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iSHARES FUNDS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iSHARES FUNDS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


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The earliest data available for this chart is Sep 3, 2020, corresponding to the inception date of KWT

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
iSHARES FUNDS
-0.52%-1.48%6.18%12.84%39.64%18.55%10.90%
EWM
iShares MSCI Malaysia ETF
-1.08%-0.07%3.58%9.60%26.11%12.14%4.90%1.82%
EWK
iShares MSCI Belgium ETF
0.45%-2.32%2.13%5.16%28.07%12.20%6.42%6.04%
EWQ
iShares MSCI France ETF
-0.23%-2.93%-2.76%-1.78%11.93%7.63%7.64%9.09%
EWD
iShares MSCI Sweden ETF
0.00%-4.47%0.65%4.64%20.40%14.59%5.19%8.92%
EWN
iShares MSCI Netherlands ETF
-0.79%-2.61%1.89%1.38%30.44%14.42%6.66%11.47%
EWI
iShares MSCI Italy ETF
-0.37%0.78%-0.04%5.14%31.25%25.21%15.28%12.35%
EWP
iShares MSCI Spain ETF
-0.15%3.39%1.76%12.69%45.24%29.27%18.33%10.99%
EWY
iShares MSCI South Korea ETF
-2.65%-7.16%26.38%50.40%129.96%29.44%8.51%11.12%
EPU
iShares MSCI Peru ETF
-1.33%-6.84%12.73%33.53%86.05%44.41%23.70%15.94%
TUR
iShares MSCI Turkey ETF
0.67%0.44%13.16%14.23%23.17%8.97%13.81%1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 4, 2020, iSHARES FUNDS's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, your investment would double in approximately 4.8 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +17.1%, while the worst month was Jun 2022 at -10.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, iSHARES FUNDS closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.7%, while the worst single day was Apr 4, 2025 at -6.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.72%4.94%-8.32%0.59%6.18%
20254.86%1.82%2.01%3.89%4.06%5.55%-1.01%5.29%4.56%1.88%1.45%3.09%44.33%
2024-2.96%2.43%2.80%-1.20%2.96%-2.65%1.80%1.91%2.93%-4.63%-2.47%-2.38%-1.89%
20237.80%-4.14%1.00%1.87%-3.61%5.89%5.92%-5.66%-3.13%-4.32%9.56%5.15%15.79%
20221.82%-1.06%4.00%-7.02%2.18%-10.93%2.84%-1.61%-8.25%7.36%10.76%-1.96%-4.05%
2021-1.00%1.96%2.40%2.22%4.12%-0.77%-2.09%2.30%-4.96%0.53%-3.98%4.25%4.57%

Benchmark Metrics

iSHARES FUNDS has an annualized alpha of 5.46%, beta of 0.71, and R² of 0.55 versus S&P 500 Index. Calculated based on daily prices since September 04, 2020.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.72%) than losses (74.39%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 5.46% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
5.46%
Beta
0.71
0.55
Upside Capture
85.72%
Downside Capture
74.39%

Expense Ratio

iSHARES FUNDS has an expense ratio of 0.56%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Top 10 holdings

Return for Risk

Risk / Return Rank

iSHARES FUNDS ranks 88 for risk / return — in the top 88% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


iSHARES FUNDS Risk / Return Rank: 8888
Overall Rank
iSHARES FUNDS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
iSHARES FUNDS Sortino Ratio Rank: 9292
Sortino Ratio Rank
iSHARES FUNDS Omega Ratio Rank: 9393
Omega Ratio Rank
iSHARES FUNDS Calmar Ratio Rank: 8282
Calmar Ratio Rank
iSHARES FUNDS Martin Ratio Rank: 8181
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.21

0.88

+1.32

Sortino ratio

Return per unit of downside risk

2.86

1.37

+1.49

Omega ratio

Gain probability vs. loss probability

1.44

1.21

+0.23

Calmar ratio

Return relative to maximum drawdown

3.11

1.39

+1.72

Martin ratio

Return relative to average drawdown

12.30

6.43

+5.86


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
EWM
iShares MSCI Malaysia ETF
821.652.281.303.0511.12
EWK
iShares MSCI Belgium ETF
751.762.371.341.877.50
EWQ
iShares MSCI France ETF
300.631.021.130.893.15
EWD
iShares MSCI Sweden ETF
480.961.421.181.485.55
EWN
iShares MSCI Netherlands ETF
741.412.111.272.348.81
EWI
iShares MSCI Italy ETF
741.462.061.292.248.88
EWP
iShares MSCI Spain ETF
912.122.691.403.8614.58
EWY
iShares MSCI South Korea ETF
973.593.801.545.5921.99
EPU
iShares MSCI Peru ETF
952.943.301.484.1816.86
TUR
iShares MSCI Turkey ETF
521.041.681.191.764.18

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iSHARES FUNDS Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 2.21
  • 5-Year: 0.68
  • All Time: 0.87

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of iSHARES FUNDS compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

iSHARES FUNDS provided a 3.52% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.52%3.72%4.66%3.47%4.68%4.49%2.08%3.34%3.36%2.55%2.81%4.39%
EWM
iShares MSCI Malaysia ETF
3.29%3.41%3.32%3.47%3.00%6.48%1.89%2.91%3.84%5.58%5.97%37.54%
EWK
iShares MSCI Belgium ETF
1.70%1.73%3.25%2.09%2.58%3.64%1.66%2.77%2.78%2.91%1.75%2.06%
EWQ
iShares MSCI France ETF
2.70%2.63%3.31%2.73%3.23%3.79%1.02%2.44%2.90%1.90%2.84%2.25%
EWD
iShares MSCI Sweden ETF
3.25%3.27%1.77%2.41%3.68%5.46%0.98%4.15%5.17%3.23%3.91%4.08%
EWN
iShares MSCI Netherlands ETF
4.94%5.03%2.18%1.79%1.98%1.01%0.78%2.57%2.40%1.68%2.71%1.92%
EWI
iShares MSCI Italy ETF
2.81%2.80%4.07%3.40%4.57%2.63%1.66%3.80%4.71%2.19%3.64%2.31%
EWP
iShares MSCI Spain ETF
2.23%2.27%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%
EWY
iShares MSCI South Korea ETF
1.66%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%
EPU
iShares MSCI Peru ETF
1.45%1.63%5.78%4.17%5.56%3.13%1.91%2.67%1.53%3.30%0.85%1.90%
TUR
iShares MSCI Turkey ETF
2.12%2.40%1.79%4.43%1.97%4.22%0.87%3.29%4.05%2.64%2.89%3.04%

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 FUNDS. 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 FUNDS was 23.46%, occurring on Sep 29, 2022. Recovery took 196 trading sessions.

The current iSHARES FUNDS drawdown is 8.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.46%Jun 15, 2021327Sep 29, 2022196Jul 13, 2023523
-13.52%Aug 1, 202363Oct 27, 202340Dec 26, 2023103
-12.78%Feb 26, 202617Mar 20, 2026
-12.59%Mar 18, 202516Apr 8, 202512Apr 25, 202528
-10.34%Sep 27, 202473Jan 13, 202543Mar 17, 2025116

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 22 assets, with an effective number of assets of 22.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkTURUAEKWTECNSEWMECHEWZSEPUEWZEMIFEWWEWYEWPEZAEWKEWDEWIILFEWNEWQDVYEEMXCPortfolio
Benchmark1.000.260.350.410.390.440.450.420.460.420.440.500.600.590.510.600.670.660.500.760.680.530.710.70
TUR0.261.000.230.130.210.200.230.220.230.230.240.230.260.250.280.260.270.270.260.300.290.300.340.41
UAE0.350.231.000.280.230.260.240.240.250.260.280.250.290.270.280.270.260.310.300.300.290.310.380.40
KWT0.410.130.281.000.230.260.250.250.260.250.280.310.320.280.300.320.320.320.300.370.340.290.400.41
ECNS0.390.210.230.231.000.360.400.310.430.340.560.380.470.360.530.420.440.400.400.500.440.580.520.60
EWM0.440.200.260.260.361.000.400.350.420.390.400.410.480.410.480.430.440.430.440.460.460.520.570.57
ECH0.450.230.240.250.400.401.000.470.560.510.490.480.470.450.510.470.490.490.610.510.490.570.570.69
EWZS0.420.220.240.250.310.350.471.000.430.910.580.490.420.410.460.420.410.450.830.440.440.640.560.70
EPU0.460.230.250.260.430.420.560.431.000.480.480.520.490.480.610.490.530.500.600.520.510.600.600.70
EWZ0.420.230.260.250.340.390.510.910.481.000.630.530.430.450.500.440.430.480.940.440.480.720.600.75
EMIF0.440.240.280.280.560.400.490.580.480.631.000.580.490.470.540.450.480.490.680.500.500.710.610.73
EWW0.500.230.250.310.380.410.480.490.520.530.581.000.490.520.580.520.550.550.710.550.570.580.630.71
EWY0.600.260.290.320.470.480.470.420.490.430.490.491.000.500.580.520.580.550.520.640.570.600.850.72
EWP0.590.250.270.280.360.410.450.410.480.450.470.520.501.000.550.760.710.850.540.690.820.580.620.74
EZA0.510.280.280.300.530.480.510.460.610.500.540.580.580.551.000.560.600.600.590.620.610.700.720.77
EWK0.600.260.270.320.420.430.470.420.490.440.450.520.520.760.561.000.750.770.530.730.800.570.640.75
EWD0.670.270.260.320.440.440.490.410.530.430.480.550.580.710.600.751.000.780.520.810.820.580.700.77
EWI0.660.270.310.320.400.430.490.450.500.480.490.550.550.850.600.770.781.000.570.780.890.610.670.79
ILF0.500.260.300.300.400.440.610.830.600.940.680.710.520.540.590.530.520.571.000.540.570.760.690.84
EWN0.760.300.300.370.500.460.510.440.520.440.500.550.640.690.620.730.810.780.541.000.820.600.770.80
EWQ0.680.290.290.340.440.460.490.440.510.480.500.570.570.820.610.800.820.890.570.821.000.620.700.81
DVYE0.530.300.310.290.580.520.570.640.600.720.710.580.600.580.700.570.580.610.760.600.621.000.760.85
EMXC0.710.340.380.400.520.570.570.560.600.600.610.630.850.620.720.640.700.670.690.770.700.761.000.88
Portfolio0.700.410.400.410.600.570.690.700.700.750.730.710.720.740.770.750.770.790.840.800.810.850.881.00
The correlation results are calculated based on daily price changes starting from Sep 4, 2020