iShares Core MSCI Europe UCITS ETF EUR (Acc)

10-Year Study

SMEA.LSE · · GB · ETF

Executive Summary: iShares Core MSCI Europe UCITS ETF EUR (Acc) has compounded at 10.2% annually over the last 10 years, with a maximum drawdown of 19.5% and an annualized volatility of 14.4%.

1Y CAGR
+19.3%
3Y CAGR
+14.3%
5Y CAGR
+10.0%
10Y CAGR
+10.2%

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 →
19.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.80
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 · +25.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -9.5%
% 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.
20262.65.4-8.35.6————————4.6%
20257.42.4-2.91.03.90.41.71.22.43.30.62.225.9%
2024-0.52.24.0-1.13.1-1.50.51.6-1.6-1.8-0.6-0.63.7%
20235.71.00.32.3-4.42.21.9-2.6-0.3-3.15.54.613.4%
2022-3.8-2.61.8-1.30.7-6.54.7-1.9-4.84.07.6-0.5-3.5%
2021-2.30.44.84.41.91.01.02.3-2.42.7-1.33.616.9%
2020-2.5-6.4-11.94.06.94.4-2.22.5-0.2-6.013.32.92.4%
20193.12.42.63.5-2.15.72.1-2.62.1-1.51.41.719.6%
2018-0.1-2.7-2.84.50.50.14.0-2.10.2-5.6-0.9-4.3-9.5%
20170.32.33.30.45.1-1.81.72.1-1.92.7-1.21.214.9%
2016———2.0-1.14.24.51.81.63.2-4.66.519.2%

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 14.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 88.2% of variance. Idiosyncratic stock-specific factors contribute 6.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110204.587724736515
2016-05-0110094.54432734036
2016-06-0110514.56912585245
2016-07-0110985.740855548667
2016-08-0111184.128952262863
2016-09-0111360.818350898948
2016-10-0111728.146311221326
2016-11-0111187.228766274024
2016-12-0111915.685058896466
2017-01-0111946.68319900806
2017-02-0112227.21636701798
2017-03-0112628.642281463111
2017-04-0112684.43893366398
2017-05-0113335.39987600744
2017-06-0113095.164290142591
2017-07-0113312.151270923745
2017-08-0113597.334159950402
2017-09-0113338.4996900186
2017-10-0113694.97830130192
2017-11-0113529.138251704897
2017-12-0113691.878487290764
2018-01-0113676.379417234964
2018-02-0113304.401735895846
2018-03-0112930.099194048356
2018-04-0113506.664600123991
2018-05-0113569.43583384997
2018-06-0113579.510229386236
2018-07-0114123.5275883447
2018-08-0113820.520768753875
2018-09-0113851.518908865468
2018-10-0113074.240545567267
2018-11-0112950.247985120894
2018-12-0112393.831370117794
2019-01-0112774.333539987601
2019-02-0113085.864848109115
2019-03-0113429.16924984501
2019-04-0113904.215747055177
2019-05-0113613.60818350899
2019-06-0114384.686918784873
2019-07-0114691.568505889647
2019-08-0114307.19156850589
2019-09-0114603.223806571606
2019-10-0114380.037197768133
2019-11-0114581.52510849349
2019-12-0114826.410415375078
2020-01-0114461.407315561066
2020-02-0113538.437693738377
2020-03-0111932.734035957841
2020-04-0112407.00557966522
2020-05-0113267.203967761934
2020-06-0113845.319280843149
2020-07-0113542.312461252324
2020-08-0113876.317420954743
2020-09-0113855.393676379417
2020-10-0113027.743335399875
2020-11-0114755.114693118412
2020-12-0115187.53874767514
2021-01-0114838.034717916926
2021-02-0114892.281463112213
2021-03-0115604.463732176071
2021-04-0116286.422814631123
2021-05-0116599.504029758213
2021-06-0116771.543707377557
2021-07-0116937.38375697458
2021-08-0117334.159950402976
2021-09-0116918.784872907625
2021-10-0117380.657160570365
2021-11-0117146.621202727838
2021-12-0117760.384376937385
2022-01-0117086.17482951023
2022-02-0116639.801611903287
2022-03-0116946.683199008057
2022-04-0116718.846869187848
2022-05-0116836.639801611902
2022-06-0115748.605083694978
2022-07-0116492.560446373216
2022-08-0116173.279603223807
2022-09-0115401.425914445133
2022-10-0116010.53936763794
2022-11-0117227.21636701798
2022-12-0117141.971481711098
2023-01-0118124.612523248605
2023-02-0118304.401735895844
2023-03-0118360.198388096713
2023-04-0118791.07253564786
2023-05-0117966.52200867948
2023-06-0118369.497830130193
2023-07-0118710.47737135772
2023-08-0118217.606943583385
2023-09-0118168.009919404834
2023-10-0117608.493490390578
2023-11-0118570.985740855547
2023-12-0119432.73403595784
2024-01-0119339.73961562306
2024-02-0119770.61376317421
2024-03-0120564.166150031
2024-04-0120344.079355238686
2024-05-0120984.190948543088
2024-06-0120675.759454432737
2024-07-0120787.352758834473
2024-08-0121115.933044017358
2024-09-0120778.05331680099
2024-10-0120396.776193428395
2024-11-0120275.883446993183
2024-12-0120148.79107253565
2025-01-0121636.701797892125
2025-02-0122160.570365778054
2025-03-0121514.25914445133
2025-04-0121726.596404215747
2025-05-0122575.945443273402
2025-06-0122672.039677619345
2025-07-0123059.516429014257
2025-08-0123338.499690018598
2025-09-0123890.26658400496
2025-10-0124683.818970861746
2025-11-0124826.410415375078
2025-12-0125362.678239305642
2026-01-0126016.73899566026
2026-02-0127411.65530068196
2026-03-0125133.29200247985
2026-04-0126540.60756354619
Annual Return Matrix
YearAnnual Return
20170.14906347554630583
2018-0.0948041657233416
20190.1962733695991996
20200.02435709805561359
20210.16940504133074796
2022-0.03481979230299326
20230.1336347197106691
20240.03684798213431173
20250.25876923076923086
20260.046443412368613934
Total Factor Risk
0.14352375899331277
VTI.US Exposure
0.051283773970883594
VEA.US Exposure
0.88229733096502
VWO.US Exposure
-0.0357045759168817
QQQ.US Exposure
-0.1423148195404993
VTV.US Exposure
-0.11265740640191467
IJR.US Exposure
-0.0025720600953141916
QUAL.US Exposure
0.24392697842864466
SHV.US Exposure
0.1029897659867718
TLT.US Exposure
0.03987087078214257
LQD.US Exposure
-0.036042027337013706
HYG.US Exposure
-0.02760938603537015
GLD.US Exposure
-0.00871282529896499
USO.US Exposure
-0.003869952218682486
VNQ.US Exposure
-0.0041710080573424645
BTC-USD.CC Exposure
-0.002213156182075011
CPER.US Exposure
0.011853197528109847
VIX.INDX Exposure
0.0048749958947258655
UUP.US Exposure
-0.01803026575813397
TIP.US Exposure
-0.003925564643773624
Idiosyncratic Exposure
0.060726133929667823
Value Score
44.1
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
14.4%

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 →0.00%
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 →
+1.9%
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 →
+7.2%
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 →
3.2% 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 (Acc) a high-risk investment?

iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.LSE) has an annualized volatility of 14.4% and experienced a maximum drawdown of 19.5% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, SMEA.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.2%. 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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