XUSW.LSE

10-Year Study

XUSW.LSE · Unknown · Unknown · Common Stock

Executive Summary: XUSW.LSE has compounded at 16.6% annually over the last 10 years, with a maximum drawdown of 16.2% and an annualized volatility of 24.0%.

1Y CAGR
+20.5%
3Y CAGR
+16.4%
5Y CAGR
+16.6%
10Y CAGR
+16.6%

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 →
16.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +26.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 1.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.40.7-4.36.8————————1.4%
20254.3-5.4-8.1-3.56.03.27.1-1.24.04.9-1.1-0.88.3%
20243.43.03.1-1.71.94.9-0.9-1.20.64.36.9-0.426.1%
2023———0.72.34.12.3-0.1-0.8-2.94.64.915.9%

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 24.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 69.9% of variance. Idiosyncratic stock-specific factors contribute 1.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-03-0110000
2023-04-0110066.16894440508
2023-05-0110300.30540504992
2023-06-0110727.010484243932
2023-07-0110971.326717213931
2023-08-0110959.828416501547
2023-09-0110874.145116192238
2023-10-0110561.104176301622
2023-11-0111050.109679362882
2023-12-0111587.980669277473
2024-01-0111985.021150933228
2024-02-0112347.68570179942
2024-03-0112730.316394200783
2024-04-0112509.731126451608
2024-05-0112745.135200498964
2024-06-0113367.883676231613
2024-07-0113246.558019746528
2024-08-0113085.74287084141
2024-09-0113162.952390246384
2024-10-0113731.418194469785
2024-11-0114675.303432094257
2024-12-0114609.970511738027
2025-01-0115232.754627959963
2025-02-0114403.316771820251
2025-03-0113231.535892942758
2025-04-0112764.011421928237
2025-05-0113529.725610661599
2025-06-0113963.321693602107
2025-07-0114951.852923580853
2025-08-0114776.996949343833
2025-09-0115372.45058064297
2025-10-0116123.670630963948
2025-11-0115947.872390076667
2025-12-0115826.527895047244
2026-01-0115605.901895310306
2026-02-0115710.667113587087
2026-03-0115027.557735471197
2026-04-0116050.100344949022
Annual Return Matrix
YearAnnual Return
20240.2607865795351707
20250.0832689828040245
20260.014126437041932727
Total Factor Risk
0.23971749625240438
VTI.US Exposure
0.1957837003447446
VEA.US Exposure
-0.008059801933622568
VWO.US Exposure
0.000041605176218883966
QQQ.US Exposure
0.021580940452933024
VTV.US Exposure
-0.010497386290024916
IJR.US Exposure
0.0027183158246813074
QUAL.US Exposure
-0.015501128618988407
SHV.US Exposure
0.6991351892750881
TLT.US Exposure
0.01643264810586683
LQD.US Exposure
0.0037880760434550746
HYG.US Exposure
0.01834936536989207
GLD.US Exposure
-0.0008579105880869373
USO.US Exposure
0.00004651384553706756
VNQ.US Exposure
-0.0020079933252464925
BTC-USD.CC Exposure
0.004341423337418118
CPER.US Exposure
0.00016891981906425778
VIX.INDX Exposure
-0.0021068594486401172
UUP.US Exposure
0.0480767489204861
TIP.US Exposure
0.010237672786378577
Idiosyncratic Exposure
0.018329960902845503
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.0%

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 →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
1.30
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 →
+3.4%
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 →
+4.5%
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 →
0.6% 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 XUSW.LSE a high-risk investment?

XUSW.LSE (XUSW.LSE) has an annualized volatility of 24.0% and experienced a maximum drawdown of 16.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of XUSW.LSE?

Over the past 10 years, XUSW.LSE has generated a Compound Annual Growth Rate (CAGR) of 16.6%. It has had a positive return in 100% 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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