iShares VII PLC - iShares Core EURO STOXX 50 ETF EUR Acc EUR

10-Year Study

SXRT.XETRA · · DE · ETF

Executive Summary: iShares VII PLC - iShares Core EURO STOXX 50 ETF EUR Acc EUR has compounded at 9.9% annually over the last 10 years, with a maximum drawdown of 25.8% and an annualized volatility of 17.8%.

1Y CAGR
+13.0%
3Y CAGR
+15.1%
5Y CAGR
+11.1%
10Y CAGR
+9.9%

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 →
25.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -12.1%
% 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.
20262.83.2-9.16.7————————2.8%
20258.33.5-3.7-1.15.3-1.00.40.63.32.60.32.322.2%
20242.75.14.4-2.32.2-1.7-0.31.71.0-3.4-0.31.711.1%
20239.51.92.01.7-2.04.51.7-3.8-2.8-2.88.23.422.5%
2022-3.0-5.9-0.4-2.01.1-8.87.5-5.1-5.69.29.7-3.8-8.8%
2021-2.54.67.91.82.60.60.72.5-3.15.1-4.36.023.5%
2020-3.2-8.5-16.35.45.06.2-1.53.4-2.4-7.418.12.4-2.9%
20195.94.41.95.3-5.16.0-0.1-1.04.21.22.71.930.1%
20182.7-4.5-2.25.9-2.30.13.9-3.90.4-5.9-0.8-5.6-12.1%
2017-1.52.85.62.11.3-2.90.2-0.75.02.0-2.4-1.510.2%
2016———1.32.8-6.14.51.2-0.51.9-0.07.812.9%

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 17.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 74.8% of variance. Idiosyncratic stock-specific factors contribute 5.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110127.463018183944
2016-05-0110409.284920774133
2016-06-019777.232064550079
2016-07-0110221.36467286441
2016-08-0110343.799333450272
2016-09-0110287.084137285856
2016-10-0110478.863357305736
2016-11-0110476.875401976262
2016-12-0111291.352394316787
2017-01-0111125.884347775243
2017-02-0111440.682921124948
2017-03-0112085.365140618605
2017-04-0112335.847512132374
2017-05-0112497.80740221014
2017-06-0112138.806057416828
2017-07-0112167.456001871016
2017-08-0112080.336783020524
2017-09-0112683.155002046424
2017-10-0112941.00450213413
2017-11-0112634.040811553528
2017-12-0112444.015669765538
2018-01-0112786.060924983922
2018-02-0112206.045722972578
2018-03-0111941.764602701282
2018-04-0112641.057124481085
2018-05-0112346.37198152371
2018-06-0112358.065836402971
2018-07-0112839.85265742852
2018-08-0112344.033210547857
2018-09-0112397.824942992456
2018-10-0111670.467169502426
2018-11-0111578.085715956266
2018-12-0110933.754312108988
2019-01-0111574.577559492487
2019-02-0112089.107174179968
2019-03-0112313.62918786178
2019-04-0112966.146290124538
2019-05-0112304.27410395837
2019-06-0113043.325732327661
2019-07-0113031.631877448399
2019-08-0112898.321931824825
2019-09-0113438.578027246682
2019-10-0113602.291995556336
2019-11-0113969.479038765128
2019-12-0114229.082617084723
2020-01-0113777.699818745248
2020-02-0112610.653101795006
2020-03-0110556.042799508858
2020-04-0111130.211074080571
2020-05-0111689.177337309242
2020-06-0112409.518797871719
2020-07-0112217.739577851838
2020-08-0112638.718353505232
2020-09-0112341.694439572006
2020-10-0111422.557446062096
2020-11-0113485.353446763724
2020-12-0113812.781383383033
2021-01-0113471.320820908611
2021-02-0114095.772671461149
2021-03-0115213.705197918493
2021-04-0115489.680173069053
2021-05-0115887.271238963927
2021-06-0115983.160848973865
2021-07-0116102.438168742323
2021-08-0116511.723089516458
2021-09-0115999.532245804829
2021-10-0116818.102087353094
2021-11-0116100.099397766475
2021-12-0117061.334268841725
2022-01-0116553.8209670818
2022-02-0115578.553470151435
2022-03-0115517.745424779278
2022-04-0115206.688884990936
2022-05-0115372.741624276443
2022-06-0114023.27077120973
2022-07-0115071.04016839151
2022-08-0114303.923288311991
2022-09-0113497.047301642986
2022-10-0114741.273460796352
2022-11-0116174.940068993745
2022-12-0115559.843302344618
2023-01-0117033.269017131497
2023-02-0117351.341869847394
2023-03-0117699.818745249373
2023-04-0117996.8426591826
2023-05-0117629.655615973807
2023-06-0118424.837747763548
2023-07-0118745.249371455302
2023-08-0118031.92422382038
2023-09-0117526.74969303631
2023-10-0117030.930246155644
2023-11-0118427.176518739405
2023-12-0119058.644682219492
2024-01-0119580.19060983453
2024-02-0120583.523358475122
2024-03-0121483.950184178215
2024-04-0120997.48582120096
2024-05-0121455.884932467987
2024-06-0121095.71420218675
2024-07-0121037.24492779045
2024-08-0121399.754429047534
2024-09-0121607.90504589838
2024-10-0120868.853417529088
2024-11-0120808.04537215693
2024-12-0121170.55487341402
2025-01-0122931.649418230718
2025-02-0123738.525404899727
2025-03-0122852.131205051744
2025-04-0122597.205168683857
2025-05-0123785.300824416772
2025-06-0123551.42372683155
2025-07-0123644.974565865636
2025-08-0123779.453896977135
2025-09-0124574.636028766883
2025-10-0125223.64497456586
2025-11-0125299.65503128106
2025-12-0125872.65392036485
2026-01-0126585.979067999764
2026-02-0127445.477401625445
2026-03-0124937.145530023976
2026-04-0126609.36677775829
Annual Return Matrix
YearAnnual Return
20170.10208372170094648
2018-0.12136446929474232
20190.3013903743315509
2020-0.029257067718606145
20210.23518455807653238
2022-0.08800548320767654
20230.22486096497820518
20240.11081114247146884
20250.22210561201944334
20260.028474576271186436
Total Factor Risk
0.17836255646409038
VTI.US Exposure
-0.07735848752784864
VEA.US Exposure
0.747986384658017
VWO.US Exposure
-0.03478196261366876
QQQ.US Exposure
-0.02328820230820415
VTV.US Exposure
-0.03021908807860744
IJR.US Exposure
0.023722308646858103
QUAL.US Exposure
0.17065046885953966
SHV.US Exposure
0.21687736844234926
TLT.US Exposure
0.0019169644256331615
LQD.US Exposure
-0.006131255631581999
HYG.US Exposure
0.013366426167781041
GLD.US Exposure
-0.016455365748675784
USO.US Exposure
0.0044726290896530685
VNQ.US Exposure
-0.053315897028545015
BTC-USD.CC Exposure
0.00039430557735695485
CPER.US Exposure
0.045885907011878536
VIX.INDX Exposure
-0.016751456294185185
UUP.US Exposure
-0.021099499837301416
TIP.US Exposure
-0.003912568378846415
Idiosyncratic Exposure
0.05804102056839794
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
17.8%

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 →14.9x
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$114.1B
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 →
+1.6%
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 →
+5.6%
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 →
3.6% 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 VII PLC - iShares Core EURO STOXX 50 ETF EUR Acc EUR a high-risk investment?

iShares VII PLC - iShares Core EURO STOXX 50 ETF EUR Acc EUR (SXRT.XETRA) has an annualized volatility of 17.8% and experienced a maximum drawdown of 25.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, SXRT.XETRA has generated a Compound Annual Growth Rate (CAGR) of 9.9%. 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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