iShares Core MSCI EMU UCITS ETF EUR (Acc)

10-Year Study

SXR7.XETRA · · DE · ETF

Executive Summary: iShares Core MSCI EMU UCITS ETF EUR (Acc) has compounded at 9.5% annually over the last 10 years, with a maximum drawdown of 25.6% and an annualized volatility of 14.3%.

1Y CAGR
+14.7%
3Y CAGR
+15.6%
5Y CAGR
+10.1%
10Y CAGR
+9.5%

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 →
25.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +27.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -13.0%
% 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.
20262.73.6-8.57.1————————4.3%
20257.73.3-2.90.26.1-0.91.00.32.62.60.42.424.8%
20242.13.14.6-1.52.5-2.40.31.61.0-3.40.11.19.4%
20239.01.60.71.5-2.23.92.0-3.1-3.3-3.48.13.418.9%
2022-3.7-5.4-0.6-1.80.7-9.17.3-5.1-6.48.18.5-3.2-11.8%
2021-2.13.96.42.32.61.21.22.5-3.24.1-3.15.022.2%
2020-2.3-8.0-17.26.64.84.9-1.33.7-1.9-5.717.32.6-0.6%
20196.74.21.45.2-5.75.30.2-1.43.71.32.61.727.6%
20182.9-3.7-2.24.9-1.3-0.63.4-2.7-0.3-6.3-1.1-6.3-13.0%
2017-1.02.55.42.41.7-2.30.2-0.54.52.1-1.7-0.813.0%
2016———1.22.4-6.05.11.30.21.3-0.47.012.2%

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 14.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 96.5% of variance. Idiosyncratic stock-specific factors contribute 10.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110124.133303511519
2016-05-0110371.281592484902
2016-06-019748.378438828002
2016-07-0110247.148288973382
2016-08-0110376.87318273317
2016-09-0110400.357861775889
2016-10-0110532.319391634981
2016-11-0110485.350033549541
2016-12-0111223.439946320732
2017-01-0111114.963095504361
2017-02-0111395.660925967346
2017-03-0112010.735853276672
2017-04-0112304.853500335495
2017-05-0112512.860657571013
2017-06-0112223.216282710802
2017-07-0112253.410870051443
2017-08-0112187.430105121897
2017-09-0112732.050995303063
2017-10-0112998.210691120556
2017-11-0112776.783717289198
2017-12-0112680.60836501901
2018-01-0113053.008275553568
2018-02-0112567.658242004025
2018-03-0112290.315365690003
2018-04-0112896.443748602102
2018-05-0112733.169313352717
2018-06-0112652.650413777677
2018-07-0113088.794453142475
2018-08-0112739.879221650639
2018-09-0112701.856407962425
2018-10-0111903.377320509953
2018-11-0111773.652426750168
2018-12-0111028.852605681057
2019-01-0111769.179154551555
2019-02-0112263.475732498322
2019-03-0112433.460076045629
2019-04-0113079.847908745245
2019-05-0112332.811451576828
2019-06-0112985.909192574367
2019-07-0113012.748825766048
2019-08-0112836.054573920823
2019-09-0113310.221426973832
2019-10-0113484.67904271975
2019-11-0113833.594274211588
2019-12-0114072.914336837397
2020-01-0113750.838738537239
2020-02-0112645.940505479757
2020-03-0110476.403489152315
2020-04-0111166.405725788412
2020-05-0111704.31670767166
2020-06-0112274.658912994855
2020-07-0112111.38447774547
2020-08-0112556.475061507494
2020-09-0112323.864907179603
2020-10-0111619.32453589801
2020-11-0113630.060389174681
2020-12-0113983.448892865132
2021-01-0113685.976291657347
2021-02-0114222.768955490943
2021-03-0115139.789756206665
2021-04-0115481.995079400582
2021-05-0115884.589577275776
2021-06-0116072.467009617534
2021-07-0116269.29098635652
2021-08-0116669.64884813241
2021-09-0116135.09282039812
2021-10-0116797.137105792885
2021-11-0116273.764258555135
2021-12-0117094.609707000673
2022-01-0116468.35159919481
2022-02-0115582.64370386938
2022-03-0115481.995079400582
2022-04-0115206.888839185864
2022-05-0115316.484008051892
2022-06-0113927.532990382466
2022-07-0114947.439051666293
2022-08-0114191.456050100649
2022-09-0113276.671885484231
2022-10-0114348.020577052113
2022-11-0115571.460523372849
2022-12-0115077.163945426077
2023-01-0116441.511966003134
2023-02-0116705.435025721312
2023-03-0116830.686647282488
2023-04-0117083.426526504136
2023-05-0116703.198389622008
2023-06-0117356.296130619547
2023-07-0117709.68463431
2023-08-0117166.182062178483
2023-09-0116593.60322075598
2023-10-0116025.497651532096
2023-11-0117329.45649742787
2023-12-0117924.401699843434
2024-01-0118297.919928427644
2024-02-0118863.788861552228
2024-03-0119738.313576381122
2024-04-0119449.787519570564
2024-05-0119941.847461418027
2024-06-0119465.44397226571
2024-07-0119532.54305524491
2024-08-0119850.145381346454
2024-09-0120044.732721986133
2024-10-0119364.795347796913
2024-11-0119382.688436591365
2024-12-0119604.115410422724
2025-01-0121113.84477745471
2025-02-0121807.201968239766
2025-03-0121171.997316036683
2025-04-0121205.54685752628
2025-05-0122494.96756877656
2025-06-0122303.735182285844
2025-07-0122534.108700514425
2025-08-0122606.79937374189
2025-09-0123193.916349809886
2025-10-0123803.399686870944
2025-11-0123892.86513084321
2025-12-0124474.390516662937
2026-01-0125139.78975620667
2026-02-0126040.03578617759
2026-03-0123836.949228360543
2026-04-0125520.017893088792
Annual Return Matrix
YearAnnual Return
20170.1298326026305301
2018-0.1302584002116588
20190.27600892313932257
2020-0.006357279084551748
20210.2224888035828536
2022-0.11801648567316514
20230.1888443851060675
20240.09371100573995506
20250.24843126069594978
20260.04272332647932364
Total Factor Risk
0.14252825930138407
VTI.US Exposure
-0.12466649096431885
VEA.US Exposure
0.9650853400664433
VWO.US Exposure
-0.06149073166337808
QQQ.US Exposure
0.09035885013203732
VTV.US Exposure
-0.010389478925513888
IJR.US Exposure
0.03061489112814577
QUAL.US Exposure
0.03399709431182744
SHV.US Exposure
0.014424666183546778
TLT.US Exposure
0.004694481175230001
LQD.US Exposure
0.0048299949531103075
HYG.US Exposure
0.001639297524779423
GLD.US Exposure
-0.015822748852317645
USO.US Exposure
-0.004512328894029463
VNQ.US Exposure
-0.029499778403060846
BTC-USD.CC Exposure
0.00791782838557925
CPER.US Exposure
0.05395457090721254
VIX.INDX Exposure
-0.03127802036484107
UUP.US Exposure
-0.03281516149749968
TIP.US Exposure
-0.0058851986522622255
Idiosyncratic Exposure
0.1088429234493097
Value Score
44.2
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
14.3%

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 →14.5x
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$66.2B
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 →
+1.7%
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 →
+7.6%
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 →
2.3% 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 EMU UCITS ETF EUR (Acc) a high-risk investment?

iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.XETRA) has an annualized volatility of 14.3% and experienced a maximum drawdown of 25.6% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of SXR7.XETRA?

Over the past 10 years, SXR7.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.5%. 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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