iShares MSCI Global Energy Producers ETF

10-Year Study

FILL.US · · US · ETF

Executive Summary: iShares MSCI Global Energy Producers ETF has compounded at 31.1% annually over the last 10 years, with a maximum drawdown of 99.1% and an annualized volatility of 391.4%.

1Y CAGR
+444.1%
3Y CAGR
+76.7%
5Y CAGR
+51.3%
10Y CAGR
+31.1%

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 →
99.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
819.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
24232.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2955.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +325.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -28.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.08.1-1.8281.2————————325.0%
20252.01.55.2350.1-79.76.1339.3-75.7271.0-72.72.1-4.610.8%
2024-0.32.37.91.31.4-3.10.3-1.2-3.7-1.12.9-7.3-1.3%
20232.5-4.9-1.34.3-8.96.36.01.73.2-4.4-0.20.43.7%
202214.23.77.4-1.212.7-14.72898.0-96.3-9.318.32.8-3.442.5%
20211.516.02.1-0.15.93.8-7.0-0.111.46.6-6.13.842.0%
2020-8.9-15.07282.00.0-98.91.0-3.61.9-13.2-5.628.05.6-28.3%
2019————-8.36.3-4.2-7.34.9-0.71.04.7-4.8%

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 391.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 21.3% of variance. Idiosyncratic stock-specific factors contribute 38.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019172.542918604215
2019-06-019746.87916530318
2019-07-019340.732782704115
2019-08-018655.845685072285
2019-09-019075.845785447733
2019-10-019008.258167686843
2019-11-019095.155353559494
2019-12-019524.956036506423
2020-01-018680.080638331949
2020-02-017377.565617114294
2020-03-01544615.2542266799
2020-04-01544615.2542266799
2020-05-016215.862738733951
2020-06-016280.669067164579
2020-07-016055.263291472324
2020-08-016167.967132249926
2020-09-015353.42544877196
2020-10-015051.17496133163
2020-11-016465.094342439483
2020-12-016828.947085049325
2021-01-016933.523055637031
2021-02-018042.0498165892795
2021-03-018209.374418910327
2021-04-018204.145366265882
2021-05-018690.434556446293
2021-06-019017.323722447654
2021-07-018386.483721611616
2021-08-018375.882041313898
2021-09-019330.096796873317
2021-10-019950.33702327459
2021-11-019345.999317319893
2021-12-019699.223062263081
2022-01-0111074.73072856503
2022-02-0111487.925627637198
2022-03-0112336.063863180387
2022-04-0112189.270487121417
2022-05-0113733.318061018235
2022-06-0111713.344744370097
2022-07-01351168.38585237274
2022-08-0112971.3019604151
2022-09-0111770.172495208502
2022-10-0113920.285757467123
2022-11-0114312.018098582796
2022-12-0113825.4118998652
2023-01-0114173.186147349506
2023-02-0113472.565515785913
2023-03-0113298.450959065178
2023-04-0113871.020470810407
2023-05-0112639.563643783795
2023-06-0113437.834339978379
2023-07-0114250.542583299393
2023-08-0114493.82852989165
2023-09-0114963.806709666747
2023-10-0114302.356644006592
2023-11-0114279.149586164094
2023-12-0114332.001706890858
2024-01-0114286.808614068534
2024-02-0114610.839620934024
2024-03-0115770.48861434298
2024-04-0115972.614274113026
2024-05-0116200.96333748621
2024-06-0115693.275753401918
2024-07-0115743.233503596777
2024-08-0115559.052178779346
2024-09-0114986.938803566582
2024-10-0114828.3722767839
2024-11-0115252.729179860798
2024-12-0114145.64896888685
2025-01-0114426.751048113447
2025-02-0114645.16421264577
2025-03-0115405.465036594793
2025-04-0169340.41349932892
2025-05-0114086.801003322491
2025-06-0114946.8851878301
2025-07-0165665.0785456309
2025-08-0115929.351185170404
2025-09-0159098.59733696311
2025-10-0116105.26106478911
2025-11-0116438.23311003608
2025-12-0115674.447911209149
2026-01-0116460.5018226085
2026-02-0117799.45806151757
2026-03-0117473.045844072076
2026-04-0166614.73825418254
Annual Return Matrix
YearAnnual Return
2020-0.28304686563634207
20210.420310179807613
20220.42541436681211553
20230.036641932312381886
2024-0.013002561806450763
20250.10807556059710444
20263.2498937526561837
Total Factor Risk
3.9138010721459167
VTI.US Exposure
0.07699105884637776
VEA.US Exposure
-0.012988126247666758
VWO.US Exposure
-0.005302994227739984
QQQ.US Exposure
-0.01358407092508347
VTV.US Exposure
-0.021383410476238107
IJR.US Exposure
0.006162034666705922
QUAL.US Exposure
0.03471926707219708
SHV.US Exposure
0.21260332820072092
TLT.US Exposure
0.014686183561704261
LQD.US Exposure
0.09101701983130288
HYG.US Exposure
0.06778981738609291
GLD.US Exposure
-0.00026170976277694176
USO.US Exposure
0.0041840768564040684
VNQ.US Exposure
-0.005536194879216198
BTC-USD.CC Exposure
-0.0013006911606043856
CPER.US Exposure
0.1431701221662707
VIX.INDX Exposure
0.00044935389519942337
UUP.US Exposure
0.0240926971635871
TIP.US Exposure
-0.0009728387833001814
Idiosyncratic Exposure
0.38546507681606307
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
391.4%

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 →0.00%
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
$50
Avg Yield on Cost
0.50%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$50.090.50%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 →
+220.7%
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 →
+168.8%
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 →
18.8% 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 →
0.42
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Global Energy Producers ETF a high-risk investment?

iShares MSCI Global Energy Producers ETF (FILL.US) has an annualized volatility of 391.4% and experienced a maximum drawdown of 99.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FILL.US has generated a Compound Annual Growth Rate (CAGR) of 31.1%. It has had a positive return in 71% 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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