iShares AEX UCITS ETF EUR (Dist)

10-Year Study

IAEX.LSE · · GB · ETF

Executive Summary: iShares AEX UCITS ETF EUR (Dist) has compounded at 12.9% annually over the last 10 years, with a maximum drawdown of 17.0% and an annualized volatility of 15.2%.

1Y CAGR
+17.0%
3Y CAGR
+14.1%
5Y CAGR
+10.3%
10Y CAGR
+12.9%

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 →
17.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.27
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +22.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -7.4%
% 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.
20264.74.0-7.15.9————————7.1%
20255.8-1.0-1.2-0.55.01.2-0.50.06.03.9-3.00.316.6%
20241.94.33.8-0.03.31.9-1.00.2-2.0-2.6-0.3-0.59.0%
20236.90.70.70.7-2.83.52.2-5.5-0.7-1.15.84.014.5%
2022-5.9-2.80.3-2.22.3-6.38.0-3.3-4.12.48.8-1.9-5.9%
20210.40.25.73.5-0.12.42.75.1-1.43.2-2.70.721.3%
2020-3.8-6.6-7.74.77.56.8-3.11.20.5-3.513.33.411.2%
20193.92.62.04.6-2.05.53.8-2.92.4-3.12.51.322.2%
20181.6-3.8-1.65.60.40.84.5-0.5-2.9-6.10.3-5.2-7.4%
2017-0.73.54.20.14.9-2.35.72.0-0.82.8-1.61.921.3%
2016———-0.30.16.94.03.01.24.1-4.56.822.8%

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 15.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 61.1% of variance. Idiosyncratic stock-specific factors contribute 10.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019972.37835868596
2016-05-019977.759222354118
2016-06-0110663.95828606878
2016-07-0111087.279378470708
2016-08-0111424.544683478884
2016-09-0111563.642456859425
2016-10-0112039.459164836488
2016-11-0111498.101729953316
2016-12-0112275.731796517499
2017-01-0112195.447352541649
2017-02-0112627.348456108211
2017-03-0113158.448737295052
2017-04-0113177.841309707488
2017-05-0113818.925841795455
2017-06-0113507.57867724514
2017-07-0114281.367206290603
2017-08-0114567.84340895976
2017-09-0114457.826398426785
2017-10-0114859.772772415636
2017-11-0114619.981680964489
2017-12-0114891.854995326104
2018-01-0115127.112831514767
2018-02-0114552.976184312467
2018-03-0114318.111463705998
2018-04-0115120.715289616797
2018-05-0115178.53980530612
2018-06-0115301.31462143327
2018-07-0115991.664368158015
2018-08-0115905.468505097042
2018-09-0115448.276212647666
2018-10-0114503.091925597982
2018-11-0114553.627988022025
2018-12-0113791.738736287789
2019-01-0114326.486633034701
2019-02-0114699.621852180633
2019-03-0115000.011484698522
2019-04-0115691.450583319136
2019-05-0115377.159947019767
2019-06-0116227.20047294365
2019-07-0116839.36427486837
2019-08-0116347.041984104048
2019-09-0116741.65923769843
2019-10-0116222.411165386247
2019-11-0116635.523678718382
2019-12-0116849.26973320669
2020-01-0116205.004127901888
2020-02-0115138.605060986574
2020-03-0113976.702630090098
2020-04-0114634.980697234165
2020-05-0115739.507457052407
2020-06-0116802.5281398648
2020-07-0116275.016356281709
2020-08-0116477.90541691809
2020-09-0116564.790738437874
2020-10-0115991.179374987645
2020-11-0118112.458544474495
2020-12-0118732.03355414706
2021-01-0118807.122019273582
2021-02-0118847.168974745902
2021-03-0119917.690483609356
2021-04-0120624.738228890044
2021-05-0120611.366274335556
2021-06-0121102.12513991093
2021-07-0121676.733977668853
2021-08-0122783.824649363683
2021-09-0122471.894965842435
2021-10-0123191.11724465138
2021-11-0122564.9707281393
2021-12-0122728.9895442175
2022-01-0121388.788863231362
2022-02-0120790.120523438673
2022-03-0120846.238525891877
2022-04-0120380.829590608155
2022-05-0120846.238525891877
2022-06-0119536.88988715813
2022-07-0121100.256334705537
2022-08-0120399.854276120393
2022-09-0119553.96480975409
2022-10-0120032.631229154566
2022-11-0121804.568085905543
2022-12-0121383.429086222786
2023-01-0122859.65453650298
2023-02-0123025.620479665024
2023-03-0123181.822922893425
2023-04-0123346.56885217969
2023-05-0122685.83343609942
2023-06-0123480.35730591566
2023-07-0123986.567044751726
2023-08-0122659.093292465383
2023-09-0122505.4528783761
2023-10-0122257.237666422225
2023-11-0123542.957573452648
2023-12-0124486.796456311546
2024-01-0124940.25565692005
2024-02-0126010.27598107096
2024-03-0127001.456673974826
2024-04-0126994.267629247573
2024-05-0127874.906404413887
2024-06-0128412.917085183515
2024-07-0128125.807906179427
2024-08-0128194.859561905818
2024-09-0127622.998391200836
2024-10-0126905.70817757603
2024-11-0126828.85558744704
2024-12-0126694.102795582723
2025-01-0128234.959610574584
2025-02-0127957.642172566066
2025-03-0127613.66942707358
2025-04-0127484.650700425405
2025-05-0128855.934247276855
2025-06-0129188.068339604415
2025-07-0129051.989347471437
2025-08-0129061.309651006373
2025-09-0130794.485838519493
2025-10-0131984.230191013125
2025-11-0131019.6740416631
2025-12-0131114.119307190267
2026-01-0132567.592628329738
2026-02-0133885.50885216086
2026-03-0131471.839425087288
2026-04-0133328.21856322656
Annual Return Matrix
YearAnnual Return
20170.2131134210304897
2018-0.07387368862936106
20190.22169293193425665
20200.11174156807697133
20210.2133754447170293
2022-0.05920018817277528
20230.1451295466959619
20240.0901427160228725
20250.16558026113314295
20260.07116059542539022
Total Factor Risk
0.15210528042681054
VTI.US Exposure
-0.04366927580514856
VEA.US Exposure
0.6109346324995727
VWO.US Exposure
0.0022856337423152163
QQQ.US Exposure
-0.06407293825091638
VTV.US Exposure
-0.12098128992803422
IJR.US Exposure
0.048346999960256695
QUAL.US Exposure
0.3522224009903751
SHV.US Exposure
0.09346514621022513
TLT.US Exposure
0.0493722538588621
LQD.US Exposure
-0.012404002498816846
HYG.US Exposure
-0.03310471345501943
GLD.US Exposure
-0.006344519958289389
USO.US Exposure
-0.008033582512297717
VNQ.US Exposure
-0.017004692931029904
BTC-USD.CC Exposure
0.005986063255240503
CPER.US Exposure
0.026457507215601094
VIX.INDX Exposure
-0.030670056379904477
UUP.US Exposure
0.006665862303640276
TIP.US Exposure
0.036327527506938566
Idiosyncratic Exposure
0.1042210441764294
Value Score
44
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.2%

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 →15.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.00%
Market Cap$73.7B
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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.930.01%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 →
+2.3%
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 →
+7.0%
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 →
1.6% 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 AEX UCITS ETF EUR (Dist) a high-risk investment?

iShares AEX UCITS ETF EUR (Dist) (IAEX.LSE) has an annualized volatility of 15.2% and experienced a maximum drawdown of 17.0% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of IAEX.LSE?

Over the past 10 years, IAEX.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.9%. 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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