized volatility of 27.1% and experienced a maximum drawdown of 38.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of EXS3.XETRA?

Over the past 10 years, EXS3.XETRA has generated a Compound Annual Growth Rate (CAGR) of 3.4%. It has had a positive return in 70% 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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