iShares MSCI USA Small Cap ESG Enhanced ETF USD Acc EUR

10-Year Study

SXRG.XETRA · · DE · ETF

Executive Summary: iShares MSCI USA Small Cap ESG Enhanced ETF USD Acc EUR has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 29.3% and an annualized volatility of 19.0%.

1Y CAGR
+25.2%
3Y CAGR
+12.1%
5Y CAGR
+6.3%
10Y CAGR
+9.8%

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 →
29.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.5%
% 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.
20262.33.5-4.45.9————————7.2%
20255.2-7.0-10.4-7.36.10.84.92.50.93.11.60.1-1.2%
2024-1.03.84.3-5.30.70.67.2-3.81.22.812.4-6.615.8%
20238.32.3-7.7-2.80.76.33.7-2.2-3.5-7.36.311.013.8%
2022-8.72.83.1-2.2-4.3-6.812.90.0-4.96.8-3.0-6.9-12.5%
20216.76.14.61.7-2.54.9-2.02.5-0.04.0-2.12.929.7%
2020-1.6-8.9-21.215.23.52.0-1.75.0-0.72.613.93.97.0%
201912.46.0-0.23.4-6.33.65.5-4.52.4-0.75.90.830.8%
2018-1.7-1.6-1.03.49.10.70.64.9-1.6-7.61.1-12.7-7.9%
2017-2.85.6-1.5-0.8-5.31.6-2.1-1.75.92.21.20.62.3%
2016———0.75.6-0.95.70.60.2-2.013.83.029.0%

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 19.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 51.6% of variance. Idiosyncratic stock-specific factors contribute 3.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110069.739835789891
2016-05-0110629.142348402414
2016-06-0110538.628944504895
2016-07-0111141.557028390544
2016-08-0111210.307646651498
2016-09-0111233.554258581462
2016-10-0111007.023444455435
2016-11-0112530.418439014738
2016-12-0112900.385794836284
2017-01-0112539.816005539617
2017-02-0113237.708972202987
2017-03-0113038.381640122663
2017-04-0112933.029973291128
2017-05-0112253.932139677514
2017-06-0112450.291819171036
2017-07-0112190.127609061232
2017-08-0111985.854189336236
2017-09-0112688.693243644278
2017-10-0112964.684934217035
2017-11-0113125.927391433377
2017-12-0113202.097141161343
2018-01-0112973.587891977444
2018-02-0112770.79829854585
2018-03-0112639.726975962014
2018-04-0113074.982688693244
2018-05-0114259.570679592442
2018-06-0114352.309822930063
2018-07-0114442.575922445345
2018-08-0115154.812543278264
2018-09-0114905.035117222278
2018-10-0113769.90800276981
2018-11-0113915.817588287664
2018-12-0112155.010386784053
2019-01-0113661.094074587001
2019-02-0114477.198535958056
2019-03-0114452.46809773469
2019-04-0114947.076862201999
2019-05-0114004.847165891779
2019-06-0114514.294193293104
2019-07-0115313.087347907805
2019-08-0114630.527252942922
2019-09-0114986.645563359381
2019-10-0114885.250766643583
2019-11-0115770.600455040065
2019-12-0115894.25264615689
2020-01-0115639.529132456228
2020-02-0114252.151548125432
2020-03-0111230.09199723019
2020-04-0112931.546146997724
2020-05-0113386.586210307645
2020-06-0113656.14798694233
2020-07-0113423.681867642694
2020-08-0114098.822831140567
2020-09-0113997.42803442477
2020-10-0114365.911563952912
2020-11-0116356.71184093382
2020-12-0116999.70323474132
2021-01-0118139.77643683846
2021-02-0119247.700069245227
2021-03-0120135.52280146404
2021-04-0120486.69502423583
2021-05-0119984.667128301513
2021-06-0120971.41161341379
2021-07-0120543.57503214957
2021-08-0121057.96814719557
2021-09-0121048.075971906223
2021-10-0121881.49174003363
2021-11-0121431.397764368387
2021-12-0122054.60480759719
2022-01-0120137.995845286376
2022-02-0120706.79592442378
2022-03-0121357.206449698286
2022-04-0120884.855079632012
2022-05-0119982.194084479175
2022-06-0118624.49302601642
2022-07-0121033.237708972203
2022-08-0121040.65684043921
2022-09-0119999.505391235532
2022-10-0121349.787318231276
2022-11-0120719.16114353546
2022-12-0119292.214858047286
2023-01-0120894.747254921356
2023-02-0121367.098624987633
2023-03-0119720.051439311505
2023-04-0119166.08962310812
2023-05-0119299.633989514292
2023-06-0120523.790681570877
2023-07-0121278.06904738352
2023-08-0120815.60985260659
2023-09-0120086.061925017315
2023-10-0118614.600850727074
2023-11-0119781.877534869916
2023-12-0121958.156098526062
2024-01-0121745.47432980512
2024-02-0122576.4170541102
2024-03-0123540.904144821445
2024-04-0122287.070926896828
2024-05-0122447.818775348696
2024-06-0122583.83618557721
2024-07-0124201.206845385303
2024-08-0123288.653674943118
2024-09-0123565.63458304481
2024-10-0124220.991195963994
2024-11-0127233.15857156989
2024-12-0125437.728756553563
2025-01-0126753.3880700366
2025-02-0124868.928677416163
2025-03-0122294.49005836383
2025-04-0120669.700267088734
2025-05-0121926.00652883569
2025-06-0122111.48481551093
2025-07-0123192.204965871995
2025-08-0123773.37026412108
2025-09-0123978.63290137501
2025-10-0124727.965179542978
2025-11-0125116.233059649814
2025-12-0125131.071322583837
2026-01-0125719.655752299932
2026-02-0126614.89761598576
2026-03-0125442.674844198238
2026-04-0126941.339400534176
Annual Return Matrix
YearAnnual Return
20170.023387777010965394
2018-0.07931215345421849
20190.30762970498474074
20200.0695503345262174
20210.29735234215885953
2022-0.12525229872168642
20230.13818741187027306
20240.1584637909674511
2025-0.012055220688314106
20260.07203306435741008
Total Factor Risk
0.1896510357599418
VTI.US Exposure
0.5157528442663224
VEA.US Exposure
0.011118302506229213
VWO.US Exposure
-0.007840529018543381
QQQ.US Exposure
-0.09421938473173128
VTV.US Exposure
-0.09141441192428669
IJR.US Exposure
0.4808221496236485
QUAL.US Exposure
-0.11621381984342741
SHV.US Exposure
0.11466568866057548
TLT.US Exposure
0.01786014655188162
LQD.US Exposure
-0.006315870075597012
HYG.US Exposure
-0.03182380236583147
GLD.US Exposure
0.00017600687485619143
USO.US Exposure
0.014740089424343327
VNQ.US Exposure
0.04006565520742796
BTC-USD.CC Exposure
0.006185378610732212
CPER.US Exposure
0.0036142710279844495
VIX.INDX Exposure
0.016309443451775325
UUP.US Exposure
0.09638905685553506
TIP.US Exposure
-0.004561814265078126
Idiosyncratic Exposure
0.03469059916318398
Value Score
44
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
19.0%

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 →15.1x
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$6.1B
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 →
+2.3%
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 →
+9.9%
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 →
0.0% 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 USA Small Cap ESG Enhanced ETF USD Acc EUR a high-risk investment?

iShares MSCI USA Small Cap ESG Enhanced ETF USD Acc EUR (SXRG.XETRA) has an annualized volatility of 19.0% and experienced a maximum drawdown of 29.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, SXRG.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.8%. 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.

Run a Full Backtest on iShares MSCI USA Small Cap ESG Enhanced ETF USD Acc EUR

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest