- ISIN
- IE00BLLZQS08
- 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
MODR.DE Performance Chart
iShares Moderate Portfolio UCITS ETF EUR (Acc) (MODR.DE) is up 6.7% since the beginning of the year. MODR.DE is currently trading at €7 per share. Investors who bought €1,000 worth of MODR.DE shares 5 years ago would now be looking at an investment worth €1,213.
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Returns By Period
iShares Moderate Portfolio UCITS ETF EUR (Acc) (MODR.DE) has returned 6.71% so far this year and 12.69% over the past 12 months.
iShares Moderate Portfolio UCITS ETF EUR (Acc)
- 1D
- 0.15%
- 1M
- 0.29%
- 6M
- 6.54%
- YTD
- 6.71%
- 1Y
- 12.69%
- 3Y*
- 9.29%
- 5Y*
- 3.93%
- 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%
MODR.DE Monthly Returns History
Based on dividend-adjusted daily data since Sep 10, 2020, MODR.DE's average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, an investment would double in approximately 12.6 years.
Historically, 65% of months were positive and 35% were negative. The best month was Jul 2022 with a return of +6.3%, while the worst month was Sep 2022 at -5.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, MODR.DE closed higher 45% of trading days. The best single day was Oct 16, 2020 with a return of +2.7%, while the worst single day was Apr 9, 2025 at -2.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.94% | 1.24% | -4.58% | 5.28% | 3.80% | 0.15% | 0.00% | 6.71% | |||||
| 2025 | 2.18% | -0.66% | -3.47% | -0.68% | 2.75% | 1.34% | 1.82% | 0.16% | 1.46% | 2.24% | -0.00% | 0.16% | 7.37% |
| 2024 | 0.73% | 0.73% | 1.99% | -1.42% | 0.18% | 2.69% | 0.35% | 0.87% | 1.03% | 0.00% | 3.24% | -1.32% | 9.34% |
| 2023 | 3.19% | -1.35% | 0.98% | -0.00% | -0.39% | 1.56% | 1.72% | -1.13% | -2.29% | -2.53% | 5.40% | 3.61% | 8.76% |
| 2022 | -4.21% | -1.93% | 0.72% | -3.74% | -2.03% | -4.72% | 6.34% | -2.42% | -5.73% | 1.42% | 2.79% | -2.52% | -15.49% |
| 2021 | 0.19% | -1.13% | 2.66% | 1.48% | 0.73% | 1.63% | 1.42% | 1.40% | -2.08% | 3.00% | 0.00% | 1.89% | 11.65% |
Benchmark Metrics
iShares Moderate Portfolio UCITS ETF EUR (Acc) has an annualized alpha of 1.72%, beta of 0.21, and R2 of 0.18 versus S&P 500 Index. Calculated based on daily prices since September 10, 2020.
- This ETF participated in 64.73% of S&P 500 Index downside but only 41.22% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.21 may look defensive, but with R2 of 0.18 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 0.18 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
- 1.72%
- Beta
- 0.21
- R²
- 0.18
- Upside Capture
- 41.22%
- Downside Capture
- 64.73%
Expense Ratio
MODR.DE has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
MODR.DE ranks 65 for risk / return — better than 65% 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 Moderate Portfolio UCITS ETF EUR (Acc) (MODR.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.
| MODR.DE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.35 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.18 | -0.74 |
| Martin ratioReturn relative to average drawdown | 10.15 | 11.76 | -1.62 |
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 Moderate 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 Moderate Portfolio UCITS ETF EUR (Acc) was 17.98%, occurring on Oct 12, 2022. Recovery took 514 trading sessions.
The current iShares Moderate Portfolio UCITS ETF EUR (Acc) drawdown is 0.44%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -17.98%Oct 2022 | 9mo 9d | 2y 4d | 2y 9moJan 2022 - Oct 2024 |
2025 selloff2025 | -10.57%Apr 2025 | 1mo 20d | 3mo 21d | 5mo 11dFeb 2025 - Jul 2025 |
2026 pullback2026 | -5.18%Mar 2026 | 28d | 21d | 1mo 19dFeb 2026 - Apr 2026 |
2020 pullback2020 | -5.14%Oct 2020 | 11d | 18d | 29dOct 2020 - Nov 2020 |
2021 pullback2021 | -4.03%Mar 2021 | 17d | 1mo 2d | 1mo 19dFeb 2021 - Apr 2021 |
Drawdown Indicators
| MODR.DE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.98% | -51.62% | +33.64% |
Max Drawdown (1Y)Largest decline over 1 year | -5.18% | -7.57% | +2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -10.57% | -23.99% | +13.42% |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | -23.99% | +6.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -0.44% | -0.43% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -5.42% | -9.08% | +3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 2.04% | -0.79% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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