PortfoliosLab logoPortfoliosLab logo
Issuer
iShares
Inception Date
Jan 22, 2010
Leveraged
1x (No leverage)
Index Tracked
iShares MSCI South Africa UCITS ETF USD (Acc)
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

SRSA.L Performance Chart

iShares MSCI South Africa UCITS ETF USD (Acc) (SRSA.L) is down 4.8% since the beginning of the year. SRSA.L is currently trading at £43 per share. Investors who bought £1,000 worth of SRSA.L shares 5 years ago would now be looking at an investment worth £1,713.


Loading charts...

S&P 500 Index

Returns By Period

iShares MSCI South Africa UCITS ETF USD (Acc) (SRSA.L) has returned -4.79% so far this year and 31.31% over the past 12 months. Over the last ten years, SRSA.L has returned 6.41% per year, falling short of the S&P 500 Index benchmark, which averaged 13.06% annually.


iShares MSCI South Africa UCITS ETF USD (Acc)

1D
1.37%
1M
-5.51%
6M
-10.99%
YTD
-4.79%
1Y
31.31%
3Y*
20.62%
5Y*
11.36%
10Y*
6.41%

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRSA.L Monthly Returns History

Based on dividend-adjusted daily data since Jan 22, 2010, SRSA.L's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.

Historically, 56% of months were positive and 44% were negative. The best month was Jun 2016 with a return of +18.1%, while the worst month was Jan 2010 at -38.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SRSA.L closed higher 52% of trading days. The best single day was Mar 20, 2020 with a return of +33.5%, while the worst single day was Jan 25, 2010 at -38.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.50%12.87%-17.29%-0.95%3.42%-5.37%-0.26%-4.79%
20256.33%-1.17%5.24%0.10%4.28%2.53%3.65%5.16%12.41%2.51%3.36%7.59%65.31%
2024-5.18%-5.51%5.40%4.56%-2.19%9.80%3.56%1.15%4.97%1.79%-2.87%-5.22%9.25%
20232.53%-7.17%1.27%-0.99%-12.73%7.33%11.26%-11.59%0.45%-1.03%3.83%4.46%-5.19%
20227.08%5.52%8.40%-8.35%0.22%-8.42%-0.12%-0.22%-4.81%0.53%14.87%-4.66%7.61%
20210.60%3.31%6.16%-0.08%3.91%-4.50%-2.20%1.36%-1.98%-2.50%-1.83%3.50%5.31%

Benchmark Metrics

iShares MSCI South Africa UCITS ETF USD (Acc) has an annualized alpha of 0.32%, beta of 0.58, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since January 22, 2010.

  • This ETF participated in 106.94% of S&P 500 Index downside but only 63.18% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.58 may look defensive, but with R2 of 0.10 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 0.10 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
0.32%
Beta
0.58
0.10
Upside Capture
63.18%
Downside Capture
106.94%

Expense Ratio

SRSA.L has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SRSA.L ranks 32 for risk / return — below 32% 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.


SRSA.L Risk / Return Rank: 3232
Overall Rank
SRSA.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SRSA.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
SRSA.L Omega Ratio Rank: 3333
Omega Ratio Rank
SRSA.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
SRSA.L Martin Ratio Rank: 2727
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 South Africa UCITS ETF USD (Acc) (SRSA.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.


SRSA.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.19

1.31

-0.12

Calmar ratioReturn relative to maximum drawdown

1.34

2.50

-1.16

Martin ratioReturn relative to average drawdown

2.92

9.11

-6.18

Dividends

Dividend History


iShares MSCI South Africa UCITS ETF USD (Acc) 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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI South Africa UCITS ETF USD (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 MSCI South Africa UCITS ETF USD (Acc) was 52.58%, occurring on Mar 23, 2020. Recovery took 1289 trading sessions.

The current iShares MSCI South Africa UCITS ETF USD (Acc) drawdown is 20.04%.


Drawdown

Fall

Recovery

Underwater

Related event

-52.58%Mar 2020
2y 1mo5y 1mo
7y 3moJan 2018 - May 2025
COVID crash2020
-42.07%Jan 2016
9mo 12d6mo 22d
1y 3moApr 2015 - Aug 2016
-39.75%Feb 2010
11d5y 2mo
5y 2moJan 2010 - Apr 2015
-23.06%Mar 2026
18d
4mo 16dMar 2026 - now
-16.62%Nov 2016
3mo3mo 23d
6mo 23dAug 2016 - Mar 2017

Drawdown Indicators


SRSA.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-52.58%

-37.07%

-15.51%

Max Drawdown (1Y)

Largest decline over 1 year

-23.06%

-8.03%

-15.03%

Max Drawdown (3Y)

Largest decline over 3 years

-27.05%

-22.15%

-4.90%

Max Drawdown (5Y)

Largest decline over 5 years

-27.76%

-22.15%

-5.61%

Max Drawdown (10Y)

Largest decline over 10 years

-52.58%

-26.01%

-26.57%

Current Drawdown

Current decline from peak

-20.04%

-1.42%

-18.62%

Average Drawdown

Average peak-to-trough decline

-16.96%

-5.29%

-11.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.60%

2.20%

+8.40%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with SRSA.L

Add iShares MSCI South Africa UCITS ETF USD (Acc) 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 SRSA.L