iShares V Public Limited Company - iShares Gold Producers UCITS ETF

10-Year Study

SPGP.LSE · · GB · ETF

Executive Summary: iShares V Public Limited Company - iShares Gold Producers UCITS ETF has compounded at 17.9% annually over the last 10 years, with a maximum drawdown of 37.1% and an annualized volatility of 31.3%.

1Y CAGR
+107.0%
3Y CAGR
+46.5%
5Y CAGR
+23.2%
10Y CAGR
+17.9%

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 →
37.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +137.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -9.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202611.519.8-19.56.7————————14.7%
202517.4-1.012.93.92.51.42.719.421.3-4.314.03.2137.4%
2024-7.2-6.719.55.53.7-2.67.90.90.66.1-4.4-7.912.8%
20238.2-12.215.22.6-6.8-5.83.9-5.4-4.65.65.90.43.7%
2022-6.913.213.8-4.5-10.5-10.3-5.1-3.25.2-4.114.02.4-0.5%
2021-4.9-11.75.86.49.5-11.03.2-6.2-6.16.33.7-1.5-9.2%
2020-0.4-7.9-5.735.85.44.510.8-3.1-2.6-5.4-10.84.619.4%
20194.9-1.84.0-7.57.218.311.110.1-12.20.3-3.78.241.0%
2018-3.1-7.3-0.14.33.31.0-3.9-11.3-0.54.01.99.0-4.4%
20176.50.0-2.6-5.91.0-2.82.99.2-9.5-2.2-2.04.1-2.8%
2016———22.0-10.333.88.8-15.95.6-2.3-17.49.024.5%

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 31.3%. The dominant macroeconomic risk driver is GLD.US, accounting for 50.7% of variance. Idiosyncratic stock-specific factors contribute 15.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112201.007133864876
2016-05-0110946.28619387327
2016-06-0114647.503147293328
2016-07-0115935.795216114142
2016-08-0113396.97859840537
2016-09-0114148.132605958876
2016-10-0113825.010490977758
2016-11-0111418.38019303399
2016-12-0112446.496013428452
2017-01-0113260.59588753672
2017-02-0113264.792278640369
2017-03-0112914.393621485522
2017-04-0112148.552245069239
2017-05-0112266.051195971464
2017-06-0111924.04532102392
2017-07-0112270.247587075117
2017-08-0113399.076793957196
2017-09-0112131.766680654637
2017-10-0111861.099454469157
2017-11-0111621.905161561057
2017-12-0112098.19555182543
2018-01-0111726.814939152327
2018-02-0110866.554762903901
2018-03-0110858.161980696601
2018-04-0111323.961393201847
2018-05-0111695.342005874947
2018-06-0111808.644565673521
2018-07-0111351.237935375577
2018-08-0110073.43684431389
2018-09-0110018.883759966428
2018-10-0110423.835501468737
2018-11-0110616.869492236676
2018-12-0111569.450272765422
2019-01-0112138.061267310113
2019-02-0111921.947125472094
2019-03-0112400.335711288293
2019-04-0111468.736886277802
2019-05-0112291.22954259337
2019-06-0114544.691565253883
2019-07-0116158.203944607636
2019-08-0117784.305497272348
2019-09-0115610.574905581201
2019-10-0115652.538816617709
2019-11-0115077.633235417541
2019-12-0116313.470415442718
2020-01-0116244.229962232479
2020-02-0114955.937893411667
2020-03-0114106.168694922368
2020-04-0119152.328997062526
2020-05-0120188.837599664286
2020-06-0121099.454469156528
2020-07-0123386.487620646243
2020-08-0122656.315568610993
2020-09-0122064.624422996225
2020-10-0120868.65295845573
2020-11-0118619.387326898865
2020-12-0119483.843894250946
2021-01-0118531.263113722198
2021-02-0116361.728913134702
2021-03-0117305.91691145615
2021-04-0118417.960553923625
2021-05-0120167.855644146035
2021-06-0117939.57196810743
2021-07-0118506.084767100296
2021-08-0117364.666386907258
2021-09-0116302.97943768359
2021-10-0117322.702475870752
2021-11-0117964.750314729332
2021-12-0117700.37767519933
2022-01-0116487.62064624423
2022-02-0118669.744020142676
2022-03-0121242.131766680657
2022-04-0120276.961812840953
2022-05-0118153.58791439362
2022-06-0116292.488459924465
2022-07-0115465.799412505246
2022-08-0114966.428871170794
2022-09-0115738.564834242552
2022-10-0115096.51699538397
2022-11-0117213.59630717583
2022-12-0117620.646244229963
2023-01-0119064.20478388586
2023-02-0116733.109525807806
2023-03-0119274.0243390684
2023-04-0119773.39488040285
2023-05-0118422.156945027276
2023-06-0117352.077213596305
2023-07-0118027.696181284096
2023-08-0117062.526227444396
2023-09-0116271.50650440621
2023-10-0117184.221569450274
2023-11-0118195.551825430128
2023-12-0118275.283256399496
2024-01-0116957.616449853125
2024-02-0115824.590851867395
2024-03-0118904.741921947127
2024-04-0119941.250524548886
2024-05-0120671.422576584137
2024-06-0120130.088124213176
2024-07-0121712.12757028955
2024-08-0121917.750734368445
2024-09-0122043.64246747797
2024-10-0123394.880402853545
2024-11-0122375.157364666386
2024-12-0120616.869492236674
2025-01-0124204.78388585816
2025-02-0123973.982375157364
2025-03-0127066.722618548047
2025-04-0128120.016785564418
2025-05-0128816.617708770456
2025-06-0129223.66764582459
2025-07-0130004.19639110365
2025-08-0135812.00167855644
2025-09-0143441.040704993706
2025-10-0141594.628619387324
2025-11-0147419.21947125472
2025-12-0148946.70583298363
2026-01-0154553.08434746119
2026-02-0165362.9878304658
2026-03-0152622.74443978178
2026-04-0156164.49853126311
Annual Return Matrix
YearAnnual Return
2017-0.027983816587997312
2018-0.043704474505723234
20190.4100471527022125
20200.19434083601286178
2021-0.09153564505707512
2022-0.0045045045045044585
20230.037151702786377694
20240.1281285878300804
20251.3741095053938532
20260.14746227709190673
Total Factor Risk
0.31327853728353644
VTI.US Exposure
0.12887877981098353
VEA.US Exposure
0.24809080700629368
VWO.US Exposure
-0.03247030346173907
QQQ.US Exposure
-0.0017830631313821147
VTV.US Exposure
-0.03273986020348383
IJR.US Exposure
-0.008630610709174326
QUAL.US Exposure
-0.015989316104674516
SHV.US Exposure
-0.000002523144785062119
TLT.US Exposure
0.03820630075122195
LQD.US Exposure
-0.012677523438369821
HYG.US Exposure
0.038718490723704445
GLD.US Exposure
0.5069517395006884
USO.US Exposure
-0.004223948863171727
VNQ.US Exposure
-0.004642518673865897
BTC-USD.CC Exposure
0.015448188686558343
CPER.US Exposure
0.0020134967005025813
VIX.INDX Exposure
0.0041636068691554146
UUP.US Exposure
-0.028433311487422456
TIP.US Exposure
0.006747055937804513
Idiosyncratic Exposure
0.15237451323115594
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.3%

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 →10.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.92%
Market Cap$30.4B
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 →
-0.4%
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 →
+22.6%
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 →
14.1% 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 V Public Limited Company - iShares Gold Producers UCITS ETF a high-risk investment?

iShares V Public Limited Company - iShares Gold Producers UCITS ETF (SPGP.LSE) has an annualized volatility of 31.3% and experienced a maximum drawdown of 37.1% over the last 10 years. Its primary macro risk driver is GLD.US.

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

Over the past 10 years, SPGP.LSE has generated a Compound Annual Growth Rate (CAGR) of 17.9%. It has had a positive return in 60% 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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