iShares III Public Limited Company - iShares S&P Small Cap 600 UCITS ETF

10-Year Study

ISP6.LSE · · GB · ETF

Executive Summary: iShares III Public Limited Company - iShares S&P Small Cap 600 UCITS ETF has compounded at 10.6% annually over the last 10 years, with a maximum drawdown of 33.2% and an annualized volatility of 17.2%.

1Y CAGR
+28.9%
3Y CAGR
+11.3%
5Y CAGR
+5.5%
10Y CAGR
+10.6%

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 →
33.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.65
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +27.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -6.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.84.9-3.65.4————————8.4%
20254.2-8.3-8.7-7.15.02.04.94.30.81.92.0-0.4-0.9%
2024-3.31.83.7-4.21.5-0.99.2-4.4-0.62.311.7-6.68.8%
20236.61.8-8.1-4.1-0.96.23.9-2.0-2.3-6.24.013.411.0%
2022-8.33.53.2-2.4-1.2-4.99.21.2-4.16.2-2.6-5.2-6.7%
20218.04.14.32.5-1.32.8-2.83.01.00.61.11.927.9%
2020-3.3-7.3-19.812.04.63.6-2.54.3-1.82.115.04.56.9%
20197.13.4-1.73.5-5.16.06.9-5.82.6-3.53.80.317.5%
2018-3.30.1-1.13.99.91.92.85.4-3.0-8.20.1-11.4-4.6%
2017-3.94.4-1.7-2.2-2.82.7-0.6-0.13.51.92.00.33.1%
2016———-0.52.58.56.62.11.61.611.05.044.9%

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 17.2%. The dominant macroeconomic risk driver is IJR.US, accounting for 82.6% of variance. Idiosyncratic stock-specific factors contribute 4.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019946.473805223533
2016-05-0110198.362908151219
2016-06-0111061.083303492782
2016-07-0111796.604363080658
2016-08-0112041.773983744086
2016-09-0112236.32775641746
2016-10-0112430.881529090835
2016-11-0113797.503500274881
2016-12-0114488.723233896777
2017-01-0113930.843455161195
2017-02-0114537.49898716377
2017-03-0114292.930882313221
2017-04-0113980.074701572705
2017-05-0113583.048824369405
2017-06-0113943.54812431443
2017-07-0113864.199963929961
2017-08-0113848.254915849644
2017-09-0114328.200410013533
2017-10-0114600.86027913331
2017-11-0114886.276047316223
2017-12-0114930.922391042783
2018-01-0114443.240134975129
2018-02-0114452.84975086407
2018-03-0114297.494526328079
2018-04-0114853.250180568008
2018-05-0116326.723455196045
2018-06-0116637.433904268026
2018-07-0117105.30307980627
2018-08-0118036.477438365102
2018-09-0117496.106788224442
2018-10-0116059.943176620343
2018-11-0116076.025883302098
2018-12-0114250.666555145775
2019-01-0115259.35629792458
2019-02-0115779.85531906737
2019-03-0115505.057733843192
2019-04-0116046.570776124423
2019-05-0115233.49286048475
2019-06-0116145.174761079557
2019-07-0117260.705352218698
2019-08-0116251.677910237879
2019-09-0116670.88738393768
2019-10-0116082.694484159243
2019-11-0116700.13478345344
2019-12-0116745.630079972678
2020-01-0116190.775305440911
2020-02-0115011.779917004062
2020-03-0112041.430011491879
2020-04-0113486.597541138577
2020-05-0114107.121393105046
2020-06-0114608.439169273903
2020-07-0114237.421358167641
2020-08-0114853.155736312336
2020-09-0114585.516398363081
2020-10-0114894.204834256429
2020-11-0117130.552106830044
2020-12-0117895.704616006562
2021-01-0119330.31251116298
2021-02-0120124.753891687076
2021-03-0120998.30993572737
2021-04-0121522.443492450995
2021-05-0121248.839180774496
2021-06-0121837.253379823604
2021-07-0121219.597008800567
2021-08-0121863.016099957567
2021-09-0122076.386235185364
2021-10-0122215.32523587104
2021-11-0122453.505981614733
2021-12-0122881.900594807135
2022-01-0120985.375951739337
2022-02-0121710.041497969538
2022-03-0122411.437513014404
2022-04-0121871.262721440853
2022-05-0121613.64109614582
2022-06-0120559.884366774786
2022-07-0122443.603623383493
2022-08-0122707.527921607783
2022-09-0121767.088267915005
2022-10-0123125.130100447215
2022-11-0122525.45333678351
2022-12-0121344.474967480335
2023-01-0122759.22796177273
2023-02-0123177.5839521436
2023-03-0121310.94412019164
2023-04-0120438.949368643636
2023-05-0120250.77354550183
2023-06-0121507.52095155201
2023-07-0122341.955815073965
2023-08-0121902.552695799757
2023-09-0121409.069262315435
2023-10-0120087.480124450347
2023-11-0120891.925626019914
2023-12-0123687.205155750256
2024-01-0122895.515204741027
2024-02-0123307.097346412644
2024-03-0124174.480360560985
2024-04-0123147.226571246603
2024-05-0123494.179916307057
2024-06-0123279.885203181482
2024-07-0125424.13468935768
2024-08-0124308.47097015335
2024-09-0124164.734828584544
2024-10-0124715.722267672794
2024-11-0127597.284117769548
2024-12-0125762.940736229564
2025-01-0126841.633885623123
2025-02-0124626.062606783435
2025-03-0122482.794852962317
2025-04-0120880.0779252235
2025-05-0121914.699760491458
2025-06-0122358.846699722155
2025-07-0123453.973149602665
2025-08-0124472.806763045115
2025-09-0124661.672273205273
2025-10-0125124.3062398553
2025-11-0125637.18838405356
2025-12-0125529.760656997452
2026-01-0125980.88287953914
2026-02-0127242.46297375687
2026-03-0126259.685110305487
2026-04-0127667.636375675553
Annual Return Matrix
YearAnnual Return
20170.03052022942307775
2018-0.045560201712996684
20190.17507697027168168
20200.0686790840679885
20210.2786252950521291
2022-0.06718959471730712
20230.1097581548311315
20240.08763108888662674
2025-0.009050988457392939
20260.08374053119421343
Total Factor Risk
0.1716541334680905
VTI.US Exposure
0.21344997022399356
VEA.US Exposure
0.020584831979217833
VWO.US Exposure
-0.008562003735089394
QQQ.US Exposure
-0.13072840245514772
VTV.US Exposure
-0.12669186080504188
IJR.US Exposure
0.8256512361587037
QUAL.US Exposure
0.05121495840695045
SHV.US Exposure
0.015694565511658865
TLT.US Exposure
0.012940838632059592
LQD.US Exposure
-0.006830705018883066
HYG.US Exposure
-0.037318833766097605
GLD.US Exposure
0.0023013900279739456
USO.US Exposure
0.008004069804172446
VNQ.US Exposure
0.014494094739315132
BTC-USD.CC Exposure
-0.0004210766391918135
CPER.US Exposure
-0.006820215416287069
VIX.INDX Exposure
0.025777138832321255
UUP.US Exposure
0.090076771388672
TIP.US Exposure
-0.0044176937772048295
Idiosyncratic Exposure
0.04160092590790438
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
17.2%

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 →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 →
+3.2%
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 →
+9.0%
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 →
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 III Public Limited Company - iShares S&P Small Cap 600 UCITS ETF a high-risk investment?

iShares III Public Limited Company - iShares S&P Small Cap 600 UCITS ETF (ISP6.LSE) has an annualized volatility of 17.2% and experienced a maximum drawdown of 33.2% over the last 10 years. Its primary macro risk driver is IJR.US.

What is the 10-year return of ISP6.LSE?

Over the past 10 years, ISP6.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.6%. It has had a positive return in 70% 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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