iShares Core MSCI Europe UCITS ETF EUR (Dist) CHF

10-Year Study

IMEU.LSE · · GB · ETF

Executive Summary: iShares Core MSCI Europe UCITS ETF EUR (Dist) CHF has compounded at 10.7% annually over the last 10 years, with a maximum drawdown of 19.7% and an annualized volatility of 14.2%.

1Y CAGR
+19.8%
3Y CAGR
+14.8%
5Y CAGR
+10.6%
10Y CAGR
+10.7%

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 →
19.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.84
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +26.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -8.9%
% 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.
20262.55.6-8.35.7————————4.8%
20257.52.2-2.60.84.10.51.71.32.43.40.62.226.5%
2024-0.22.24.0-1.03.4-1.50.51.7-1.5-2.0-0.3-0.84.4%
20235.51.00.52.2-4.22.21.9-2.4-0.2-3.45.54.513.5%
2022-3.5-2.82.0-1.61.1-6.85.0-1.9-4.64.07.4-0.3-2.9%
2021-2.40.64.84.22.01.11.12.6-2.62.7-1.23.717.6%
2020-2.5-6.3-12.04.47.03.8-2.33.0-0.3-5.813.82.52.6%
20192.92.32.93.7-2.05.72.0-2.01.7-1.71.41.920.2%
20180.1-2.7-2.84.50.60.33.9-2.00.1-5.6-0.8-4.3-8.9%
20170.42.53.30.25.3-1.81.72.3-0.71.6-1.71.615.2%
2016———0.90.24.44.42.11.53.3-4.66.519.8%

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 14.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 89.0% of variance. Idiosyncratic stock-specific factors contribute 6.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110087.153076981966
2016-05-0110105.508172775373
2016-06-0110551.115363097271
2016-07-0111019.612867398755
2016-08-0111249.557230849914
2016-09-0111419.536577423116
2016-10-0111801.218115431682
2016-11-0111254.427068759454
2016-12-0111981.320746539093
2017-01-0112029.469452540545
2017-02-0112331.787993578622
2017-03-0112736.721865912647
2017-04-0112761.640656279782
2017-05-0113436.094524508695
2017-06-0113190.312601247377
2017-07-0113410.885951800477
2017-08-0113715.105929976296
2017-09-0113617.847005219903
2017-10-0113834.686398214742
2017-11-0113593.819150245252
2017-12-0113805.171776163152
2018-01-0113813.177739867126
2018-02-0113438.862817703992
2018-03-0113064.757966980093
2018-04-0113652.407493422605
2018-05-0113728.068915388705
2018-06-0113770.333960447782
2018-07-0114311.654016159058
2018-08-0114021.189980804618
2018-09-0114031.06167780488
2018-10-0113247.902067185993
2018-11-0113138.422464790616
2018-12-0112570.034745649986
2019-01-0112937.269513021192
2019-02-0113240.53711198435
2019-03-0113619.99670860401
2019-04-0114118.410710753882
2019-05-0113837.76689244226
2019-06-0114623.007289728039
2019-07-0114916.208896367689
2019-08-0114624.728547014736
2019-09-0114867.278857463789
2019-10-0114621.312602741957
2019-11-0114826.421208015394
2019-12-0115109.892272376801
2020-01-0114730.212640455176
2020-02-0113795.6139408389
2020-03-0112135.176902570525
2020-04-0112667.97785564721
2020-05-0113559.881403463205
2020-06-0114078.146741459846
2020-07-0113756.3206178392
2020-08-0114164.987617409592
2020-09-0114119.350635138126
2020-10-0113302.099668186764
2020-11-0115132.308472554789
2020-12-0115509.382554372383
2021-01-0115132.308472554789
2021-02-0115222.728035868575
2021-03-0115957.715691472975
2021-04-0116630.86595432798
2021-05-0116965.62517177284
2021-06-0117149.762336964217
2021-07-0117346.413283423237
2021-08-0117790.882102428175
2021-09-0117333.13477569103
2021-10-0117794.48652977094
2021-11-0117574.046861042807
2021-12-0118231.986457117775
2022-01-0117588.546772281396
2022-02-0117098.93750349773
2022-03-0117444.26090640263
2022-04-0117162.55012445695
2022-05-0117356.011804520305
2022-06-0116178.676802350676
2022-07-0116989.361583762624
2022-08-0116667.06881923743
2022-09-0115900.660122512334
2022-10-0116534.67233256185
2022-11-0117754.479960264114
2022-12-0117698.253052553893
2023-01-0118672.847527492373
2023-02-0118862.529582293286
2023-03-0118960.341501431227
2023-04-0119379.80102498256
2023-05-0118559.025341590277
2023-06-0118976.44642489132
2023-07-0119334.780141556595
2023-08-0118877.405629349953
2023-09-0118842.66247033052
2023-10-0118201.834147851434
2023-11-0119210.05333821784
2023-12-0120079.00595855598
2024-01-0120034.394423823862
2024-02-0120479.84551362965
2024-03-0121293.433930705654
2024-04-0121087.117207076135
2024-05-0121797.50408559888
2024-06-0121477.938928496165
2024-07-0121592.35064294315
2024-08-0121964.54990491984
2024-09-0121629.274227256774
2024-10-0121198.205142980598
2024-11-0121128.641605005578
2024-12-0120960.221602949703
2025-01-0122540.15810325252
2025-02-0123039.15000944076
2025-03-0122441.644562113972
2025-04-0122620.69517538142
2025-05-0123543.308178454772
2025-06-0123671.714968428667
2025-07-0124067.126709279895
2025-08-0124387.902475704366
2025-09-0124961.201548849247
2025-10-0125798.465764416756
2025-11-0125956.666164598693
2025-12-0126515.541716119256
2026-01-0127169.632770214557
2026-02-0128683.469835485004
2026-03-0126296.294389631206
2026-04-0127795.025408680285
Annual Return Matrix
YearAnnual Return
20170.15222453919789203
2018-0.08946915333902827
20190.20205652395716456
20200.026438989424558024
20210.1755456023604136
2022-0.029274561267322086
20230.1345190906092586
20240.043887413859659885
20250.2650410963397334
20260.0482541034333539
Total Factor Risk
0.1418204332023798
VTI.US Exposure
0.048497506826954
VEA.US Exposure
0.8902771817171733
VWO.US Exposure
-0.037642942971153094
QQQ.US Exposure
-0.1424680549590249
VTV.US Exposure
-0.10941383718188828
IJR.US Exposure
-0.0034808701519732457
QUAL.US Exposure
0.24419319937844958
SHV.US Exposure
0.08778191348968074
TLT.US Exposure
0.0428082137301812
LQD.US Exposure
-0.03946057473452227
HYG.US Exposure
-0.027839349345315244
GLD.US Exposure
-0.009717509582662263
USO.US Exposure
-0.0033507493606360944
VNQ.US Exposure
-0.0035571224111206434
BTC-USD.CC Exposure
-0.0028823474479650313
CPER.US Exposure
0.016025768665004356
VIX.INDX Exposure
0.010786047291659582
UUP.US Exposure
-0.01934695330900492
TIP.US Exposure
-0.00447063049440443
Idiosyncratic Exposure
0.0632611108505674
Value Score
44.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.2%

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 →14.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.63%
Market Cap$67.8B
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 →
+2.1%
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 →
+7.4%
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 →
3.1% 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 Core MSCI Europe UCITS ETF EUR (Dist) CHF a high-risk investment?

iShares Core MSCI Europe UCITS ETF EUR (Dist) CHF (IMEU.LSE) has an annualized volatility of 14.2% and experienced a maximum drawdown of 19.7% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, IMEU.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.7%. 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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