iShares MSCI EM UCITS ETF USD (Acc)

10-Year Study

SEMA.LSE · · GB · ETF

Executive Summary: iShares MSCI EM UCITS ETF USD (Acc) has compounded at 10.3% annually over the last 10 years, with a maximum drawdown of 22.8% and an annualized volatility of 15.1%.

1Y CAGR
+45.2%
3Y CAGR
+18.7%
5Y CAGR
+6.9%
10Y CAGR
+10.3%

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 →
22.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +25.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.7%
% 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.
20266.47.3-10.110.7————————13.6%
20253.5-1.8-1.5-2.53.45.05.00.07.46.5-2.40.825.1%
2024-3.74.02.91.4-0.94.8-0.6-1.64.2-0.5-0.80.29.4%
20236.1-5.41.1-2.6-1.52.54.8-5.00.9-3.83.83.23.5%
2022-1.0-3.4-0.7-0.9-0.3-2.5-0.74.4-7.1-6.09.9-1.8-10.7%
20212.6-1.20.21.2-0.93.5-6.52.6-1.5-0.8-1.10.7-1.6%
2020-5.9-2.5-11.46.62.47.82.13.30.21.26.65.214.7%
20195.4-1.92.81.9-4.05.02.3-4.91.3-1.61.64.512.6%
20182.8-1.8-3.10.7-0.6-3.33.1-2.7-0.1-8.56.1-1.6-9.2%
20173.83.22.5-1.32.90.34.24.7-4.34.2-1.33.524.4%
2016———-1.9-3.014.25.52.53.25.8-6.31.521.9%

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 15.1%. The dominant macroeconomic risk driver is VWO.US, accounting for 63.4% of variance. Idiosyncratic stock-specific factors contribute 5.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019809.794180269695
2016-05-019517.388218594748
2016-06-0110864.442867281761
2016-07-0111463.449254790632
2016-08-0111751.596877217884
2016-09-0112123.491838183108
2016-10-0112828.956706884315
2016-11-0112015.613910574875
2016-12-0112190.205819730305
2017-01-0112650.106458481192
2017-02-0113051.80979418027
2017-03-0113381.12136266856
2017-04-0113203.690560681334
2017-05-0113591.199432221434
2017-06-0113625.266146202981
2017-07-0114201.561391057487
2017-08-0114875.798438608943
2017-09-0114239.886444286729
2017-10-0114841.731724627396
2017-11-0114648.687012065293
2017-12-0115168.204400283888
2018-01-0115594.03832505323
2018-02-0115312.987934705465
2018-03-0114838.8928317956
2018-04-0114949.60965223563
2018-05-0114867.281760113556
2018-06-0114381.831085876509
2018-07-0114833.215046132009
2018-08-0114432.93115684883
2018-09-0114418.73669268985
2018-10-0113188.076650106459
2018-11-0113994.32221433641
2018-12-0113765.791341376864
2019-01-0114509.58126330731
2019-02-0114228.530872959545
2019-03-0114628.814762242726
2019-04-0114912.704045422284
2019-05-0114322.2143364088
2019-06-0115040.454222853088
2019-07-0115389.638041163947
2019-08-0114643.009226401704
2019-09-0114838.8928317956
2019-10-0114600.425833924768
2019-11-0114838.8928317956
2019-12-0115503.19375443577
2020-01-0114594.748048261179
2020-02-0114227.111426543648
2020-03-0112604.684173172462
2020-04-0113432.221433640882
2020-05-0113755.855216465578
2020-06-0114830.376153300213
2020-07-0115142.65436479773
2020-08-0115645.138396025552
2020-09-0115676.366217175302
2020-10-0115860.894251242014
2020-11-0116908.445706174592
2020-12-0117779.98580553584
2021-01-0118234.208658623138
2021-02-0118024.13058907026
2021-03-0118063.875088715402
2021-04-0118282.469836763663
2021-05-0118112.136266855927
2021-06-0118748.04826117814
2021-07-0117521.64655784244
2021-08-0117975.869410929736
2021-09-0117709.013484740954
2021-10-0117572.746628814763
2021-11-0117382.540809084458
2021-12-0117496.09652235628
2022-01-0117314.40738112136
2022-02-0116723.917672107877
2022-03-0116601.84528034067
2022-04-0116454.222853087296
2022-05-0116403.122782114977
2022-06-0115985.805535841022
2022-07-0115877.927608232789
2022-08-0116581.973030518096
2022-09-0115403.832505322924
2022-10-0114481.192334989355
2022-11-0115909.15542938254
2022-12-0115616.749467707594
2023-01-0116576.295244854507
2023-02-0115679.205110007097
2023-03-0115855.216465578424
2023-04-0115435.060326472676
2023-05-0115207.948899929026
2023-06-0115591.199432221434
2023-07-0116346.344925479063
2023-08-0115528.743789921931
2023-09-0115662.171753016322
2023-10-0115074.520936834635
2023-11-0115653.655074520935
2023-12-0116158.977998580553
2024-01-0115568.488289567069
2024-02-0116198.722498225692
2024-03-0116664.30092264017
2024-04-0116902.767920511
2024-05-0116743.78992193045
2024-06-0117550.0354861604
2024-07-0117436.479772888575
2024-08-0117152.590489709015
2024-09-0117870.8303761533
2024-10-0117782.824698367636
2024-11-0117640.880056777856
2024-12-0117674.946770759405
2025-01-0118302.34208658623
2025-02-0117975.869410929736
2025-03-0117703.33569907736
2025-04-0117254.790631653657
2025-05-0117836.763662171754
2025-06-0118725.337118523774
2025-07-0119662.171753016326
2025-08-0119662.171753016326
2025-09-0121115.68488289567
2025-10-0122481.19233498935
2025-11-0121930.44712562101
2025-12-0122109.297374024132
2026-01-0123517.388218594748
2026-02-0125226.401703335698
2026-03-0122677.07594038325
2026-04-0125107.168204400285
Annual Return Matrix
YearAnnual Return
20170.24429436422915707
2018-0.09245742092457421
20190.12621159001856053
20200.14685954953305247
2021-0.015966789078716292
2022-0.10741521986045754
20230.034720959825486286
20240.09381588193956425
20250.2508833922261484
20260.13559322033898313
Total Factor Risk
0.15081737891996247
VTI.US Exposure
-0.008988660749617818
VEA.US Exposure
0.15585576920935446
VWO.US Exposure
0.633796277607454
QQQ.US Exposure
-0.050314449002851265
VTV.US Exposure
-0.05035810968941074
IJR.US Exposure
0.00948314931993979
QUAL.US Exposure
0.08206370249279031
SHV.US Exposure
0.04884644447000151
TLT.US Exposure
0.059660296404470355
LQD.US Exposure
-0.018692430392916376
HYG.US Exposure
-0.02204567181297166
GLD.US Exposure
0.02454606748856307
USO.US Exposure
-0.0002360990797037733
VNQ.US Exposure
0.010490330242362771
BTC-USD.CC Exposure
-0.0016064005455329602
CPER.US Exposure
-0.01426566456262956
VIX.INDX Exposure
-0.0032689805868305957
UUP.US Exposure
0.08833349421673732
TIP.US Exposure
0.006286062452240623
Idiosyncratic Exposure
0.05041487251855069
Value Score
45.3
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
15.1%

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 →11.8x
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$75.8B
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 →
+5.0%
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 →
+14.5%
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 →
1.0% 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 MSCI EM UCITS ETF USD (Acc) a high-risk investment?

iShares MSCI EM UCITS ETF USD (Acc) (SEMA.LSE) has an annualized volatility of 15.1% and experienced a maximum drawdown of 22.8% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, SEMA.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.3%. 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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