iShares MSCI Eurozone ETF

10-Year Study

EZU.US · · US · ETF

Executive Summary: iShares MSCI Eurozone ETF has compounded at 10.0% annually over the last 10 years, with a maximum drawdown of 34.7% and an annualized volatility of 19.3%.

1Y CAGR
+18.8%
3Y CAGR
+18.8%
5Y CAGR
+8.8%
10Y CAGR
+10.0%

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 →
34.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.60
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +40.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.3%
% 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.
20264.02.9-8.77.0————————4.6%
20257.13.61.64.65.92.9-2.33.03.60.40.83.340.0%
2024-0.64.04.1-3.55.6-4.21.24.01.7-5.6-2.9-0.72.2%
202312.3-1.73.43.2-5.15.92.4-4.5-5.8-2.711.14.723.4%
2022-3.3-7.4-1.4-7.34.3-11.25.0-7.4-9.510.115.1-2.2-17.3%
2021-1.73.43.74.74.4-1.81.02.0-5.34.6-5.44.513.9%
2020-3.4-7.4-18.66.27.45.83.34.6-3.7-5.419.74.17.6%
20196.53.10.25.0-6.47.1-2.7-1.52.63.90.93.223.3%
20187.0-6.0-0.72.3-3.6-1.73.8-3.2-0.5-8.9-0.3-5.3-16.8%
20172.10.26.24.44.9-0.53.20.53.61.2-0.3-0.327.9%
2016———2.6-3.6-2.74.81.10.8-1.0-4.06.23.8%

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 19.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 81.9% of variance. Idiosyncratic stock-specific factors contribute 3.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110255.912258654176
2016-05-019883.697018165201
2016-06-019617.08366655242
2016-07-0110081.99093644084
2016-08-0110195.24734376785
2016-09-0110278.68540309989
2016-10-0110174.378308389505
2016-11-019769.069652309685
2016-12-0110378.803457862065
2017-01-0110600.784492935756
2017-02-0110621.767774858145
2017-03-0111278.685403099891
2017-04-0111770.631021744926
2017-05-0112352.564834913745
2017-06-0112284.930880840855
2017-07-0112682.470771925815
2017-08-0112743.40226208157
2017-09-0113197.341863741955
2017-10-0113352.717163639132
2017-11-0113319.204844053467
2017-12-0113273.620472980694
2018-01-0114203.815834571005
2018-02-0113353.174149815304
2018-03-0113264.442667275982
2018-04-0113564.301763204996
2018-05-0113077.80189649263
2018-06-0112854.640313797174
2018-07-0113343.61552229712
2018-08-0112920.446323165392
2018-09-0112853.078944361932
2018-10-0111713.660078449293
2018-11-0111672.912144407632
2018-12-0111049.468753570203
2019-01-0111771.164172283789
2019-02-0112139.913934270155
2019-03-0112165.124338322099
2019-04-0112773.372938801935
2019-05-0111950.835903880574
2019-06-0112799.649643931603
2019-07-0112453.40645112152
2019-08-0112267.33691305838
2019-09-0112584.447237137741
2019-10-0113079.553676834608
2019-11-0113199.284054990667
2019-12-0113620.587227236376
2020-01-0113152.709547202863
2020-02-0112181.233101032027
2020-03-019913.286873072091
2020-04-0110524.125061883544
2020-05-0111302.296355535243
2020-06-0111958.376175787349
2020-07-0112348.451959328231
2020-08-0112912.296736357059
2020-09-0112430.40481358772
2020-10-0111761.6817091283
2020-11-0114076.012033969308
2020-12-0114658.060093682167
2021-01-0114401.995506302601
2021-02-0114890.818386077153
2021-03-0115439.506454929739
2021-04-0116157.77447732206
2021-05-0116866.06496820138
2021-06-0116566.739022811227
2021-07-0116734.567196008986
2021-08-0117063.559160668723
2021-09-0116153.813930461938
2021-10-0116892.341673331048
2021-11-0115979.245211165693
2021-12-0116698.541452454396
2022-01-0116143.189001866027
2022-02-0114950.683575155186
2022-03-0114742.831029361363
2022-04-0113666.17159830915
2022-05-0114259.034997524657
2022-06-0112668.79926882212
2022-07-0113299.630602840929
2022-08-0112313.302105944627
2022-09-0111145.740508016299
2022-10-0112271.487870825242
2022-11-0114129.098594767507
2022-12-0113817.548269164856
2023-01-0115520.4691724742
2023-02-0115254.465135762975
2023-03-0115779.504169998858
2023-04-0116283.55992231235
2023-05-0115446.970562473816
2023-06-0116352.069766556227
2023-07-0116751.78034197799
2023-08-0115998.743288015537
2023-09-0115074.450664534064
2023-10-0114667.618721200352
2023-11-0116291.404851669904
2023-12-0117055.980806580603
2024-01-0116955.32960127956
2024-02-0117634.829963060285
2024-03-0118357.477436307552
2024-04-0117710.346928672076
2024-05-0118702.61624585856
2024-06-0117916.18111885449
2024-07-0118130.850375109487
2024-08-0118850.07045203549
2024-09-0119165.619406679612
2024-10-0118090.483262881295
2024-11-0117562.09299668685
2024-12-0117436.726455691383
2025-01-0118681.67104611752
2025-02-0119354.01195780494
2025-03-0119671.693514604518
2025-04-0120584.18066186831
2025-05-0121792.185536387522
2025-06-0122425.14947256179
2025-07-0121904.604135724894
2025-08-0122560.95053124643
2025-09-0123364.40839331277
2025-10-0123451.159602422023
2025-11-0123636.010510682052
2025-12-0124410.678243649792
2026-01-0125385.58208614189
2026-02-0126116.759968010967
2026-03-0123854.678395978524
2026-04-0125530.294375261816
Annual Return Matrix
YearAnnual Return
20170.2789162572421362
2018-0.16756179852647535
20190.23269159187724875
20200.07616946678856906
20210.1392054163873777
2022-0.17252963029690738
20230.2343709950804087
20240.022323292540519235
20250.3999576299874854
20260.04586583463338556
Total Factor Risk
0.192712992893703
VTI.US Exposure
-0.058603136519978456
VEA.US Exposure
0.8187616997770404
VWO.US Exposure
-0.02250487791188025
QQQ.US Exposure
0.008148506037345689
VTV.US Exposure
-0.019093865180927382
IJR.US Exposure
-0.008782853170007062
QUAL.US Exposure
0.07132060423243959
SHV.US Exposure
0.09843927432985802
TLT.US Exposure
-0.01092879470552326
LQD.US Exposure
-0.013559582413744145
HYG.US Exposure
0.07249658507278509
GLD.US Exposure
-0.029603558822293916
USO.US Exposure
0.011516919859638073
VNQ.US Exposure
-0.03785909693518347
BTC-USD.CC Exposure
0.0037556050939444407
CPER.US Exposure
0.04078604696596696
VIX.INDX Exposure
-0.026319157833960594
UUP.US Exposure
0.07448571188382526
TIP.US Exposure
-0.008322670379192487
Idiosyncratic Exposure
0.035866640619847505
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.3%

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 →14.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.67%
Market Cap$75.9B
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 →
+7.2%
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 →
3.2% 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 →
1.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Eurozone ETF a high-risk investment?

iShares MSCI Eurozone ETF (EZU.US) has an annualized volatility of 19.3% and experienced a maximum drawdown of 34.7% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, EZU.US has generated a Compound Annual Growth Rate (CAGR) of 10.0%. 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.

Run a Full Backtest on iShares MSCI Eurozone ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest