Data Source: from February 1972 to April 2024 (~52 years)
Consolidated Returns as of 30 April 2024
Consolidated Returns as of 30 April 2024
Category: Stocks
iShares Core EURO STOXX 50 (SXRT.DE) ETF
In the last 30 Years, the iShares Core EURO STOXX 50 (SXRT.DE) ETF obtained a 6.13% compound annual return, with a 17.03% standard deviation.
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Investment Returns as of Apr 30, 2024
The iShares Core EURO STOXX 50 (SXRT.DE) ETF guaranteed the following returns.
Returns are calculated in EUR, assuming:
- no fees or capital gain taxes.
ISHARES CORE EURO STOXX 50 (SXRT.DE) ETF
Consolidated returns as of 30 April 2024
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Apr 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | May 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~52Y) |
|||
| iShares Core EURO STOXX 50 (SXRT.DE) ETF | n.a. | n.a. | -2.26 | 23.29 | 16.67 | 10.12 | 7.67 | 6.13 | 6.76 | |||
| Returns over 1 year are annualized | Available data source: since Feb 1972 | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
Live update: World Markets and Indexes
Capital Growth as of Apr 30, 2024
An investment of 1€, since May 1994,
now would be worth 5.96€, with a total return of 496.10% (6.13% annualized).
The Inflation Adjusted Capital now would be 3.24€, with a net total return of 224.43% (4.00% annualized).
The Inflation Adjusted Capital now would be 3.24€, with a net total return of 224.43% (4.00% annualized).
An investment of 1€, since February 1972,
now would be worth 30.55€, with a total return of 2955.29% (6.76% annualized).
The Inflation Adjusted Capital now would be 7.37€, with a net total return of 637.07% (3.90% annualized).
The Inflation Adjusted Capital now would be 7.37€, with a net total return of 637.07% (3.90% annualized).
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Investment Metrics as of Apr 30, 2024
Metrics of iShares Core EURO STOXX 50 (SXRT.DE) ETF, updated as of 30 April 2024.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
ISHARES CORE EURO STOXX 50 (SXRT.DE) ETF
Advanced Metrics
Data Source: 1 February 1972 - 30 April 2024 (~52 years)
Swipe left to see all data
| Metrics as of Apr 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~52Y) |
|
| Investment Return (%) | -2.26 | 7.24 | 23.29 | 16.67 | 10.67 | 10.12 | 7.67 | 6.22 | 6.13 | 6.76 |
| Euro Inflation (%) | 0.00 | 1.39 | 0.63 | 1.79 | 5.36 | 3.58 | 2.24 | 2.08 | 2.05 | 2.76 |
| Pending updates, the monthly inflation after Mar 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -9.15 | -20.89 | -25.81 | -25.81 | -52.60 | -55.39 | -55.39 | |||
| Start to Recovery (# months) details | 5 | 14 | 15 | 15 | 93 | 80 | 80 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2020 01 | 2020 01 | 2007 06 | 2000 09 | 2000 09 | |||
| Start to Bottom (# months) | 3 | 9 | 3 | 3 | 21 | 31 | 31 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2003 03 | 2003 03 | |||
| Bottom to End (# months) | 2 | 5 | 12 | 12 | 72 | 49 | 49 | |||
| End (yyyy mm) | 2023 12 | 2023 02 | 2021 03 | 2021 03 | 2015 02 | 2007 04 | 2007 04 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
-18.13 |
same as deepest |
-52.60 | -52.60 | |||
| Start to Recovery (# months) details | 24 | 93 | 93 | |||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2020 01 | 2015 04 | 2007 06 | 2007 06 | 2007 06 | |||
| Start to Bottom (# months) | 3 | 9 | 3 | 15 | 21 | 21 | 21 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2016 06 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 5 | 12 | 9 | 72 | 72 | 72 | |||
| End (yyyy mm) | 2023 12 | 2023 02 | 2021 03 | 2017 03 | 2015 02 | 2015 02 | 2015 02 | |||
| Longest negative period (# months) details | 6 | 22 | 35 | 68 | 154 | 196 | 196 | |||
| Period Start (yyyy mm) | 2023 05 | 2022 01 | 2019 11 | 2015 03 | 2007 06 | 2000 03 | 2000 03 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2022 09 | 2020 10 | 2020 03 | 2016 06 | 2016 06 | |||
| Annualized Return (%) | -10.45 | -0.10 | -0.27 | -0.27 | -0.24 | -0.15 | -0.15 | |||
| Deepest Drawdown Depth (%) | -10.01 | -26.79 | -26.79 | -26.79 | -53.93 | -58.07 | -58.07 | |||
| Start to Recovery (# months) details | 5 | 25 | 25 | 25 | 124 | 232 | 232 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | 2000 09 | 2000 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 21 | 31 | 31 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2003 03 | 2003 03 | |||
| Bottom to End (# months) | 2 | 16 | 16 | 16 | 103 | 201 | 201 | |||
| End (yyyy mm) | 2023 12 | 2024 01 | 2024 01 | 2024 01 | 2017 09 | 2019 12 | 2019 12 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | ||||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 06 | 2000 09 | 2000 09 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 21 | 31 | 31 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2003 03 | 2003 03 | |||
| Bottom to End (# months) | 2 | 16 | 16 | 16 | 103 | 201 | 201 | |||
| End (yyyy mm) | 2023 12 | 2024 01 | 2024 01 | 2024 01 | 2017 09 | 2019 12 | 2019 12 | |||
| Longest negative period (# months) details | 6 | 30 | 42 | 91 | 188 | 274 | 274 | |||
| Period Start (yyyy mm) | 2023 05 | 2021 05 | 2019 05 | 2015 03 | 2007 02 | 2000 01 | 2000 01 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2022 10 | 2022 09 | 2022 09 | 2022 10 | 2022 10 | |||
| Annualized Return (%) | -12.48 | -2.20 | -0.37 | -0.45 | -0.09 | -0.04 | -0.04 | |||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 13.13 | 16.32 | 19.03 | 16.82 | 16.66 | 17.03 | 15.01 | |||
| Sharpe Ratio | 0.87 | 0.49 | 0.43 | 0.38 | 0.29 | 0.23 | 0.18 | |||
| Sortino Ratio | 1.23 | 0.71 | 0.60 | 0.53 | 0.39 | 0.30 | 0.25 | |||
| Ulcer Index | 3.43 | 7.36 | 8.82 | 8.43 | 18.65 | 21.47 | 17.43 | |||
| Ratio: Return / Standard Deviation | 1.27 | 0.65 | 0.53 | 0.46 | 0.37 | 0.36 | 0.45 | |||
| Ratio: Return / Deepest Drawdown | 1.82 | 0.51 | 0.39 | 0.30 | 0.12 | 0.11 | 0.12 | |||
| % Positive Months details | 58% | 58% | 58% | 57% | 58% | 58% | 59% | |||
| Positive Months | 7 | 21 | 35 | 69 | 141 | 212 | 371 | |||
| Negative Months | 5 | 15 | 25 | 51 | 99 | 148 | 256 | |||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 7.67 | 9.93 | 9.93 | 14.34 | ||||||
| Worst 10 Years Return (%) - Annualized | 1.01 | -3.33 | -3.33 | |||||||
| Best 10 Years Return (%) - Annualized | 5.31 | 8.57 | 8.57 | 11.61 | ||||||
| Worst 10 Years Return (%) - Annualized | -0.49 | -5.26 | -5.26 | |||||||
|
ROLLING PERIODS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 50.53 | 30.98 | 27.17 | 9.93 | 7.14 | 6.13 | ||||
| Worst Rolling Return (%) - Annualized | -42.28 | -23.20 | -10.46 | -3.33 | 0.27 | |||||
| % Positive Periods | 68% | 74% | 71% | 82% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 71.71 | 21.05 | 12.22 | 6.40 | 3.43 | 5.64 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 3.90 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 48.32 | 28.85 | 25.16 | 8.57 | 5.23 | 4.00 | ||||
| Worst Rolling Return (%) - Annualized | -43.04 | -24.98 | -12.30 | -5.26 | -1.36 | |||||
| % Positive Periods | 65% | 69% | 64% | 75% | 92% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 71.71 | 21.05 | 12.22 | 6.40 | 3.43 | 5.64 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 3.90 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Over all the available data source (Feb 1972 - Apr 2024) | ||||||||||
| Best Rolling Return (%) - Annualized | 54.04 | 30.98 | 27.17 | 14.34 | 13.06 | 9.11 | ||||
| Worst Rolling Return (%) - Annualized | -42.28 | -23.20 | -10.46 | -3.33 | 0.27 | 4.28 | ||||
| % Positive Periods | 68% | 82% | 85% | 91% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 71.71 | 21.05 | 12.22 | 6.40 | 3.43 | 4.28 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 2.39 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 54.04 | 28.85 | 25.16 | 11.61 | 10.21 | 6.31 | ||||
| Worst Rolling Return (%) - Annualized | -43.04 | -24.98 | -12.30 | -5.26 | -1.36 | 2.28 | ||||
| % Positive Periods | 61% | 70% | 71% | 85% | 97% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 71.71 | 21.05 | 12.22 | 6.40 | 3.43 | 4.28 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 2.39 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
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Correlations as of Apr 30, 2024
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
Monthly correlations of iShares Core EURO STOXX 50 (SXRT.DE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
ISHARES CORE EURO STOXX 50 (SXRT.DE) ETF
Monthly correlations as of 30 April 2024
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| Correlation vs SXRT.DE | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
VTI
|
US Total Stock Market |
0.92
|
0.86
|
0.78
|
0.80
|
0.79
|
|
SPY
|
US Large Cap |
0.93
|
0.86
|
0.79
|
0.79
|
0.78
|
|
IJR
|
US Small Cap |
0.79
|
0.83
|
0.70
|
0.71
|
0.71
|
|
VNQ
|
US REITs |
0.82
|
0.79
|
0.61
|
0.50
|
0.50
|
|
QQQ
|
US Technology |
0.73
|
0.72
|
0.69
|
0.68
|
0.67
|
|
PFF
|
Preferred Stocks |
0.87
|
0.72
|
0.62
|
0.38
|
0.37
|
|
EFA
|
EAFE Stocks |
0.95
|
0.93
|
0.87
|
0.81
|
0.78
|
|
VT
|
World All Countries |
0.94
|
0.90
|
0.82
|
0.83
|
0.82
|
|
EEM
|
Emerging Markets |
0.81
|
0.70
|
0.58
|
0.66
|
0.65
|
|
VGK
|
Europe |
0.92
|
0.93
|
0.88
|
0.85
|
0.84
|
|
VPL
|
Pacific |
0.91
|
0.85
|
0.75
|
0.62
|
0.58
|
|
FLLA
|
Latin America |
0.76
|
0.70
|
0.51
|
0.63
|
0.63
|
|
BND
|
US Total Bond Market |
0.71
|
0.41
|
0.28
|
0.05
|
0.06
|
|
TLT
|
Long Term Treasuries |
0.76
|
0.09
|
0.01
|
-0.18
|
-0.16
|
|
BIL
|
US Cash |
0.19
|
-0.01
|
0.01
|
0.01
|
0.01
|
|
TIP
|
TIPS |
0.73
|
0.46
|
0.34
|
0.05
|
0.07
|
|
LQD
|
Invest. Grade Bonds |
0.76
|
0.58
|
0.47
|
0.22
|
0.23
|
|
HYG
|
High Yield Bonds |
0.82
|
0.76
|
0.68
|
0.58
|
0.58
|
|
CWB
|
US Convertible Bonds |
0.79
|
0.72
|
0.66
|
0.72
|
0.71
|
|
BNDX
|
International Bonds |
0.60
|
0.45
|
0.34
|
0.04
|
0.06
|
|
EMB
|
Emerg. Market Bonds |
0.85
|
0.73
|
0.60
|
0.50
|
0.50
|
|
GLD
|
Gold |
0.17
|
0.09
|
-0.04
|
-0.06
|
-0.05
|
|
DBC
|
Commodities |
0.10
|
0.53
|
0.37
|
0.23
|
0.23
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
ISHARES CORE EURO STOXX 50 (SXRT.DE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 February 1972 - 30 April 2024 (~52 years)
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Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
ISHARES CORE EURO STOXX 50 (SXRT.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 February 1972 - 30 April 2024 (~52 years)
If you need a deeper detail about rolling returns, please refer to the iShares Core EURO STOXX 50 (SXRT.DE) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in iShares Core EURO STOXX 50 (SXRT.DE) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns
This section provides a visual/tabular representation of the performance variability in the iShares Core EURO STOXX 50 (SXRT.DE) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ISHARES CORE EURO STOXX 50 (SXRT.DE) ETF
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 February 1972 - 30 April 2024 (~52 years)
212 Positive Months (59%) - 148 Negative Months (41%)
371 Positive Months (59%) - 256 Negative Months (41%)
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Investment Returns, up to April 2010, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
You can find additional information on extended Data Sources here.
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