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iShares MSCI Chile ETF (ECH)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642866408

CUSIP

464286640

Issuer

iShares

Inception Date

Nov 12, 2007

Region

Latin America (Chile)

Leveraged

1x

Index Tracked

MSCI Chile Investable Market Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
ECH vs. EPU ECH vs. EWZS ECH vs. EPOL ECH vs. SCHD ECH vs. EWY ECH vs. EWZ ECH vs. EWW ECH vs. VOO ECH vs. SMIN ECH vs. SPYG
Popular comparisons:
ECH vs. EPU ECH vs. EWZS ECH vs. EPOL ECH vs. SCHD ECH vs. EWY ECH vs. EWZ ECH vs. EWW ECH vs. VOO ECH vs. SMIN ECH vs. SPYG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Chile ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-9.85%
12.33%
ECH (iShares MSCI Chile ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Chile ETF had a return of -7.26% year-to-date (YTD) and -1.73% in the last 12 months. Over the past 10 years, iShares MSCI Chile ETF had an annualized return of -2.21%, while the S&P 500 had an annualized return of 11.13%, indicating that iShares MSCI Chile ETF did not perform as well as the benchmark.


ECH

YTD

-7.26%

1M

-3.37%

6M

-9.16%

1Y

-1.73%

5Y (annualized)

-0.21%

10Y (annualized)

-2.21%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of ECH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-9.85%3.54%0.91%0.49%5.73%-6.02%0.54%2.50%2.33%-6.23%-7.26%
20238.01%-3.93%2.38%-1.29%-0.53%7.42%6.10%-8.95%-7.09%-7.52%10.94%5.65%9.01%
202213.94%-1.10%11.72%-12.66%19.65%-17.66%9.85%5.03%-13.58%2.79%9.89%2.54%25.12%
2021-0.93%4.94%9.04%-6.86%-7.81%0.22%-5.62%4.50%-9.03%-5.65%3.14%-5.85%-19.80%
2020-7.98%-12.10%-19.58%16.10%-5.09%7.52%8.41%-7.21%-4.97%-0.79%12.51%12.93%-7.13%
201912.82%-3.42%-4.30%-1.04%-9.85%8.11%-5.85%-7.23%4.90%-7.79%-13.14%11.38%-17.79%
20187.29%-4.02%-1.28%1.42%-7.19%-6.00%4.74%-10.12%4.55%-8.36%3.66%-3.65%-18.98%
20173.90%3.63%8.12%-1.42%-0.07%-1.31%9.10%5.92%0.98%5.18%-12.16%16.23%41.79%
20162.22%1.72%11.18%3.33%-7.68%6.50%4.48%-5.02%1.01%8.35%-6.25%-0.09%19.47%
2015-4.46%8.40%-2.47%4.79%-2.27%-6.27%-6.30%-1.93%-5.91%5.86%-7.02%-1.25%-18.53%
2014-14.48%7.78%4.02%1.05%1.83%-1.85%-4.12%-0.32%-1.66%0.00%-2.30%-4.10%-14.74%
20135.85%-1.27%-1.79%-3.34%-8.77%-4.91%-9.59%-2.65%5.98%-0.28%-5.08%0.15%-23.90%

Expense Ratio

ECH features an expense ratio of 0.59%, falling within the medium range.


Expense ratio chart for ECH: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ECH is 6, indicating that it is in the bottom 6% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ECH is 66
Combined Rank
The Sharpe Ratio Rank of ECH is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ECH is 66
Sortino Ratio Rank
The Omega Ratio Rank of ECH is 66
Omega Ratio Rank
The Calmar Ratio Rank of ECH is 66
Calmar Ratio Rank
The Martin Ratio Rank of ECH is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ECH, currently valued at -0.05, compared to the broader market0.002.004.00-0.052.46
The chart of Sortino ratio for ECH, currently valued at 0.07, compared to the broader market-2.000.002.004.006.008.0010.0012.000.073.31
The chart of Omega ratio for ECH, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.46
The chart of Calmar ratio for ECH, currently valued at -0.02, compared to the broader market0.005.0010.0015.00-0.023.55
The chart of Martin ratio for ECH, currently valued at -0.13, compared to the broader market0.0020.0040.0060.0080.00100.00-0.1315.76
ECH
^GSPC

The current iShares MSCI Chile ETF Sharpe ratio is -0.05. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI Chile ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.05
2.46
ECH (iShares MSCI Chile ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Chile ETF provided a 3.43% dividend yield over the last twelve months, with an annual payout of $0.87 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.87$1.34$1.82$1.27$0.65$0.82$0.98$0.74$0.69$0.68$0.69$0.68

Dividend yield

3.43%4.76%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%1.74%1.42%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Chile ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.70$0.00$0.00$0.00$0.00$0.00$0.70
2023$0.00$0.00$0.00$0.00$0.00$1.17$0.00$0.00$0.00$0.00$0.00$0.18$1.34
2022$0.00$0.00$0.00$0.00$0.00$1.14$0.00$0.00$0.00$0.00$0.00$0.69$1.82
2021$0.00$0.00$0.00$0.00$0.00$0.50$0.00$0.00$0.00$0.00$0.00$0.77$1.27
2020$0.00$0.00$0.00$0.00$0.00$0.51$0.00$0.00$0.00$0.00$0.00$0.15$0.65
2019$0.00$0.00$0.00$0.00$0.00$0.75$0.00$0.00$0.00$0.00$0.00$0.07$0.82
2018$0.00$0.00$0.00$0.00$0.00$0.92$0.00$0.00$0.00$0.00$0.00$0.06$0.98
2017$0.00$0.00$0.00$0.00$0.00$0.69$0.00$0.00$0.00$0.00$0.00$0.05$0.74
2016$0.00$0.00$0.00$0.00$0.00$0.68$0.00$0.00$0.00$0.00$0.00$0.02$0.69
2015$0.00$0.00$0.00$0.00$0.00$0.57$0.00$0.00$0.00$0.00$0.00$0.12$0.68
2014$0.00$0.00$0.00$0.00$0.00$0.64$0.00$0.00$0.00$0.00$0.00$0.06$0.69
2013$0.63$0.00$0.00$0.00$0.00$0.00$0.05$0.68

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-54.39%
-1.40%
ECH (iShares MSCI Chile ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Chile ETF. 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 Chile ETF was 74.09%, occurring on Mar 18, 2020. The portfolio has not yet recovered.

The current iShares MSCI Chile ETF drawdown is 54.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.09%Jan 4, 20112316Mar 18, 2020
-52.45%Apr 8, 2008131Oct 10, 2008294Dec 10, 2009425
-19.96%Dec 10, 200730Jan 23, 200834Mar 12, 200864
-14.34%Jan 20, 201088May 25, 201034Jul 14, 2010122
-7.16%Nov 19, 20075Nov 26, 20074Nov 30, 20079

Volatility

Volatility Chart

The current iShares MSCI Chile ETF volatility is 5.44%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
5.44%
4.07%
ECH (iShares MSCI Chile ETF)
Benchmark (^GSPC)