iShares Edge MSCI USA Multifactor UCITS (FSUS.L)
The investment objective of the Fund is to provide investors with a total return, taking into account both capital and income returns, which reflects the return of the MSCI USA Diversified Multiple-Factor Index.
ETF Info
IE00BZ0PKS76
Sep 4, 2015
1x
Russell 1000 TR USD
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in iShares Edge MSCI USA Multifactor UCITS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iShares Edge MSCI USA Multifactor UCITS had a return of 23.82% year-to-date (YTD) and 27.33% in the last 12 months.
FSUS.L
23.82%
3.48%
12.20%
27.33%
11.88%
N/A
^GSPC (Benchmark)
23.56%
0.49%
11.03%
30.56%
13.70%
11.10%
Monthly Returns
The table below presents the monthly returns of FSUS.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.43% | 4.29% | 4.73% | -3.86% | 0.85% | 6.53% | -0.65% | -0.37% | 0.30% | 4.46% | 23.82% | ||
| 2023 | 3.33% | -0.35% | -1.51% | -0.31% | -0.80% | 4.70% | 1.90% | 0.48% | 0.00% | -2.81% | 2.67% | 3.82% | 11.36% |
| 2022 | -6.99% | -0.27% | 7.14% | -2.13% | -2.34% | -6.46% | 8.11% | 2.42% | -3.76% | 5.42% | -1.89% | -4.75% | -6.73% |
| 2021 | 0.97% | 0.74% | 6.00% | 3.44% | -1.73% | 3.25% | 1.44% | 3.90% | -2.76% | 3.06% | 2.52% | 3.95% | 27.38% |
| 2020 | -0.55% | -6.53% | -10.02% | 8.70% | 5.61% | 0.79% | -1.87% | 3.94% | 1.49% | -1.74% | 6.51% | 1.70% | 6.64% |
| 2019 | 5.56% | 2.03% | 1.56% | 2.61% | -3.63% | 6.20% | 6.93% | -3.70% | 1.96% | -2.75% | 4.20% | -0.69% | 21.37% |
| 2018 | -1.87% | 0.22% | -3.86% | 3.71% | 5.21% | 0.19% | 3.06% | 3.87% | -1.21% | -5.07% | -0.37% | -9.00% | -5.92% |
| 2017 | -1.43% | 5.57% | -1.36% | -2.66% | 1.72% | -0.02% | 0.54% | 1.94% | -0.98% | 4.11% | 1.75% | 0.92% | 10.24% |
| 2016 | -3.45% | 5.01% | 2.92% | -2.97% | 1.64% | 8.20% | 4.41% | 1.65% | 1.34% | 4.67% | 4.35% | 3.74% | 35.72% |
| 2015 | 0.06% | 4.54% | 2.30% | 0.26% | 7.28% |
Expense Ratio
FSUS.L features an expense ratio of 0.35%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of FSUS.L is 80, placing it in the top 20% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Edge MSCI USA Multifactor UCITS (FSUS.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Edge MSCI USA Multifactor UCITS. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares Edge MSCI USA Multifactor UCITS was 27.61%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current iShares Edge MSCI USA Multifactor UCITS drawdown is 1.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.61% | Feb 20, 2020 | 23 | Mar 23, 2020 | 162 | Nov 16, 2020 | 185 |
| -18.38% | Sep 5, 2018 | 79 | Dec 24, 2018 | 137 | Jul 12, 2019 | 216 |
| -14.04% | Jan 4, 2022 | 113 | Jun 16, 2022 | 42 | Aug 15, 2022 | 155 |
| -10.71% | Aug 22, 2022 | 150 | Mar 24, 2023 | 182 | Dec 13, 2023 | 332 |
| -10.66% | Dec 3, 2015 | 48 | Feb 11, 2016 | 11 | Feb 26, 2016 | 59 |
Volatility
Volatility Chart
The current iShares Edge MSCI USA Multifactor UCITS volatility is 4.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.