iShares MSCI South Africa UCITS

10-Year Study

SRSA.LSE · · GB · ETF

Executive Summary: iShares MSCI South Africa UCITS has compounded at 6.1% annually over the last 10 years, with a maximum drawdown of 46.5% and an annualized volatility of 27.2%.

1Y CAGR
+31.4%
3Y CAGR
+18.5%
5Y CAGR
+11.8%
10Y CAGR
+6.1%

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 →
46.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +65.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -21.1%
% 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.
20265.512.9-17.3-0.93.4-5.5——————-4.7%
20256.3-1.25.20.14.32.53.65.212.42.53.47.665.3%
2024-5.2-5.55.44.6-2.29.83.61.25.01.8-2.9-5.29.2%
20232.5-7.21.3-1.0-12.77.311.3-11.60.5-1.03.84.5-5.2%
20227.15.58.4-8.40.2-8.4-0.1-0.2-4.80.514.9-4.77.6%
20210.63.36.2-0.13.9-4.5-2.21.4-2.0-2.5-1.83.55.3%
2020-8.3-9.5-22.310.13.810.00.71.0-2.00.46.88.5-6.0%
20198.9-6.2-0.18.3-4.55.41.2-9.3-1.5-2.20.26.75.2%
2018-3.13.2-8.40.6-3.3-4.16.0-10.0-1.3-9.69.6-0.9-21.1%
20171.62.4-0.82.11.7-4.35.06.5-9.63.67.08.424.7%
2016—————18.19.7-6.96.65.1-9.76.129.6%

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 27.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 37.0% of variance. Idiosyncratic stock-specific factors contribute 15.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-0111806.44284355036
2016-07-0112946.853336958
2016-08-0112052.467038194916
2016-09-0112853.065108060351
2016-10-0113512.301209732226
2016-11-0112207.421503330163
2016-12-0112956.36808481718
2017-01-0113158.896289248334
2017-02-0113476.96071768384
2017-03-0113370.93924153867
2017-04-0113652.303928231617
2017-05-0113886.094875628654
2017-06-0113289.384259888542
2017-07-0113956.775859725432
2017-08-0114859.317656653528
2017-09-0113434.823977164606
2017-10-0113921.435367677042
2017-11-0114902.81364686693
2017-12-0116161.478863667257
2018-01-0115658.556476824791
2018-02-0116153.323365502243
2018-03-0114791.355171945086
2018-04-0114881.065651760227
2018-05-0114394.45426124779
2018-06-0113799.10289520185
2018-07-0114622.808209868152
2018-08-0113156.177789859998
2018-09-0112979.475329618052
2018-10-0111738.480358841918
2018-11-0112862.579855919532
2018-12-0112752.480630691858
2019-01-0113891.531874405327
2019-02-0113029.767568302297
2019-03-0113018.893570748945
2019-04-0114103.574826695663
2019-05-0113464.727470436319
2019-06-0114185.129808345793
2019-07-0114353.676770422728
2019-08-0113021.612070137286
2019-09-0112824.520864482805
2019-10-0112541.796928095691
2019-11-0112567.622672284899
2019-12-0113415.79448144624
2020-01-0112301.209732227811
2020-02-0111130.895745548458
2020-03-018651.624303384531
2020-04-019524.262607040913
2020-05-019887.182275383988
2020-06-0110876.716052738888
2020-07-0110956.91178469485
2020-08-0111061.574011145847
2020-09-0110838.657061302161
2020-10-0110884.871550903901
2020-11-0111629.740383308414
2020-12-0112612.47791219247
2021-01-0112688.595895065924
2021-02-0113108.604050564089
2021-03-0113915.998368900366
2021-04-0113905.124371347018
2021-05-0114448.824249014544
2021-06-0113799.10289520185
2021-07-0113495.990213402203
2021-08-0113679.488922114993
2021-09-0113408.998232975398
2021-10-0113073.2635585157
2021-11-0112834.035612341988
2021-12-0113282.588011417698
2022-01-0114223.18879978252
2022-02-0115008.835123012097
2022-03-0116270.218839200761
2022-04-0114910.969145031942
2022-05-0114943.591137691994
2022-06-0113684.925920891668
2022-07-0113668.614924561642
2022-08-0113638.711431289927
2022-09-0112982.193829006388
2022-10-0113051.515563408997
2022-11-0114992.524126682072
2022-12-0114293.869783879298
2023-01-0114655.430202528203
2023-02-0113604.730188935708
2023-03-0113777.354900095146
2023-04-0113641.429930678267
2023-05-0111904.308821530516
2023-06-0112776.947125186896
2023-07-0114215.033301617508
2023-08-0112567.622672284899
2023-09-0112624.71115943999
2023-10-0112494.223188799782
2023-11-0112972.679081147207
2023-12-0113551.719450863124
2024-01-0112850.346608672013
2024-02-0112142.177518010058
2024-03-0112797.335870599429
2024-04-0113380.45398939785
2024-05-0113086.856055457387
2024-06-0114369.987766752753
2024-07-0114881.065651760227
2024-08-0115052.331113225498
2024-09-0115799.918445018351
2024-10-0116082.642381405463
2024-11-0115620.497485388065
2024-12-0114804.947668886774
2025-01-0115742.82995786326
2025-02-0115557.971999456298
2025-03-0116373.521815957592
2025-04-0116389.832812287616
2025-05-0117091.205654478727
2025-06-0117523.447057224414
2025-07-0118162.294413483756
2025-08-0119100.17670246024
2025-09-0121470.70816909066
2025-10-0122008.971047981515
2025-11-0122748.402881609352
2025-12-0124474.64999320375
2026-01-0125820.30719043088
2026-02-0129142.313442979474
2026-03-0124102.215577001494
2026-04-0123873.861628381135
2026-05-0124689.411444882422
2026-06-0123324.72475193693
Annual Return Matrix
YearAnnual Return
20170.24737725556021828
2018-0.21093355761143817
20190.052014495843103914
2020-0.05987841945288752
20210.05313072529367391
20220.07613589848546876
2023-0.05192088246481552
20240.09247743229689065
20250.6531399192067573
2026-0.04698433855381534
Total Factor Risk
0.2721237305750333
VTI.US Exposure
0.23736201212609154
VEA.US Exposure
-0.0715225038451678
VWO.US Exposure
0.15752840777602614
QQQ.US Exposure
-0.08129835826692054
VTV.US Exposure
-0.014725627502116968
IJR.US Exposure
0.008058784660527335
QUAL.US Exposure
0.008550171567134031
SHV.US Exposure
0.3701425759191056
TLT.US Exposure
0.024226451982038186
LQD.US Exposure
-0.005731524418021794
HYG.US Exposure
0.026525913116639734
GLD.US Exposure
0.10936766716421457
USO.US Exposure
0.028166450273848016
VNQ.US Exposure
-0.010154401877389337
BTC-USD.CC Exposure
-0.0009884259829237678
CPER.US Exposure
0.01172067842015192
VIX.INDX Exposure
-0.0004933065060404735
UUP.US Exposure
0.012406624215790436
TIP.US Exposure
0.03445713115668871
Idiosyncratic Exposure
0.15640128002032458
Value Score
37.7
Growth Score
50
Profit Score
75
Health Score
23.3
Yield Score
60.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.2%

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 →8.7x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Potentially Undervalued8.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.04%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$20.7B
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
2.0/ 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
1.16
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-6.2%
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 →
+1.8%
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 →
20.0% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
42
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-4.2%
50.0% retracement+2.0%
61.8% retracement+9.0%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is iShares MSCI South Africa UCITS a high-risk investment?

iShares MSCI South Africa UCITS (SRSA.LSE) has an annualized volatility of 27.2% and experienced a maximum drawdown of 46.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SRSA.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.1%. 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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