iShares MSCI Europe ex-UK UCITS

10-Year Study

IEUX.LSE · · GB · ETF

Executive Summary: iShares MSCI Europe ex-UK UCITS has compounded at 10.4% annually over the last 10 years, with a maximum drawdown of 18.0% and an annualized volatility of 13.4%.

1Y CAGR
+16.9%
3Y CAGR
+13.2%
5Y CAGR
+8.9%
10Y CAGR
+10.4%

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 →
18.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +25.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -10.0%
% 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.
20262.44.7-8.86.1————————3.7%
20257.82.3-2.91.34.10.60.81.12.63.10.62.225.5%
2024-0.22.73.7-2.23.6-1.6-0.01.7-1.7-2.0-1.4-0.41.9%
20236.20.81.22.1-4.22.51.7-2.6-1.3-3.16.44.814.9%
2022-5.6-3.71.9-2.00.3-7.05.3-2.1-5.04.28.0-0.4-7.0%
2021-2.80.34.64.42.01.31.52.6-3.73.1-1.63.916.3%
2020-2.0-5.5-11.44.38.44.5-1.42.80.2-6.213.12.97.5%
20192.92.32.54.1-1.96.61.8-1.91.8-1.61.21.420.7%
20181.0-2.9-3.03.8-0.60.25.0-1.7-0.3-6.0-0.8-4.6-10.0%
20170.72.03.61.74.9-1.11.52.4-0.51.5-1.50.316.3%
2016———0.60.04.14.91.91.63.9-5.67.019.3%

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 13.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 96.7% of variance. Idiosyncratic stock-specific factors contribute 10.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110060.804406708412
2016-05-0110060.804406708412
2016-06-0110475.809456003482
2016-07-0110986.010455038413
2016-08-0111192.236659258546
2016-09-0111367.005953479302
2016-10-0111810.543777236626
2016-11-0111154.203068674378
2016-12-0111934.373977223237
2017-01-0112015.755223611806
2017-02-0112255.11327146965
2017-03-0112694.015868013365
2017-04-0112912.093160835386
2017-05-0113549.549459180724
2017-06-0113406.931659208392
2017-07-0113604.558665483792
2017-08-0113931.497896885208
2017-09-0113855.232429701193
2017-10-0114058.158921342738
2017-11-0113843.008096834492
2017-12-0113883.41878683017
2018-01-0114021.702287777392
2018-02-0113612.970658101955
2018-03-0113210.540441366007
2018-04-0113712.88873098583
2018-05-0113632.023028238027
2018-06-0113652.83897752533
2018-07-0114335.73018358719
2018-08-0114091.037658713374
2018-09-0114049.59121588285
2018-10-0113207.691537876011
2018-11-0113098.857592616481
2018-12-0112501.992774457589
2019-01-0112861.447413265614
2019-02-0113159.531363832211
2019-03-0113483.664264917583
2019-04-0114035.605636641574
2019-05-0113768.415813706322
2019-06-0114682.404705490446
2019-07-0114952.476090788869
2019-08-0114663.205370425103
2019-09-0114925.5610969369
2019-10-0114690.826029215226
2019-11-0114874.252840797091
2019-12-0115086.308653878228
2020-01-0114784.480013586091
2020-02-0113971.468275287241
2020-03-0112372.565660081316
2020-04-0112903.792558302504
2020-05-0113991.9710493086
2020-06-0114625.888525468206
2020-07-0114424.591478320224
2020-08-0114831.082476018473
2020-09-0114853.671918757787
2020-10-0113939.900558396746
2020-11-0115767.443279118826
2020-12-0116221.598152627512
2021-01-0115767.518511165952
2021-02-0115822.321266735049
2021-03-0116550.03444344731
2021-04-0117282.94971210037
2021-05-0117627.85074055161
2021-06-0117856.136264016197
2021-07-0118125.86239836967
2021-08-0118597.882841891165
2021-09-0117904.00075861897
2021-10-0118460.107886254744
2021-11-0118160.86921124389
2021-12-0118867.791516017893
2022-01-0117811.17432676649
2022-02-0117155.434308192922
2022-03-0117473.92072338471
2022-04-0117128.691356619267
2022-05-0117188.442514667917
2022-06-0115992.209808999247
2022-07-0116837.756200112115
2022-08-0116488.155209895078
2022-09-0115668.289190589487
2022-10-0116319.890280182804
2022-11-0117617.66233851062
2022-12-0117550.863278992856
2023-01-0118646.60288233218
2023-02-0118786.628967440738
2023-03-0119018.471975304295
2023-04-0119420.2799238675
2023-05-0118603.042943852168
2023-06-0119075.205686749618
2023-07-0119408.323860316134
2023-08-0118912.810023101487
2023-09-0118666.948193929322
2023-10-0118086.909693783407
2023-11-0119242.813939833493
2023-12-0120166.93583021305
2024-01-0120134.89164369076
2024-02-0120672.676560283497
2024-03-0121429.673082346784
2024-04-0120955.564803719008
2024-05-0121711.348865115822
2024-06-0121367.083518303087
2024-07-0121365.663440514312
2024-08-0121723.46180789724
2024-09-0121354.775788670962
2024-10-0120930.923100717402
2024-11-0120629.390723060453
2024-12-0120543.208039121597
2025-01-0122136.39010277514
2025-02-0122642.27488180404
2025-03-0121976.11085074732
2025-04-0122254.289218116253
2025-05-0123172.992068326093
2025-06-0123304.71755090177
2025-07-0123489.226187657416
2025-08-0123736.206000041526
2025-09-0124348.111978878103
2025-10-0125093.076622148732
2025-11-0125241.48728974975
2025-12-0125785.92995091605
2026-01-0126409.947706145722
2026-02-0127643.403362510926
2026-03-0125220.231612062977
2026-04-0126748.200321130033
Annual Return Matrix
YearAnnual Return
20170.16331353561792916
2018-0.09950186143509587
20190.20671231587180028
20200.07525296776010437
20210.163127784235104
2022-0.06979768861167601
20230.14905663098358524
20240.01865787703577837
20250.2552046351188402
20260.03731765238041396
Total Factor Risk
0.13443223885967412
VTI.US Exposure
-0.02048489883556524
VEA.US Exposure
0.9673615968582309
VWO.US Exposure
-0.0804467006638871
QQQ.US Exposure
-0.1090592259809858
VTV.US Exposure
-0.14093952519441824
IJR.US Exposure
0.018073962322117783
QUAL.US Exposure
0.30446282676363257
SHV.US Exposure
0.001965651564489259
TLT.US Exposure
0.045261505092829314
LQD.US Exposure
-0.03045584663511151
HYG.US Exposure
-0.04337664237023006
GLD.US Exposure
-0.01832726697213576
USO.US Exposure
-0.0072111939116555985
VNQ.US Exposure
0.01225533271580366
BTC-USD.CC Exposure
0.000071168992779955
CPER.US Exposure
0.02623593998481015
VIX.INDX Exposure
-0.0011259507860772767
UUP.US Exposure
-0.02985852500292122
TIP.US Exposure
0.004284121244943279
Idiosyncratic Exposure
0.10131367081335078
Value Score
44
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.4%

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 →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 →3.39%
Market Cap$65.4B
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%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.180.00%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 →
+1.9%
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 →
+6.7%
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 →
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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Europe ex-UK UCITS a high-risk investment?

iShares MSCI Europe ex-UK UCITS (IEUX.LSE) has an annualized volatility of 13.4% and experienced a maximum drawdown of 18.0% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, IEUX.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.4%. 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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