iShares MSCI EMU Small Cap UCITS

10-Year Study

SXRJ.XETRA · · DE · ETF

Executive Summary: iShares MSCI EMU Small Cap UCITS has compounded at 8.6% annually over the last 10 years, with a maximum drawdown of 28.1% and an annualized volatility of 17.4%.

1Y CAGR
+14.5%
3Y CAGR
+13.3%
5Y CAGR
+6.0%
10Y CAGR
+8.6%

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 →
28.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
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 →
16.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +29.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -18.0%
% 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.
20264.02.8-8.18.3————————6.4%
20255.02.9-1.02.37.51.31.3-0.40.40.60.72.325.2%
2024-1.2-0.24.90.04.3-6.02.4-0.70.2-3.5-0.10.2-0.2%
20239.03.1-3.90.7-2.72.73.2-2.3-4.0-4.78.35.414.4%
2022-3.9-3.20.5-0.70.2-12.55.5-5.0-9.47.95.9-1.2-16.6%
20211.24.25.22.83.0-0.72.33.4-3.53.1-4.04.323.0%
2020-2.0-7.0-21.110.25.52.90.25.1-0.5-6.518.35.45.3%
20199.13.11.75.0-6.24.40.7-1.62.32.43.62.729.8%
20183.6-2.9-2.23.6-1.3-0.91.8-0.9-1.9-7.9-2.5-7.5-18.0%
20170.92.85.24.12.4-1.71.40.24.91.3-1.21.824.0%
2016———1.03.4-7.46.10.91.5-0.8-1.76.69.1%

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 17.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 80.9% of variance. Idiosyncratic stock-specific factors contribute 5.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110099.661152082917
2016-05-0110447.810776692579
2016-06-019676.433459570793
2016-07-0110262.441033818353
2016-08-0110352.800478373529
2016-09-0110504.285429539566
2016-10-0110416.583615706599
2016-11-0110237.193541957346
2016-12-0110910.902930037872
2017-01-0111011.22848980134
2017-02-0111317.520430536179
2017-03-0111900.870374061526
2017-04-0112384.559165503955
2017-05-0112685.535844794367
2017-06-0112466.945717892499
2017-07-0112636.369676433462
2017-08-0112662.94598365557
2017-09-0113286.160388014085
2017-10-0113455.584346555048
2017-11-0113294.13328018072
2017-12-0113528.669191415855
2018-01-0114012.357982858284
2018-02-0113607.069297721084
2018-03-0113308.085841472328
2018-04-0113783.13733306757
2018-05-0113603.74725931832
2018-06-0113487.475915221581
2018-07-0113729.98471862335
2018-08-0113603.74725931832
2018-09-0113351.272340708258
2018-10-0112298.18616703209
2018-11-0111996.545080061127
2018-12-0111099.594711314865
2019-01-0112113.480831838417
2019-02-0112485.549132947977
2019-03-0112700.81722144708
2019-04-0113331.340110291676
2019-05-0112506.810178725667
2019-06-0113052.953292140059
2019-07-0113144.641552056342
2019-08-0112938.675171084979
2019-09-0113231.014550528203
2019-10-0113543.950568068567
2019-11-0114032.290213274866
2019-12-0114411.002591189956
2020-01-0114125.307288552256
2020-02-0113141.983921334133
2020-03-0110367.41744734569
2020-04-0111429.140920869047
2020-05-0112062.985848116405
2020-06-0112408.477842003853
2020-07-0112431.06770314265
2020-08-0113070.22789183443
2020-09-0113010.43120058468
2020-10-0112167.962261643746
2020-11-0114397.7144375789
2020-12-0115168.427347020133
2021-01-0115347.817420769385
2021-02-0115995.614909308353
2021-03-0116829.446548402102
2021-04-0117307.820078400106
2021-05-0117822.736030828517
2021-06-0117699.82060992625
2021-07-0118105.109295063452
2021-08-0118726.33047638031
2021-09-0118065.24483423028
2021-10-0118633.313401102918
2021-11-0117885.854760481034
2021-12-0118656.567669922268
2022-01-0117932.363298119726
2022-02-0117357.650654441564
2022-03-0117444.02365291343
2022-04-0117321.108232011164
2022-05-0117360.97269284433
2022-06-0115188.359577436717
2022-07-0116022.191216530464
2022-08-0115224.90199986712
2022-09-0113793.103448275862
2022-10-0114879.41000597967
2022-11-0115756.42814430935
2022-12-0115560.427878546277
2023-01-0116962.328084512657
2023-02-0117483.888113746594
2023-03-0116802.87024117999
2023-04-0116919.141585276728
2023-05-0116467.34436250083
2023-06-0116915.81954687396
2023-07-0117450.667729718956
2023-08-0117042.05700617899
2023-09-0116354.39505680686
2023-10-0115587.004185768386
2023-11-0116885.921201249086
2023-12-0117802.803800411933
2024-01-0117583.54926582951
2024-02-0117547.006843399115
2024-03-0118410.736828117737
2024-04-0118410.736828117737
2024-05-0119198.059929572784
2024-06-0118051.956680619227
2024-07-0118483.821672978538
2024-08-0118360.906252076278
2024-09-0118390.80459770115
2024-10-0117752.973224370475
2024-11-0117729.71895555113
2024-12-0117769.583416384292
2025-01-0118663.211746727793
2025-02-0119208.02604478108
2025-03-0119025.313932629066
2025-04-0119453.85688658561
2025-05-0120918.875822204507
2025-06-0121201.249086439442
2025-07-0121473.656235466082
2025-08-0121397.24935220251
2025-09-0121476.97827386885
2025-10-0121616.503886784933
2025-11-0121759.351538103783
2025-12-0122251.013221712845
2026-01-0123151.28562886187
2026-02-0123802.405155803604
2026-03-0121865.656766992226
2026-04-0123682.8117733041
Annual Return Matrix
YearAnnual Return
20170.2399220557788333
2018-0.17955014242215894
20190.29833592721178026
20200.052558782849239316
20210.22996057818659654
2022-0.16595441595441607
20230.14410760034158843
2024-0.0018660197798097133
20250.2521966722751916
20260.06434756643774264
Total Factor Risk
0.17436487453024638
VTI.US Exposure
-0.11129896080014087
VEA.US Exposure
0.8086215132750035
VWO.US Exposure
-0.042017369839212275
QQQ.US Exposure
0.012974945870821495
VTV.US Exposure
-0.0868690379365665
IJR.US Exposure
0.10702313617856773
QUAL.US Exposure
0.006835293039648716
SHV.US Exposure
0.16804858386672522
TLT.US Exposure
-0.020596723497736297
LQD.US Exposure
-0.02869199300745676
HYG.US Exposure
0.09138403615754455
GLD.US Exposure
-0.025226987498549538
USO.US Exposure
0.004611569820363206
VNQ.US Exposure
0.05739658175740234
BTC-USD.CC Exposure
0.005883907896311484
CPER.US Exposure
0.05149309888763481
VIX.INDX Exposure
-0.030019738341129223
UUP.US Exposure
-0.037873229865928525
TIP.US Exposure
0.016423363065496386
Idiosyncratic Exposure
0.05189801097120065
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
60
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.4%

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 →13.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.00%
Market Cap$3.3B
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 →
+3.8%
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 →
+7.5%
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 →
0.5% 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 EMU Small Cap UCITS a high-risk investment?

iShares MSCI EMU Small Cap UCITS (SXRJ.XETRA) has an annualized volatility of 17.4% and experienced a maximum drawdown of 28.1% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, SXRJ.XETRA has generated a Compound Annual Growth Rate (CAGR) of 8.6%. 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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