iShares MSCI Europe SRI UCITS ETF EUR (Acc)

10-Year Study

IESG.LSE · · GB · ETF

Executive Summary: iShares MSCI Europe SRI UCITS ETF EUR (Acc) has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 18.2% and an annualized volatility of 17.6%.

1Y CAGR
+5.9%
3Y CAGR
+6.9%
5Y CAGR
+5.1%
10Y CAGR
+8.8%

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 →
18.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +22.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.9%
% 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.
20261.54.3-9.47.2————————2.8%
20255.6-1.4-3.72.52.9-0.6-0.3-1.02.02.4-1.01.08.4%
20240.62.82.3-2.24.0-0.8-0.22.0-2.2-3.60.3-1.80.9%
20236.20.71.62.5-4.91.61.4-2.6-1.2-2.46.74.514.3%
2022-6.1-4.12.9-2.1-2.1-5.06.1-3.2-5.72.87.6-0.5-9.9%
2021-2.30.23.84.71.42.32.63.9-4.03.0-1.63.918.9%
2020-1.5-5.5-9.55.17.94.2-1.32.60.9-6.512.12.79.5%
20192.32.32.73.5-1.36.31.4-1.32.9-0.81.61.322.6%
2018-0.4-2.5-2.55.00.40.64.0-1.10.1-5.60.4-4.1-6.2%
2017-0.53.14.10.75.1-2.32.12.8-1.51.7-1.20.915.8%
2016———1.80.63.65.42.31.31.3-5.45.917.6%

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 17.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 50.4% of variance. Idiosyncratic stock-specific factors contribute 6.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110183.692596063729
2016-05-0110243.673851921276
2016-06-0110614.807872539832
2016-07-0111188.3786316776
2016-08-0111443.298969072164
2016-09-0111587.628865979383
2016-10-0111733.833177132146
2016-11-0111100.281162136831
2016-12-0111760.07497656982
2017-01-0111698.219306466728
2017-02-0112061.855670103092
2017-03-0112552.952202436738
2017-04-0112646.672914714152
2017-05-0113285.84817244611
2017-06-0112982.193064667292
2017-07-0113250.234301780694
2017-08-0113625.117150890346
2017-09-0113426.42924086223
2017-10-0113660.731021555763
2017-11-0113493.908153701968
2017-12-0113621.36832239925
2018-01-0113564.198687910028
2018-02-0113227.741330834115
2018-03-0112899.718837863167
2018-04-0113540.768509840675
2018-05-0113591.377694470479
2018-06-0113669.16588566073
2018-07-0114209.934395501406
2018-08-0114057.169634489223
2018-09-0114068.416119962512
2018-10-0113274.60168697282
2018-11-0113329.896907216495
2018-12-0112776.944704779757
2019-01-0113074.97656982193
2019-02-0113373.94564198688
2019-03-0113730.08434864105
2019-04-0114210.87160262418
2019-05-0114024.367385192127
2019-06-0114908.153701968135
2019-07-0115111.52764761012
2019-08-0114914.714151827553
2019-09-0115346.76663542643
2019-10-0115229.615745079664
2019-11-0115465.791940018746
2019-12-0115663.542642924087
2020-01-0115421.74320524836
2020-02-0114579.194001874414
2020-03-0113188.3786316776
2020-04-0113855.670103092783
2020-05-0114948.453608247422
2020-06-0115580.131208997187
2020-07-0115385.192127460168
2020-08-0115790.065604498594
2020-09-0115932.521087160263
2020-10-0114893.158388003749
2020-11-0116701.968134957824
2020-12-0117152.764761012186
2021-01-0116753.5145267104
2021-02-0116790.065604498595
2021-03-0117424.554826616684
2021-04-0118245.54826616682
2021-05-0118494.845360824744
2021-06-0118912.839737582006
2021-07-0119407.68509840675
2021-08-0120159.325210871604
2021-09-0119358.950328022493
2021-10-0119934.395501405812
2021-11-0119621.368322399252
2021-12-0120386.129334582944
2022-01-0119145.26710402999
2022-02-0118365.51077788191
2022-03-0118894.095595126524
2022-04-0118492.970946579193
2022-05-0118106.841611996253
2022-06-0117196.813495782568
2022-07-0118253.045923149017
2022-08-0117676.663542642924
2022-09-0116672.914714151826
2022-10-0117148.07872539831
2022-11-0118457.357075913776
2022-12-0118369.25960637301
2023-01-0119512.652296157452
2023-02-0119643.86129334583
2023-03-0119962.511715089036
2023-04-0120464.85473289597
2023-05-0119456.419868791003
2023-06-0119767.572633552016
2023-07-0120035.61387066542
2023-08-0119512.652296157452
2023-09-0119278.350515463917
2023-10-0118819.11902530459
2023-11-0120078.725398313025
2023-12-0120989.690721649484
2024-01-0121105.904404873476
2024-02-0121698.21930646673
2024-03-0122208.059981255858
2024-04-0121730.08434864105
2024-05-0122605.43580131209
2024-06-0122423.61761949391
2024-07-0122384.254920337393
2024-08-0122826.616682286785
2024-09-0122324.273664479846
2024-10-0121510.777881911905
2024-11-0121565.135895032803
2024-12-0121175.25773195876
2025-01-0122354.264292408625
2025-02-0122043.11152764761
2025-03-0121237.113402061856
2025-04-0121771.32146204311
2025-05-0122402.99906279288
2025-06-0122266.166822867854
2025-07-0122193.064667291474
2025-08-0121981.25585754452
2025-09-0122421.74320524836
2025-10-0122961.574507966263
2025-11-0122729.147141518275
2025-12-0122961.574507966263
2026-01-0123313.964386129333
2026-02-0124307.403936269915
2026-03-0122028.11621368322
2026-04-0123613.870665417056
Annual Return Matrix
YearAnnual Return
20170.1582722346190628
2018-0.06199256914820417
20190.22592239419056703
20200.09507568958295942
20210.18850398863512186
2022-0.09893343140860611
20230.14265306122448984
20240.008840864440078589
20250.0843586792953881
20260.028408163265306152
Total Factor Risk
0.17566586299993683
VTI.US Exposure
0.017892531356270037
VEA.US Exposure
0.5041103153356893
VWO.US Exposure
-0.04221225886114328
QQQ.US Exposure
-0.14032392996321577
VTV.US Exposure
-0.11470523236182634
IJR.US Exposure
-0.003273139072082694
QUAL.US Exposure
0.37489690293910843
SHV.US Exposure
0.3074948131236867
TLT.US Exposure
0.03949236392447892
LQD.US Exposure
-0.01655297383726928
HYG.US Exposure
-0.02735339255309473
GLD.US Exposure
-0.0005539678197733711
USO.US Exposure
-0.0015970422120633553
VNQ.US Exposure
0.019608878413342995
BTC-USD.CC Exposure
0.00040772310350559415
CPER.US Exposure
0.0027986794213102186
VIX.INDX Exposure
0.027706755857377734
UUP.US Exposure
-0.010145442082019236
TIP.US Exposure
-0.004309726833087272
Idiosyncratic Exposure
0.0666181421208053
Value Score
43.5
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
17.6%

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 →16.4x
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$43.5B
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 →
+3.8%
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 →
2.9% 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 MSCI Europe SRI UCITS ETF EUR (Acc) a high-risk investment?

iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESG.LSE) has an annualized volatility of 17.6% and experienced a maximum drawdown of 18.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, IESG.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.8%. 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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