iShares MSCI ACWI UCITS ETF USD (Acc) GBP

10-Year Study

SSAC.LSE · · GB · ETF

Executive Summary: iShares MSCI ACWI UCITS ETF USD (Acc) GBP has compounded at 13.0% annually over the last 10 years, with a maximum drawdown of 15.6% and an annualized volatility of 12.6%.

1Y CAGR
+24.4%
3Y CAGR
+16.9%
5Y CAGR
+11.3%
10Y CAGR
+13.0%

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 →
15.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +22.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.6%
% 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.
20260.43.2-5.96.8————————4.2%
20254.5-3.5-6.2-2.45.32.95.6-0.13.85.0-0.8-0.013.9%
20241.14.03.5-1.91.04.4-0.4-0.50.62.25.0-0.719.6%
20234.6-0.60.4-0.10.33.52.5-1.1-0.3-3.14.84.716.1%
2022-5.2-1.44.8-3.1-1.8-4.96.31.6-4.31.51.6-3.1-8.6%
2021-0.20.53.73.8-0.93.80.23.6-1.62.71.41.720.3%
2020-1.1-6.2-8.97.55.83.4-1.05.00.3-3.18.92.211.8%
20194.71.73.03.1-2.35.45.1-3.11.6-2.52.91.022.1%
20180.0-0.8-4.53.63.10.63.21.40.2-5.51.0-6.6-4.8%
2017-0.04.40.6-2.02.3-0.21.42.7-2.13.30.12.213.3%
2016———-0.91.28.54.81.61.94.5-1.33.525.8%

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 12.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 79.1% of variance. Idiosyncratic stock-specific factors contribute 5.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019913.450059689614
2016-05-0110027.855153203342
2016-06-0110883.406287306008
2016-07-0111410.66454436928
2016-08-0111587.74373259053
2016-09-0111802.626343016316
2016-10-0112327.894946279348
2016-11-0112162.75368085953
2016-12-0112584.560286510146
2017-01-0112582.570632709909
2017-02-0113133.704735376044
2017-03-0113217.270194986073
2017-04-0112956.625547154794
2017-05-0113259.052924791085
2017-06-0113237.166732988459
2017-07-0113424.194190210903
2017-08-0113788.300835654596
2017-09-0113495.821727019498
2017-10-0113939.514524472743
2017-11-0113955.431754874651
2017-12-0114257.859132510945
2018-01-0114261.83844011142
2018-02-0114154.397134898529
2018-03-0113513.728611221646
2018-04-0113995.224830879428
2018-05-0114434.938320732193
2018-06-0114516.514126541982
2018-07-0114988.062077198567
2018-08-0115204.934341424592
2018-09-0115236.768802228413
2018-10-0114393.155590927177
2018-11-0114530.441703143653
2018-12-0113575.40787902905
2019-01-0114212.097095105451
2019-02-0114450.855551134104
2019-03-0114886.58973338639
2019-04-0115344.210107441306
2019-05-0114994.031038599285
2019-06-0115807.799442896934
2019-07-0116611.619578193397
2019-08-0116098.288897731794
2019-09-0116352.964584162355
2019-10-0115947.075208913648
2019-11-0116404.69558296856
2019-12-0116573.816155988858
2020-01-0116398.726621567846
2020-02-0115389.972144846797
2020-03-0114023.07998408277
2020-04-0115081.575805809789
2020-05-0115949.064862713889
2020-06-0116484.281734978114
2020-07-0116327.099084759251
2020-08-0117140.867489056902
2020-09-0117186.629526462395
2020-10-0116647.433346597692
2020-11-0118131.715081575807
2020-12-0118529.64584162356
2021-01-0118489.852765618783
2021-02-0118585.35614803024
2021-03-0119281.73497811381
2021-04-0120023.875845602866
2021-05-0119840.827695980897
2021-06-0120594.90648627139
2021-07-0120636.689216076404
2021-08-0121372.861122164744
2021-09-0121040.58893752487
2021-10-0121613.609231993632
2021-11-0121925.98487863112
2021-12-0122300.039793076005
2022-01-0121144.050935137286
2022-02-0120847.59251890171
2022-03-0121852.36768802228
2022-04-0121169.91643454039
2022-05-0120787.90290489455
2022-06-0119765.220851571827
2022-07-0121008.75447672105
2022-08-0121341.026661360924
2022-09-0120413.84799044966
2022-10-0120714.285714285717
2022-11-0121052.526860326303
2022-12-0120391.961798647037
2023-01-0121327.099084759255
2023-02-0121201.75089534421
2023-03-0121281.337047353758
2023-04-0121259.450855551135
2023-05-0121321.130123358536
2023-06-0122069.239952248307
2023-07-0122624.353362514925
2023-08-0122373.65698368484
2023-09-0122296.060485475526
2023-10-0121601.6713091922
2023-11-0122628.3326701154
2023-12-0123682.849184241943
2024-01-0123941.50417827298
2024-02-0124908.475925189014
2024-03-0125769.9960206924
2024-04-0125272.58257063271
2024-05-0125527.25825706327
2024-06-0126649.42300039793
2024-07-0126543.971348985277
2024-08-0126402.705929168325
2024-09-0126563.86788698766
2024-10-0127158.77437325905
2024-11-0128521.6872264226
2024-12-0128332.670115399917
2025-01-0129610.027855153206
2025-02-0128561.48030242738
2025-03-0126788.698766414644
2025-04-0126148.030242737765
2025-05-0127536.808595304417
2025-06-0128334.65976920016
2025-07-0129922.403501790686
2025-08-0129880.620771985672
2025-09-0131002.78551532033
2025-10-0132540.787902904893
2025-11-0132288.10187027457
2025-12-0132284.122562674096
2026-01-0132423.398328690808
2026-02-0133473.93553521687
2026-03-0131492.24035017907
2026-04-0133633.10783923597
Annual Return Matrix
YearAnnual Return
20170.13296442687747034
2018-0.04786491766675971
20190.2208705847867507
20200.11800720288115252
20210.20347900783850537
2022-0.08556388294075656
20230.16138159820470288
20240.1963370578845669
20250.13946629213483153
20260.04178478984346112
Total Factor Risk
0.1262120831642454
VTI.US Exposure
0.7910569178128105
VEA.US Exposure
0.1949652908707601
VWO.US Exposure
0.025117374207962912
QQQ.US Exposure
-0.19850634314402227
VTV.US Exposure
-0.11984960987353763
IJR.US Exposure
-0.005199280241279742
QUAL.US Exposure
0.10813949615018706
SHV.US Exposure
0.00005341676421202838
TLT.US Exposure
0.03822952947374478
LQD.US Exposure
-0.013461483288807816
HYG.US Exposure
-0.040833440080120735
GLD.US Exposure
0.004225515746878769
USO.US Exposure
0.00009416956837292639
VNQ.US Exposure
0.00025310090119039626
BTC-USD.CC Exposure
-0.0018628340886450055
CPER.US Exposure
-0.008036783108967703
VIX.INDX Exposure
0.007765617542986869
UUP.US Exposure
0.16630235548300681
TIP.US Exposure
-0.004282666271521819
Idiosyncratic Exposure
0.0558296555747894
Value Score
43
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
12.6%

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 →17.6x
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$203.3B
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 →
+3.2%
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 →
+6.7%
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 →
0.0% 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 ACWI UCITS ETF USD (Acc) GBP a high-risk investment?

iShares MSCI ACWI UCITS ETF USD (Acc) GBP (SSAC.LSE) has an annualized volatility of 12.6% and experienced a maximum drawdown of 15.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, SSAC.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.0%. 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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