- Issuer
- iShares
- Inception Date
- Mar 29, 2022
- Category
- Global Allocation
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- Ireland
- Distribution Policy
- Accumulating
- Asset Class
- Multi-Asset
Share Price Chart
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Performance
MACV.DE Performance Chart
iShares Conservative Portfolio UCITS ETF EUR (Acc) (MACV.DE) is up 3.7% since the beginning of the year. MACV.DE is currently trading at €5 per share. Investors who bought €1,000 worth of MACV.DE shares 5 years ago would now be looking at an investment worth €1,034.
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Returns By Period
iShares Conservative Portfolio UCITS ETF EUR (Acc) (MACV.DE) has returned 3.65% so far this year and 6.72% over the past 12 months.
iShares Conservative Portfolio UCITS ETF EUR (Acc)
- 1D
- 0.00%
- 1M
- 0.19%
- 6M
- 3.65%
- YTD
- 3.65%
- 1Y
- 6.72%
- 3Y*
- 5.11%
- 5Y*
- 0.68%
- 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%
MACV.DE Monthly Returns History
Based on dividend-adjusted daily data since Sep 9, 2020, MACV.DE's average daily return is +0.01%, while the average monthly return is +0.12%. At this rate, an investment would double in approximately 48.2 years.
Historically, 62% of months were positive and 38% were negative. The best month was Jul 2022 with a return of +3.8%, while the worst month was Sep 2022 at -4.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, MACV.DE closed higher 36% of trading days. The best single day was Sep 28, 2020 with a return of +1.8%, while the worst single day was Jun 13, 2022 at -1.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.77% | 0.95% | -3.21% | 3.12% | 1.89% | 0.56% | -0.37% | 3.65% | |||||
| 2025 | 1.21% | 0.40% | -1.19% | 0.20% | 0.60% | 0.40% | 0.79% | 0.20% | 0.59% | 0.97% | 0.39% | 0.19% | 4.83% |
| 2024 | -0.21% | -0.21% | 1.04% | -1.45% | 0.63% | 1.04% | 1.03% | 1.02% | 1.01% | -1.00% | 1.82% | -1.39% | 3.33% |
| 2023 | 1.75% | -1.07% | 1.08% | 0.21% | -0.43% | 0.22% | 0.21% | -0.21% | -1.93% | -0.66% | 3.30% | 2.56% | 5.02% |
| 2022 | -2.45% | -0.97% | -1.17% | -3.16% | -0.82% | -3.09% | 3.82% | -2.45% | -4.61% | 0.44% | 1.97% | -1.72% | -13.58% |
| 2021 | -0.19% | -1.36% | 1.19% | 0.39% | 0.58% | 0.77% | 0.96% | 0.38% | -1.33% | 1.15% | -0.00% | 0.57% | 3.11% |
Benchmark Metrics
iShares Conservative Portfolio UCITS ETF EUR (Acc) has an annualized alpha of 0.14%, beta of 0.08, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since September 09, 2020.
- This ETF participated in 40.67% of S&P 500 Index downside but only 18.50% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.08 may look defensive, but with R2 of 0.07 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 0.07 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
- 0.14%
- Beta
- 0.08
- R²
- 0.07
- Upside Capture
- 18.50%
- Downside Capture
- 40.67%
Expense Ratio
MACV.DE has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
MACV.DE ranks 45 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares Conservative Portfolio UCITS ETF EUR (Acc) (MACV.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.
| MACV.DE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.35 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 3.18 | -1.49 |
| Martin ratioReturn relative to average drawdown | 7.43 | 11.76 | -4.33 |
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 Conservative Portfolio UCITS ETF EUR (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 Conservative Portfolio UCITS ETF EUR (Acc) was 15.57%, occurring on Oct 13, 2022. Recovery took 904 trading sessions.
The current iShares Conservative Portfolio UCITS ETF EUR (Acc) drawdown is 0.37%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -15.57%Oct 2022 | 11mo 7d | 3y 6mo | 4y 5moNov 2021 - May 2026 |
2021 pullback2021 | -2.51%Mar 2021 | 17d | 2mo 3d | 2mo 20dFeb 2021 - May 2021 |
2020 pullback2020 | -2.18%Sep 2020 | 8d | 17d | 25dSep 2020 - Oct 2020 |
2021 pullback2021 | -1.89%Oct 2021 | 27d | 1mo 1d | 1mo 28dSep 2021 - Nov 2021 |
2020 pullback2020 | -1.57%Oct 2020 | 16d | 6d | 22dOct 2020 - Nov 2020 |
Drawdown Indicators
| MACV.DE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.57% | -51.62% | +36.05% |
Max Drawdown (1Y)Largest decline over 1 year | -3.95% | -7.57% | +3.62% |
Max Drawdown (3Y)Largest decline over 3 years | -3.95% | -23.99% | +20.04% |
Max Drawdown (5Y)Largest decline over 5 years | -15.57% | -23.99% | +8.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -0.37% | -0.43% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -9.08% | +2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 2.04% | -1.14% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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