iShares V Public Limited Company - iShares S&P 500 GBP Hedged UCITS ETF

10-Year Study

IGUS.LSE · · GB · ETF

Executive Summary: iShares V Public Limited Company - iShares S&P 500 GBP Hedged UCITS ETF has compounded at 12.8% annually over the last 10 years, with a maximum drawdown of 23.7% and an annualized volatility of 13.1%.

1Y CAGR
+21.6%
3Y CAGR
+20.1%
5Y CAGR
+11.0%
10Y CAGR
+12.8%

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 →
23.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.91
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +28.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.6%
% 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.
20260.6-0.8-6.69.1————————1.8%
20253.2-3.7-5.4-0.66.95.13.31.03.03.1-0.00.917.4%
20242.14.13.5-3.22.55.70.61.22.5-0.15.4-1.724.6%
20235.5-1.52.51.70.46.53.1-1.2-4.8-3.48.85.224.5%
2022-6.6-1.54.9-8.5-2.3-8.58.2-2.8-8.35.51.9-3.2-20.6%
20210.12.44.15.10.92.12.53.0-3.65.2-0.13.928.6%
20200.4-10.1-9.59.93.62.25.27.5-3.4-3.110.03.614.6%
20197.33.31.33.6-5.75.82.9-3.32.11.53.92.327.3%
20184.4-2.7-4.21.61.60.82.82.90.7-7.10.9-8.4-7.5%
20170.54.50.00.71.00.62.0-0.11.82.42.62.119.8%
2016———-0.32.1-0.74.6-0.10.1-1.83.62.29.8%

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 13.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 95.9% of variance. Idiosyncratic stock-specific factors contribute 3.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019966.541196152237
2016-05-0110178.79548306148
2016-06-0110103.513174404015
2016-07-0110568.799665411962
2016-08-0110556.25261396905
2016-09-0110562.526139690506
2016-10-0110368.046842325386
2016-11-0110743.41279799247
2016-12-0110979.715600167294
2017-01-0111038.268506900878
2017-02-0111537.013801756588
2017-03-0111541.196152237559
2017-04-0111622.751986616477
2017-05-0111740.90338770389
2017-06-0111814.094521120871
2017-07-0112052.488498536179
2017-08-0112040.98703471351
2017-09-0112263.697197825179
2017-10-0112562.735257214554
2017-11-0112892.095357590966
2017-12-0113158.720200752823
2018-01-0113736.930154746968
2018-02-0113360.51861145964
2018-03-0112800.083647009618
2018-04-0113010.246758678377
2018-05-0113218.318695106651
2018-06-0113324.968632371392
2018-07-0113695.106649937265
2018-08-0114096.612296110414
2018-09-0114193.851944792974
2018-10-0113180.677540777917
2018-11-0113295.692179004602
2018-12-0112175.867837724802
2019-01-0113059.389376829777
2019-02-0113485.98912588875
2019-03-0113665.830196570472
2019-04-0114160.39314094521
2019-05-0113356.336260978669
2019-06-0114131.11668757842
2019-07-0114535.759096612295
2019-08-0114054.788791300713
2019-09-0114356.963613550815
2019-10-0114574.445838561272
2019-11-0115147.427854454203
2019-12-0115496.654119615223
2020-01-0115552.07026348808
2020-02-0113986.825595984945
2020-03-0112651.610204935174
2020-04-0113904.22417398578
2020-05-0114406.106231702215
2020-06-0114729.192806357172
2020-07-0115492.471769134252
2020-08-0116659.34755332497
2020-09-0116098.912588874948
2020-10-0115594.939355918024
2020-11-0117150.77373483898
2020-12-0117764.533667921372
2021-01-0117783.35424508574
2021-02-0118217.273107486406
2021-03-0118973.23295692179
2021-04-0119943.831033040566
2021-05-0120117.10581346717
2021-06-0120539.52321204517
2021-07-0121048.724383103305
2021-08-0121682.350480970304
2021-09-0120893.977415307403
2021-10-0121989.753241321625
2021-11-0121974.069427017985
2021-12-0122839.81597657884
2022-01-0121324.759514847345
2022-02-0121014.2199916353
2022-03-0122050.397323295692
2022-04-0120178.795483061484
2022-05-0119716.64575491426
2022-06-0118048.933500627354
2022-07-0119529.48557089084
2022-08-0118989.96235884567
2022-09-0117422.62651610205
2022-10-0118383.521539104975
2022-11-0118739.021329987452
2022-12-0118135.717273107486
2023-01-0119127.979924717692
2023-02-0118848.808030112923
2023-03-0119318.27687160184
2023-04-0119638.22668339607
2023-05-0119719.782517774987
2023-06-0121010.037641154326
2023-07-0121669.803429527394
2023-08-0121415.725637808446
2023-09-0120394.186532831452
2023-10-0119709.326641572563
2023-11-0121451.275616896695
2023-12-0122576.327896277708
2024-01-0123048.93350062735
2024-02-0123983.688833124215
2024-03-0124832.705980761188
2024-04-0124040.150564617314
2024-05-0124644.500209117527
2024-06-0126038.26850690088
2024-07-0126191.969887076535
2024-08-0126516.102049351735
2024-09-0127173.776662484313
2024-10-0127153.910497699708
2024-11-0128615.641990798827
2024-12-0128138.854035968212
2025-01-0129033.877038895862
2025-02-0127947.51150146382
2025-03-0126449.184441656213
2025-04-0126300.710999581763
2025-05-0128109.577582601425
2025-06-0129548.306148055206
2025-07-0130533.249686323717
2025-08-0130853.19949811794
2025-09-0131792.137181095775
2025-10-0132764.533667921372
2025-11-0132751.986616478458
2025-12-0133033.24968632372
2026-01-0133247.59514847344
2026-02-0132986.19824341279
2026-03-0130817.649519029696
2026-04-0133636.55374320368
Annual Return Matrix
YearAnnual Return
20170.19845728978192545
2018-0.07469209376241559
20190.27273507943323305
20200.1463464003778423
20210.28569746909947025
2022-0.20596044680461456
20230.24485442490631315
20240.24638755094479436
20250.1739372770511296
20260.018263539391637496
Total Factor Risk
0.13112177887590926
VTI.US Exposure
0.9590065186576733
VEA.US Exposure
0.01266149561722067
VWO.US Exposure
0.004544283429057944
QQQ.US Exposure
0.02730869076986691
VTV.US Exposure
0.02096657981897934
IJR.US Exposure
-0.06933283857085595
QUAL.US Exposure
-0.04520742212241475
SHV.US Exposure
0.08205356947370902
TLT.US Exposure
0.02106940527858165
LQD.US Exposure
-0.033725574658614504
HYG.US Exposure
-0.04776861343096247
GLD.US Exposure
0.001894384176774016
USO.US Exposure
-0.0022345266173507384
VNQ.US Exposure
0.007554309627971057
BTC-USD.CC Exposure
-0.007298428142733675
CPER.US Exposure
0.0043357649024230996
VIX.INDX Exposure
0.01108469248396707
UUP.US Exposure
-0.002793309279314414
TIP.US Exposure
0.025243489548865416
Idiosyncratic Exposure
0.030637529037157156
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
13.1%

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
$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 →
+3.7%
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 →
+5.1%
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 →
0.0% 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 V Public Limited Company - iShares S&P 500 GBP Hedged UCITS ETF a high-risk investment?

iShares V Public Limited Company - iShares S&P 500 GBP Hedged UCITS ETF (IGUS.LSE) has an annualized volatility of 13.1% and experienced a maximum drawdown of 23.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, IGUS.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.8%. 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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