iShares Core S&P 500 UCITS ETF USD Dist GBP

10-Year Study

IUSA.LSE · · GB · ETF

Executive Summary: iShares Core S&P 500 UCITS ETF USD Dist GBP has compounded at 15.8% annually over the last 10 years, with a maximum drawdown of 15.7% and an annualized volatility of 13.7%.

1Y CAGR
+21.8%
3Y CAGR
+17.7%
5Y CAGR
+13.7%
10Y CAGR
+15.8%

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 →
15.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.93
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +31.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.21.2-4.76.7————————1.6%
20254.0-5.0-7.7-3.86.13.37.0-0.93.75.4-0.8-0.79.7%
20242.34.73.6-2.20.96.6-1.0-0.90.64.16.7-0.227.7%
20233.40.30.50.22.04.02.20.3-0.8-2.74.84.720.2%
2022-5.9-1.77.1-3.7-2.6-4.78.21.8-3.62.7-1.7-3.9-8.7%
2021-0.30.95.54.9-1.74.91.84.2-1.63.93.42.331.5%
20200.7-7.1-6.89.35.81.9-0.56.10.1-3.47.01.714.1%
20194.72.33.83.7-2.35.57.0-2.81.4-3.24.00.727.1%
2018-0.0-0.2-5.43.85.31.83.64.20.4-4.80.9-8.20.5%
2017-1.55.8-0.6-2.41.40.30.62.4-1.83.51.12.211.2%
2016———-2.02.69.04.71.11.14.81.53.829.6%

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 13.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 90.9% of variance. Idiosyncratic stock-specific factors contribute 5.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019803.886990435578
2016-05-0110063.03635426736
2016-06-0110973.67277750743
2016-07-0111484.322501912458
2016-08-0111605.821476530986
2016-09-0111731.398308301837
2016-10-0112291.46902782902
2016-11-0112479.928033696951
2016-12-0112955.037145336646
2017-01-0112766.6131425344
2017-02-0113506.977152748963
2017-03-0113427.144327390673
2017-04-0113100.567391360693
2017-05-0113287.94796944299
2017-06-0113328.648200771584
2017-07-0113403.07555270049
2017-08-0113722.30267834291
2017-09-0113471.385702197751
2017-10-0113946.772338143948
2017-11-0114095.612040687896
2017-12-0114404.940799398348
2018-01-0114402.220561150814
2018-02-0114376.829170621528
2018-03-0113603.88397350468
2018-04-0114126.128046714759
2018-05-0114878.051402668683
2018-06-0115139.340953945215
2018-07-0115680.031642771379
2018-08-0116339.857765875995
2018-09-0116407.482855373415
2018-10-0115625.604375849918
2018-11-0115770.192039319443
2018-12-0114478.078871741182
2019-01-0115165.086542162984
2019-02-0115514.145447238754
2019-03-0116102.531980092592
2019-04-0116696.50816917382
2019-05-0116311.075245006874
2019-06-0117204.959367691285
2019-07-0118402.867617822198
2019-08-0117894.692276798578
2019-09-0118148.058634135374
2019-10-0117569.615472155103
2019-11-0118263.74709985016
2019-12-0118395.97951453915
2020-01-0118530.228772536662
2020-02-0117215.150260243627
2020-03-0116040.584054486771
2020-04-0117534.28071075225
2020-05-0118546.56853696103
2020-06-0118906.966768506143
2020-07-0118815.185396654324
2020-08-0119964.365212319844
2020-09-0119983.491054091486
2020-10-0119297.849336637733
2020-11-0120655.689094103156
2020-12-0120998.468282513746
2021-01-0120940.605714717178
2021-02-0121122.874178396793
2021-03-0122281.70400590918
2021-04-0123363.584593950683
2021-05-0122959.695886698075
2021-06-0124086.217051176733
2021-07-0124518.012369250006
2021-08-0125536.233215092423
2021-09-0125130.87937951899
2021-10-0126103.234541625272
2021-11-0126990.654764846488
2021-12-0127621.20832416239
2022-01-0125988.939531287284
2022-02-0125549.030169225654
2022-03-0127369.809639160896
2022-04-0126350.79455708996
2022-05-0125678.008132212246
2022-06-0124474.40605006322
2022-07-0126486.772299807257
2022-08-0126952.076386023477
2022-09-0125981.99725659306
2022-10-0126679.414172024564
2022-11-0126237.9488403526
2022-12-0125213.711634243966
2023-01-0126070.609184187713
2023-02-0126145.339062612897
2023-03-0126286.978134501613
2023-04-0126341.017034075237
2023-05-0126859.390768308123
2023-06-0127946.98435671324
2023-07-0128550.027173213253
2023-08-0128639.478340978032
2023-09-0128396.764583298085
2023-10-0127643.90364522759
2023-11-0128959.895570853747
2023-12-0130316.08935082564
2024-01-0131005.091362585175
2024-02-0132472.259862092924
2024-03-0133637.67609979841
2024-04-0132899.30309729627
2024-05-0133198.31345228653
2024-06-0135382.69393427708
2024-07-0135017.334434874254
2024-08-0134707.08559558007
2024-09-0134928.70500574676
2024-10-0136361.66217557888
2024-11-0138814.79369568118
2024-12-0138722.01890348896
2025-01-0140271.722131663366
2025-02-0138262.657004375964
2025-03-0135310.36009903867
2025-04-0133950.9993750286
2025-05-0136032.32666461038
2025-06-0137223.308474767255
2025-07-0139832.800356097854
2025-08-0139466.37409659796
2025-09-0140913.12664134167
2025-10-0143104.381892114056
2025-11-0142778.28999856571
2025-12-0142476.63691211622
2026-01-0141964.09202172624
2026-02-0142455.801753970285
2026-03-0140451.45954033141
2026-04-0143176.698225819615
Annual Return Matrix
YearAnnual Return
20170.1119181394692963
20180.005077290726935191
20190.27060915177393174
20200.1414705189206007
20210.3153915777353944
2022-0.08716116477107205
20230.20236519678649323
20240.2772761834611228
20250.09696338452768405
20260.01648109089125427
Total Factor Risk
0.13735485107381376
VTI.US Exposure
0.9090631151285486
VEA.US Exposure
0.026907482008915375
VWO.US Exposure
-0.014689704757271035
QQQ.US Exposure
-0.1474369799958887
VTV.US Exposure
-0.07881928198433541
IJR.US Exposure
-0.017468796279465376
QUAL.US Exposure
0.08936445683744211
SHV.US Exposure
0.006964459783067346
TLT.US Exposure
0.02481868798557953
LQD.US Exposure
-0.011946726331033825
HYG.US Exposure
-0.028568064930531135
GLD.US Exposure
-0.001703026778281942
USO.US Exposure
0.0024759351879217136
VNQ.US Exposure
-0.0016442485893686785
BTC-USD.CC Exposure
-0.00550278149136651
CPER.US Exposure
-0.003656814621717344
VIX.INDX Exposure
0.008698576245278504
UUP.US Exposure
0.19034662037409333
TIP.US Exposure
-0.0013759302331270737
Idiosyncratic Exposure
0.054173022441540604
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
13.7%

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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.40.01%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 →
+3.3%
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 →
+4.7%
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 →
0.1% 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 S&P 500 UCITS ETF USD Dist GBP a high-risk investment?

iShares Core S&P 500 UCITS ETF USD Dist GBP (IUSA.LSE) has an annualized volatility of 13.7% and experienced a maximum drawdown of 15.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, IUSA.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.8%. It has had a positive return in 90% 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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