IXUS

iShares Core MSCI Total International Stock ETF

TREND FOLLOWING PERFORMANCE HISTORY

2026-09-09

Executive Summary

The quantitative backtest for IXUS (iShares Core MSCI Total International Stock ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -17.8% (compared to the benchmark's drawdown of -36.2%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.1%, compared to a Buy-and-Hold benchmark return of 8.0%. The strategy executed 31 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

📊 Strategy Model 4 Models Available

Compare quantitative moving average overlays for IXUS:

Excess Return MMA Active Model

Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.

Excess Return MMA CA

Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.

Excess Return SMA

Standard Signal: Classical quantitative trend following optimized for reliable directionality.

Moving Average (50/200)

Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.

🎯 Trading Horizon

Select risk profile & execution style for IXUS:

🛡️ Long-Term Investing Active Horizon

Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.

⚔️ Tactical Trading

Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.

🛡️ IXUS Drawdown Shield & Downside Protection

Why Drawdown Dictates Longevity →

Peak Drawdown Defense

-17.8% (vs -36.2% B&H)

+18.5% shallower drawdown

Downside Efficiency

0.74 Sortino

+0.18 vs 0.56 B&H

Capital Sheltered from Risk

29.5% of Time

Earning Treasury yield during downturns

* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.

📊 IXUS Quality Metrics & KPI Summary

Metric	1Y		5Y		10Y		Full
	Strategy	B&H	Strategy	B&H	Strategy	B&H	Strategy	B&H
Max Drawdown	-11.36%	-11.36%	-14.00%	-29.60%	-17.76%	-36.22%	-17.76%	-36.22%
Sharpe Ratio	1.28	1.28	0.59	0.52	0.76	0.54	0.61	0.45
Sortino Ratio	1.77	1.77	0.75	0.77	0.94	0.66	0.74	0.56
CAGR	24.34%	24.34%	7.31%	8.98%	9.40%	9.63%	7.13%	8.02%
% Time Invested	100.0%	100.0%	72.2%	100.0%	75.0%	100.0%	70.5%	100.0%
Trades / Year	0.0	0.0	1.6	0.0	2.2	0.0	2.6	0.0

Cumulative Growth Performance

Hydrating Performance Trajectory... Loading historical performance data

Figure 1: Cumulative Trajectory Analysis. Logarithmic growth comparison of IXUS under the Excess Return MMA strategy (Investing) versus Buy & Hold. The strategy produced a 7.1% CAGR with a -17.8% Max Drawdown across 31 trade signals (compared to Buy & Hold's 8.0% CAGR and -36.2% Max Drawdown).

Histogram of monthly return distribution for IXUS under Excess Return MMA strategy in Investing context, illustrating downside risk mitigation and return skewness. — **Figure 2: Monthly Return Distribution Profile.** Monthly return distribution for **IXUS** under **Excess Return MMA** (Investing). Visualizes return frequency, volatility clustering, and tail-risk truncation relative to standard buy-and-hold returns.

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Top Diversifiers for IXUS

Explore Correlation Across Horizons →

Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.

Diversifier Asset	Category	1Y Correlation (r)	Action
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Trade History

This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.

Entry Date	Exit Date	Type	Allocation	Entry Price	Exit Price	Net Return %	Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Subscribe to Unlock
2025-04-04	2025-05-01	Interest (CASH)	33.33%	$1.00	$1.00	0.30%	Interest Income
2023-12-15	2025-04-04	Completed	33.33%	$58.61	$63.24	7.86%	Signal
2024-12-30	2025-03-31	Interest (CASH)	33.33%	$1.00	$1.01	1.03%	Interest Income
2023-12-15	2024-12-30	Completed	33.33%	$58.61	$63.19	7.76%	Signal
2023-11-08	2023-12-15	Interest (CASH)	33.33%	$1.00	$1.01	0.55%	Interest Income
2023-09-27	2023-12-15	Interest (CASH)	33.33%	$1.00	$1.01	1.21%	Interest Income
2023-03-13	2023-12-15	Interest (CASH)	33.33%	$1.00	$1.04	4.11%	Interest Income
2023-04-04	2023-11-08	Completed	33.33%	$55.83	$54.54	-2.37%	Signal
2023-01-09	2023-09-27	Completed	33.33%	$54.38	$54.61	0.36%	Signal
2023-03-13	2023-04-04	Interest (CASH)	33.33%	$1.00	$1.00	0.30%	Interest Income
2023-01-18	2023-03-13	Completed	33.33%	$56.33	$52.91	-6.13%	Stop
2023-01-18	2023-03-13	Completed	33.33%	$56.33	$52.91	-6.13%	Stop
2022-08-23	2023-01-18	Interest (CASH)	33.33%	$1.00	$1.02	1.56%	Interest Income
2022-02-17	2023-01-18	Interest (CASH)	33.33%	$1.00	$1.02	2.24%	Interest Income
2021-10-08	2023-01-09	Interest (CASH)	33.33%	$1.00	$1.02	2.17%	Interest Income
2022-07-14	2022-08-23	Completed	33.33%	$48.56	$51.21	5.39%	Signal
2022-06-21	2022-07-14	Interest (CASH)	33.33%	$1.00	$1.00	0.12%	Interest Income
2022-03-30	2022-06-21	Completed	33.33%	$59.18	$50.75	-14.30%	Stop
2022-03-08	2022-03-30	Interest (CASH)	33.33%	$1.00	$1.00	0.03%	Interest Income
2020-04-01	2022-03-08	Completed	33.33%	$37.80	$54.20	43.33%	Stop
2020-06-04	2022-02-17	Completed	33.33%	$46.12	$60.79	31.75%	Signal
2020-06-04	2021-10-08	Completed	33.33%	$46.12	$61.23	32.69%	Signal
2020-04-30	2020-06-04	Interest (CASH)	33.33%	$1.00	$1.00	0.01%	Interest Income
2020-03-27	2020-06-04	Interest (CASH)	33.33%	$1.00	$1.00	0.02%	Interest Income
2020-03-24	2020-04-30	Completed	33.33%	$36.41	$42.28	16.07%	Signal
2020-03-10	2020-04-01	Interest (CASH)	33.33%	$1.00	$1.00	0.01%	Interest Income
2020-03-24	2020-03-27	Completed	33.33%	$36.41	$38.16	4.76%	Signal
2020-03-02	2020-03-24	Interest (CASH)	33.33%	$1.00	$1.00	0.02%	Interest Income
2020-03-02	2020-03-24	Interest (CASH)	33.33%	$1.00	$1.00	0.02%	Interest Income
2019-09-13	2020-03-10	Completed	33.33%	$47.89	$43.98	-8.20%	Stop
2019-09-13	2020-03-02	Completed	33.33%	$47.89	$46.33	-3.32%	Stop
2019-06-25	2020-03-02	Completed	33.33%	$47.81	$46.33	-3.15%	Stop
2019-08-05	2019-09-13	Interest (CASH)	33.33%	$1.00	$1.00	0.22%	Interest Income
2019-02-27	2019-09-13	Interest (CASH)	33.33%	$1.00	$1.01	1.23%	Interest Income
2019-03-22	2019-08-05	Completed	33.33%	$46.70	$45.53	-2.56%	Signal
2018-12-11	2019-06-25	Interest (CASH)	33.33%	$1.00	$1.01	1.27%	Interest Income
2018-12-11	2019-03-22	Interest (CASH)	33.33%	$1.00	$1.01	0.66%	Interest Income
2018-11-05	2019-02-27	Completed	33.33%	$44.77	$46.57	3.96%	Signal
2018-11-08	2018-12-11	Completed	33.33%	$45.29	$43.09	-4.92%	Stop
2018-11-08	2018-12-11	Completed	33.33%	$45.29	$43.09	-4.92%	Stop
2018-08-16	2018-11-08	Interest (CASH)	33.33%	$1.00	$1.01	0.51%	Interest Income
2018-05-07	2018-11-08	Interest (CASH)	33.33%	$1.00	$1.01	1.07%	Interest Income
2018-10-12	2018-11-05	Interest (CASH)	33.33%	$1.00	$1.00	0.15%	Interest Income
2017-02-17	2018-10-12	Completed	33.33%	$40.77	$45.09	10.55%	Stop
2016-08-01	2018-08-16	Completed	33.33%	$38.48	$46.63	21.10%	Stop
2017-02-14	2018-05-07	Completed	33.33%	$40.76	$49.51	21.39%	Signal
2015-12-14	2017-02-17	Interest (CASH)	33.33%	$1.00	$1.00	0.40%	Interest Income
2016-12-29	2017-02-14	Interest (CASH)	33.33%	$1.00	$1.00	0.06%	Interest Income
2016-05-03	2016-12-29	Completed	33.33%	$37.40	$38.38	2.57%	Signal
2015-10-20	2016-08-01	Interest (CASH)	33.33%	$1.00	$1.00	0.19%	Interest Income
2015-12-14	2016-05-03	Interest (CASH)	33.33%	$1.00	$1.00	0.10%	Interest Income
2015-10-09	2015-12-14	Completed	33.33%	$38.32	$36.04	-5.99%	Stop
2015-10-09	2015-12-14	Completed	33.33%	$38.32	$36.04	-5.99%	Stop
2015-09-16	2015-10-20	Completed	33.33%	$37.26	$38.16	2.37%	Signal
2015-08-20	2015-10-09	Interest (CASH)	33.33%	$1.00	$1.00	0.00%	Interest Income
2015-08-14	2015-10-09	Interest (CASH)	33.33%	$1.00	$1.00	0.01%	Interest Income
2015-08-24	2015-09-16	Interest (CASH)	33.33%	$1.00	$1.00	0.00%	Interest Income
2015-04-29	2015-08-24	Completed	33.33%	$42.51	$36.56	-14.04%	Stop
2014-10-22	2015-08-20	Completed	33.33%	$38.97	$38.45	-1.38%	Signal
2015-03-25	2015-08-14	Completed	33.33%	$40.95	$39.51	-3.54%	Signal
2014-12-24	2015-04-29	Interest (CASH)	33.33%	$1.00	$1.00	0.01%	Interest Income
2014-10-20	2015-03-25	Interest (CASH)	33.33%	$1.00	$1.00	0.01%	Interest Income
2014-10-22	2014-12-24	Completed	33.33%	$38.97	$39.00	0.04%	Signal
2014-10-20	2014-10-22	Interest (CASH)	33.33%	$1.00	$1.00	0.00%	Interest Income
2014-10-20	2014-10-22	Interest (CASH)	33.33%	$1.00	$1.00	0.00%	Interest Income

Next Steps: Portfolio Integration & Comparative Analysis

Single-ticker trend following is designed to truncate tail risk inside a broader portfolio. View where IXUS ranks across 40+ tracked assets, evaluate correlation against non-correlated diversifiers, or model it inside a custom all-weather asset mix.

📊 View Full 40-Asset Backtest Matrix → 🛠️ Build Custom Portfolio with IXUS → ⚖️ Compare IXUS vs Non-Correlated Assets →