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Issuer
iShares
Inception Date
Jan 22, 2010
Leveraged
1x (No leverage)
Index Tracked
iShares MSCI Australia UCITS ETF
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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iShares MSCI Australia UCITS ETF

Performance

IAUS.L Performance Chart

iShares MSCI Australia UCITS ETF (IAUS.L) is up 10.2% since the beginning of the year. IAUS.L is currently trading at $62 per share. Investors who bought $1,000 worth of IAUS.L shares 5 years ago would now be looking at an investment worth $1,372.


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S&P 500 Index

Returns By Period

iShares MSCI Australia UCITS ETF (IAUS.L) has returned 10.19% so far this year and 13.36% over the past 12 months. Over the last ten years, IAUS.L has returned 7.82% per year, falling short of the S&P 500 Index benchmark, which averaged 13.36% annually.


iShares MSCI Australia UCITS ETF

1D
-0.35%
1M
-0.56%
6M
9.67%
YTD
10.19%
1Y
13.36%
3Y*
11.01%
5Y*
6.53%
10Y*
7.82%

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAUS.L Monthly Returns History

Based on dividend-adjusted daily data since Jan 22, 2010, IAUS.L's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.

Historically, 58% of months were positive and 42% were negative. The best month was Oct 2011 with a return of +16.9%, while the worst month was Mar 2020 at -20.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IAUS.L closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.9%, while the worst single day was Mar 12, 2020 at -15.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.94%8.02%-9.34%7.47%-0.21%-2.85%1.93%10.19%
20254.47%-4.18%-2.94%5.66%4.69%3.41%-0.44%3.75%-0.46%-0.78%-3.14%3.67%13.86%
2024-1.93%-0.23%3.48%-4.45%3.60%2.33%1.90%3.29%4.95%-6.80%4.44%-7.78%1.70%
202311.10%-7.25%0.26%0.10%-5.69%5.75%3.84%-5.12%-2.34%-4.91%8.85%10.83%13.84%
2022-8.44%6.88%9.32%-5.86%-1.35%-11.58%7.07%-2.26%-9.89%4.00%12.16%-2.22%-5.50%
2021-1.01%3.62%0.47%4.42%3.71%-2.00%-0.65%0.83%-3.99%5.78%-7.78%5.51%8.27%

Benchmark Metrics

iShares MSCI Australia UCITS ETF has an annualized alpha of -1.51%, beta of 0.72, and R2 of 0.31 versus S&P 500 Index. Calculated based on daily prices since January 22, 2010.

  • This ETF participated in 116.77% of S&P 500 Index downside but only 88.14% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.31 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-1.51%
Beta
0.72
0.31
Upside Capture
88.14%
Downside Capture
116.77%

Expense Ratio

IAUS.L has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IAUS.L ranks 28 for risk / return — below 28% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


IAUS.L Risk / Return Rank: 2828
Overall Rank
IAUS.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IAUS.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
IAUS.L Omega Ratio Rank: 2525
Omega Ratio Rank
IAUS.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
IAUS.L Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI Australia UCITS ETF (IAUS.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IAUS.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.15

1.31

-0.16

Calmar ratioReturn relative to maximum drawdown

1.35

2.35

-1.00

Martin ratioReturn relative to average drawdown

3.32

10.19

-6.87

Dividends

Dividend History


iShares MSCI Australia UCITS ETF doesn't pay dividends

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Australia UCITS ETF. 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 MSCI Australia UCITS ETF was 44.76%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.

The current iShares MSCI Australia UCITS ETF drawdown is 4.27%.


Drawdown

Fall

Recovery

Underwater

Related event

-44.76%Mar 2020
2mo 3d8mo 6d
10mo 9dJan 2020 - Nov 2020
COVID crash2020
-35.37%Jan 2016
1y 4mo1y 11mo
3y 3moSep 2014 - Dec 2017
-30.70%Oct 2011
5mo 4d1y 3mo
1y 8moMay 2011 - Jan 2013
-26.24%May 2010
1mo 10d4mo 22d
6mo 2dApr 2010 - Oct 2010
-24.60%Oct 2022
6mo 9d1y 2mo
1y 8moApr 2022 - Dec 2023
Bear market2022

Drawdown Indicators


IAUS.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-44.76%

-56.78%

+12.02%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-9.10%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-23.04%

-18.90%

-4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

-25.43%

+0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-44.76%

-33.92%

-10.84%

Current Drawdown

Current decline from peak

-4.27%

-0.49%

-3.78%

Average Drawdown

Average peak-to-trough decline

-9.27%

-10.70%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

2.09%

+1.86%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with IAUS.L

Add iShares MSCI Australia UCITS ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with IAUS.L