- ISIN
- IE00BYXPXK00
- Issuer
- iShares
- Inception Date
- Sep 27, 2017
- Category
- Multi-factor
- Leveraged
- 1x (No leverage)
- Index Tracked
- STOXX Developed World Equity Factor Screened Index (EUR Hedged)
- Domicile
- Ireland
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
IS07.DE Performance Chart
iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) (IS07.DE) is up 11.5% since the beginning of the year. IS07.DE is currently trading at €12 per share. Investors who bought €1,000 worth of IS07.DE shares 5 years ago would now be looking at an investment worth €1,603.
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Returns By Period
iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) (IS07.DE) has returned 11.48% so far this year and 23.44% over the past 12 months.
iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc)
- 1D
- 0.68%
- 1M
- 0.17%
- 6M
- 12.00%
- YTD
- 11.48%
- 1Y
- 23.44%
- 3Y*
- 18.84%
- 5Y*
- 9.90%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.43%
- 1M
- 0.48%
- 6M
- 11.83%
- YTD
- 12.30%
- 1Y
- 22.52%
- 3Y*
- 17.03%
- 5Y*
- 12.27%
- 10Y*
- 13.23%
IS07.DE Monthly Returns History
Based on dividend-adjusted daily data since Apr 21, 2017, IS07.DE's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +10.4%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, IS07.DE closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +8.2%, while the worst single day was Mar 12, 2020 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.00% | 1.60% | -6.11% | 9.47% | 5.86% | 0.26% | 0.59% | 11.48% | |||||
| 2025 | 5.14% | -2.28% | -4.12% | 0.12% | 5.45% | 4.07% | 3.17% | 1.33% | 2.32% | 3.16% | 0.67% | 1.05% | 21.49% |
| 2024 | 2.70% | 3.42% | 4.33% | -3.41% | 1.64% | 3.23% | 1.32% | 0.95% | 1.88% | -0.35% | 5.21% | -3.63% | 18.24% |
| 2023 | 5.50% | -1.16% | -0.15% | 0.88% | -2.91% | 5.69% | 2.97% | -1.65% | -2.52% | -3.44% | 5.94% | 3.79% | 12.98% |
| 2022 | -7.17% | -0.00% | 3.72% | -5.19% | -1.68% | -9.27% | 7.08% | -2.35% | -7.37% | 7.14% | 3.18% | -3.82% | -16.13% |
| 2021 | 0.47% | 3.42% | 4.96% | 3.30% | 1.11% | 0.82% | 1.22% | 2.02% | -4.48% | 3.31% | -1.20% | 5.54% | 22.03% |
Benchmark Metrics
iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) has an annualized alpha of 4.62%, beta of 0.42, and R2 of 0.25 versus S&P 500 Index. Calculated based on daily prices since April 21, 2017.
- This ETF participated in 82.97% of S&P 500 Index downside but only 74.45% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.42 may look defensive, but with R2 of 0.25 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.25 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.62%
- Beta
- 0.42
- R²
- 0.25
- Upside Capture
- 74.45%
- Downside Capture
- 82.97%
Expense Ratio
IS07.DE has an expense ratio of 0.33%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IS07.DE ranks 75 for risk / return — better than 75% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) (IS07.DE) 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.
| IS07.DE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 3.18 | +0.15 |
| Martin ratioReturn relative to average drawdown | 13.14 | 11.76 | +1.38 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc). 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 STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) was 33.06%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) drawdown is 0.59%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.06%Mar 2020 | 1mo 2d | 7mo 28d | 9moFeb 2020 - Nov 2020 |
Bear market2022 | -22.26%Sep 2022 | 8mo 24d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 |
Rate-hike selloffLate 2018 | -18.99%Dec 2018 | 11mo 7d | 1y 26d | 1y 12moJan 2018 - Jan 2020 |
2025 selloff2025 | -16.11%Apr 2025 | 1mo 19d | 1mo 27d | 3mo 16dFeb 2025 - Jun 2025 |
2024 pullback2024 | -8.41%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 |
Drawdown Indicators
| IS07.DE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.06% | -51.62% | +18.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -7.57% | +0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -16.11% | -23.99% | +7.88% |
Max Drawdown (5Y)Largest decline over 5 years | -22.26% | -23.99% | +1.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -0.59% | -0.43% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -9.08% | +3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.04% | -0.26% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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