iShares NASDAQ 100 UCITS ETF USD (Acc)

10-Year Study

SXRV.XETRA · · DE · ETF

Executive Summary: iShares NASDAQ 100 UCITS ETF USD (Acc) has compounded at 19.3% annually over the last 10 years, with a maximum drawdown of 30.1% and an annualized volatility of 17.2%.

1Y CAGR
+21.4%
3Y CAGR
+19.8%
5Y CAGR
+15.5%
10Y CAGR
+19.3%

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 →
30.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.94
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +51.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.3-2.4-4.010.4————————3.1%
20253.0-5.3-11.1-3.210.02.76.3-2.24.77.2-2.6-0.77.0%
20243.94.52.0-2.32.110.1-3.6-1.72.32.48.02.633.5%
20239.02.85.8-1.012.04.22.80.3-2.3-3.17.55.251.2%
2022-9.9-3.26.5-7.4-6.2-6.314.0-2.1-6.30.6-3.0-9.2-30.1%
20212.00.54.13.3-3.19.92.54.9-3.26.65.11.939.3%
20204.1-6.9-4.212.93.45.82.110.4-3.1-2.87.03.234.5%
20199.33.85.05.3-6.74.66.4-2.51.72.05.82.542.9%
20183.81.4-6.34.18.71.41.86.7-0.3-6.3-1.0-9.43.0%
20170.86.91.20.50.6-3.60.70.70.55.9-0.21.115.8%
2016———-4.67.9-2.47.10.91.51.34.52.119.3%

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 17.2%. The dominant macroeconomic risk driver is QQQ.US, accounting for 74.7% of variance. Idiosyncratic stock-specific factors contribute 2.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019541.208028859495
2016-05-0110298.307279622608
2016-06-0110055.499028766997
2016-07-0110773.286467486818
2016-08-0110875.49717879937
2016-09-0111042.456757006752
2016-10-0111185.829247988162
2016-11-0111684.395523078347
2016-12-0111927.203773933956
2017-01-0112021.08963093146
2017-02-0112847.100175746924
2017-03-0112999.260012949773
2017-04-0113064.933863657387
2017-05-0113146.332439182313
2017-06-0112678.290629913976
2017-07-0112771.713995005088
2017-08-0112861.899916751458
2017-09-0112929.886226991028
2017-10-0113696.23531588197
2017-11-0113666.173341966516
2017-12-0113812.320784386271
2018-01-0114341.874017204702
2018-02-0114538.433077421147
2018-03-0113625.011562297663
2018-04-0114180.001849967628
2018-05-0115410.230320969382
2018-06-0115618.351678845618
2018-07-0115902.78420127648
2018-08-0116971.140505041163
2018-09-0116927.203773933958
2018-10-0115865.784848765148
2018-11-0115708.53760059199
2018-12-0114230.875959670706
2019-01-0115548.977892886875
2019-02-0116138.655073536213
2019-03-0116952.640828785497
2019-04-0117852.18758671723
2019-05-0116649.708630098972
2019-06-0117417.445194709093
2019-07-0118536.675608176858
2019-08-0118078.808620849133
2019-09-0118390.99065766349
2019-10-0118751.73434464897
2019-11-0119833.965405605402
2019-12-0120335.76912404033
2020-01-0121168.254555545278
2020-02-0119706.780131347703
2020-03-0118881.23207843863
2020-04-0121323.189344186478
2020-05-0122040.05179909352
2020-06-0123314.217001202484
2020-07-0123804.458421977615
2020-08-0126278.790121172882
2020-09-0125455.554527795764
2020-10-0124747.941911016558
2020-11-0126486.91147904912
2020-12-0127347.146424937564
2021-01-0127892.886874479696
2021-02-0128027.00952733327
2021-03-0129169.364536120618
2021-04-0130126.722782351306
2021-05-0129178.61437424845
2021-06-0132069.18878919619
2021-07-0132864.67486818981
2021-08-0134474.14670243271
2021-09-0133368.79104615669
2021-10-0135584.12727777264
2021-11-0137401.72046989178
2021-12-0138104.70816760707
2022-01-0134349.273887706964
2022-02-0133253.168069558786
2022-03-0135417.630191471646
2022-04-0132781.42632503931
2022-05-0130737.21209878827
2022-06-0128813.24576819906
2022-07-0132836.925353806306
2022-08-0132152.437332346686
2022-09-0130112.84802515956
2022-10-0130279.345111460552
2022-11-0129358.98621774119
2022-12-0126653.408565350106
2023-01-0129062.991397650538
2023-02-0129876.977152899824
2023-03-0131615.946720932385
2023-04-0131310.702062713903
2023-05-0135070.761261677915
2023-06-0136536.860604939415
2023-07-0137549.7178799371
2023-08-0137679.21561372676
2023-09-0136809.73082971048
2023-10-0135662.75090185922
2023-11-0138322.07936361114
2023-12-0140296.91980390343
2024-01-0141855.51752844325
2024-02-0143723.98483026547
2024-03-0144598.09453334566
2024-04-0143557.48774396448
2024-05-0144482.471556747754
2024-06-0148968.64304874665
2024-07-0147183.42429007492
2024-08-0146369.43853482564
2024-09-0147414.670243270746
2024-10-0148561.650171122004
2024-11-0152428.082508556094
2024-12-0153815.55822773101
2025-01-0155452.77957635742
2025-02-0152520.580889834426
2025-03-0146683.93303117195
2025-04-0145166.95957820739
2025-05-0149680.88058458977
2025-06-0151012.85727499769
2025-07-0154250.30061973915
2025-08-0153038.571824993065
2025-09-0155526.77828138007
2025-10-0159513.45851447599
2025-11-0157987.23522338359
2025-12-0157570.99250763112
2026-01-0157404.49542133013
2026-02-0155998.52002589955
2026-03-0153760.059198964016
2026-04-0159365.46110443067
Annual Return Matrix
YearAnnual Return
20170.15805188258559855
20180.030303030303030276
20190.42898927526811836
20200.34478053218103244
20210.39337053948926104
2022-0.3005219079985435
20230.5118861703973625
20240.335475725926776
20250.0697834307322105
20260.031169665809768654
Total Factor Risk
0.17151541540741216
VTI.US Exposure
0.06098196557777062
VEA.US Exposure
-0.0009199812224954146
VWO.US Exposure
-0.002483897198578206
QQQ.US Exposure
0.747348013430399
VTV.US Exposure
-0.01351128714204759
IJR.US Exposure
0.030189518196154917
QUAL.US Exposure
-0.0259009661791055
SHV.US Exposure
0.004816945348736972
TLT.US Exposure
0.015828933293680278
LQD.US Exposure
-0.009039819291047564
HYG.US Exposure
-0.02549145921474426
GLD.US Exposure
-0.0008182296921523712
USO.US Exposure
-0.0018631947350485724
VNQ.US Exposure
0.005979320577604979
BTC-USD.CC Exposure
-0.00038664666908428845
CPER.US Exposure
0.0007157321474652926
VIX.INDX Exposure
-0.0005567463180526123
UUP.US Exposure
0.17303807411391317
TIP.US Exposure
0.015838188282011986
Idiosyncratic Exposure
0.026235536694619015
Value Score
50
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
17.2%

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 →N/A
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$0
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 →
+5.7%
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 →
+6.4%
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 NASDAQ 100 UCITS ETF USD (Acc) a high-risk investment?

iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.XETRA) has an annualized volatility of 17.2% and experienced a maximum drawdown of 30.1% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, SXRV.XETRA has generated a Compound Annual Growth Rate (CAGR) of 19.3%. It has had a positive return in 90% 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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