iShares Core S&P 500 UCITS ETF USD (Acc)

10-Year Study

SXR8.XETRA · · DE · ETF

Executive Summary: iShares Core S&P 500 UCITS ETF USD (Acc) has compounded at 13.9% annually over the last 10 years, with a maximum drawdown of 17.6% and an annualized volatility of 14.0%.

1Y CAGR
+17.6%
3Y CAGR
+16.9%
5Y CAGR
+13.3%
10Y CAGR
+13.9%

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 →
17.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +40.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.3%
% 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.
2026-0.5-0.4-3.87.0————————2.1%
20253.8-3.6-9.0-5.46.91.56.1-1.12.84.7-0.5-0.34.7%
20244.14.43.7-2.11.17.0-0.5-0.81.72.78.5-0.832.3%
20234.00.90.30.24.14.22.30.4-2.1-3.15.73.922.5%
2022-5.9-1.96.1-3.0-4.0-5.911.3-1.3-5.54.9-2.0-6.5-14.3%
20211.03.47.02.6-1.25.72.33.7-1.95.82.54.240.7%
20201.1-9.1-9.411.02.01.00.46.9-1.7-2.57.81.16.8%
20197.84.22.94.0-5.04.05.1-1.62.9-0.55.31.534.5%
20181.3-1.0-4.73.75.30.92.73.90.7-4.30.9-9.4-1.0%
2017-1.86.3-0.5-1.1-1.9-0.6-1.2-0.82.63.90.51.56.7%
2016———-0.95.2-0.23.80.1-0.50.87.72.619.7%

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 14.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 64.8% of variance. Idiosyncratic stock-specific factors contribute 2.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019906.094968107725
2016-05-0110421.096149303095
2016-06-0110401.606425702812
2016-07-0110798.488069926767
2016-08-0110804.984644460194
2016-09-0110747.106071344202
2016-10-0110835.105126387905
2016-11-0111668.438459721237
2016-12-0111973.777462792348
2017-01-0111753.484526340657
2017-02-0112498.818804630286
2017-03-0112432.671863926293
2017-04-0112291.519017245453
2017-05-0112055.279943302623
2017-06-0111978.502244271203
2017-07-0111833.215213796364
2017-08-0111739.900779588945
2017-09-0112048.783368769193
2017-10-0112521.261516654855
2017-11-0112588.58965272856
2017-12-0112772.856130403969
2018-01-0112935.861091424524
2018-02-0112802.386014646823
2018-03-0112204.110559886605
2018-04-0112651.19300732341
2018-05-0113320.340184266477
2018-06-0113443.18450271675
2018-07-0113801.086699740137
2018-08-0114339.711788329792
2018-09-0114444.247578549492
2018-10-0113819.395227970708
2018-11-0113946.964327899836
2018-12-0112638.790455941413
2019-01-0113620.954405858729
2019-02-0114197.968343964094
2019-03-0114610.796125679186
2019-04-0115193.125442948263
2019-05-0114436.56980864635
2019-06-0115010.040160642571
2019-07-0115782.541932435628
2019-08-0115527.994330262227
2019-09-0115977.43916843846
2019-10-0115897.1178832979
2019-11-0116740.4913772738
2019-12-0116997.991967871487
2020-01-0117183.439640916607
2020-02-0115621.308764469644
2020-03-0114151.901724545241
2020-04-0115707.536026458774
2020-05-0116019.371604063313
2020-06-0116185.329553508152
2020-07-0116254.42948263643
2020-08-0117380.10866997401
2020-09-0117083.62863217576
2020-10-0116654.26411528467
2020-11-0117950.62603354595
2020-12-0118154.382234821638
2021-01-0118341.601700921332
2021-02-0118965.272856130403
2021-03-0120287.6210725254
2021-04-0120806.756437514767
2021-05-0120562.248995983937
2021-06-0121733.994802740373
2021-07-0122241.3182140326
2021-08-0123063.430191353647
2021-09-0122616.347743916846
2021-10-0123921.568627450983
2021-11-0124510.98511693834
2021-12-0125551.027639971653
2022-01-0124037.32577368297
2022-02-0123577.840774864166
2022-03-0125010.63075832743
2022-04-0124268.840066146942
2022-05-0123300.25986298134
2022-06-0121922.39546420978
2022-07-0124397.590361445786
2022-08-0124080.439404677538
2022-09-0122765.178360500828
2022-10-0123887.31396172927
2022-11-0123410.11103236475
2022-12-0121895.227970706354
2023-01-0122766.9501535554
2023-02-0122981.927710843374
2023-03-0123047.484053862514
2023-04-0123085.87290337822
2023-05-0124032.010394519253
2023-06-0125034.25466572171
2023-07-0125603.000236239077
2023-08-0125715.804394046776
2023-09-0125175.40751240255
2023-10-0124402.31514292464
2023-11-0125797.897472241908
2023-12-0126815.49728325065
2024-01-0127907.512402551383
2024-02-0129141.270966217813
2024-03-0130209.071580439402
2024-04-0129564.138908575478
2024-05-0129900.77958894401
2024-06-0131980.864635010632
2024-07-0131835.57760453579
2024-08-0131595.794944483823
2024-09-0132140.326009922046
2024-10-0132994.33026222537
2024-11-0135783.132530120485
2024-12-0135481.927710843374
2025-01-0136842.66477675408
2025-02-0135502.00803212851
2025-03-0132306.87455705174
2025-04-0130575.242145050794
2025-05-0132678.951098511698
2025-06-0133170.32837231278
2025-07-0135188.99125915427
2025-08-0134798.01559177889
2025-09-0135776.0453579022
2025-10-0137473.423104181435
2025-11-0137290.337821875735
2025-12-0137161.5875265769
2026-01-0136986.7706118592
2026-02-0136854.47673045122
2026-03-0135442.94826364281
2026-04-0137927.00212615167
Annual Return Matrix
YearAnnual Return
20170.06673572062740463
2018-0.01049613908540259
20190.34490654205607485
20200.06803099266877455
20210.40743030027001526
2022-0.14307838106465098
20230.22471879804709616
20240.3231873843714208
20250.047338460001997484
20260.020596929531801145
Total Factor Risk
0.14042254898603254
VTI.US Exposure
0.648459621171578
VEA.US Exposure
-0.0027997509443887713
VWO.US Exposure
-0.006226753945306134
QQQ.US Exposure
0.022220555870082453
VTV.US Exposure
0.02225193480525598
IJR.US Exposure
-0.013032797241758008
QUAL.US Exposure
-0.010236665761500658
SHV.US Exposure
0.07746312157714418
TLT.US Exposure
0.007053389904418502
LQD.US Exposure
-0.004071431566850788
HYG.US Exposure
-0.024708289890326342
GLD.US Exposure
-0.00022928280844492145
USO.US Exposure
0.0002808984253695672
VNQ.US Exposure
-0.002238103753540943
BTC-USD.CC Exposure
-0.002899590868143199
CPER.US Exposure
0.0003336554750034746
VIX.INDX Exposure
0.006483833747210342
UUP.US Exposure
0.2262630304822544
TIP.US Exposure
0.026237344837763337
Idiosyncratic Exposure
0.029395280484179758
Value Score
41.8
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
14.0%

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 →20.6x
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$404.5B
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 →
+3.3%
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 →
+4.9%
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 →
0.3% 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 S&P 500 UCITS ETF USD (Acc) a high-risk investment?

iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.XETRA) has an annualized volatility of 14.0% and experienced a maximum drawdown of 17.6% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of SXR8.XETRA?

Over the past 10 years, SXR8.XETRA has generated a Compound Annual Growth Rate (CAGR) of 13.9%. 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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