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iShares MSCI Denmark ETF (EDEN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

FR0010908533

CUSIP

46429B523

Issuer

iShares

Inception Date

Jan 25, 2012

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI Denmark IMI 25/50 Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

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:
EDEN vs. EWI EDEN vs. ENZL EDEN vs. EWQ EDEN vs. EWN EDEN vs. ARGT EDEN vs. VOO EDEN vs. QQQ EDEN vs. SCHD EDEN vs. VGT EDEN vs. EPI
Popular comparisons:
EDEN vs. EWI EDEN vs. ENZL EDEN vs. EWQ EDEN vs. EWN EDEN vs. ARGT EDEN vs. VOO EDEN vs. QQQ EDEN vs. SCHD EDEN vs. VGT EDEN vs. EPI

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-11.65%
10.75%
EDEN (iShares MSCI Denmark ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Denmark ETF had a return of 0.63% year-to-date (YTD) and 7.35% in the last 12 months. Over the past 10 years, iShares MSCI Denmark ETF had an annualized return of 10.40%, while the S&P 500 had an annualized return of 11.10%, indicating that iShares MSCI Denmark ETF did not perform as well as the benchmark.


EDEN

YTD

0.63%

1M

-9.13%

6M

-11.85%

1Y

7.35%

5Y (annualized)

13.04%

10Y (annualized)

10.40%

^GSPC (Benchmark)

YTD

23.56%

1M

0.49%

6M

11.03%

1Y

30.56%

5Y (annualized)

13.70%

10Y (annualized)

11.10%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.21%3.69%2.79%-2.61%7.75%-0.95%1.87%1.58%-2.40%-5.94%0.63%
20232.56%1.86%4.63%4.11%-3.93%2.49%0.03%-2.21%-3.81%-2.90%9.26%5.50%17.99%
2022-9.49%-2.43%2.68%-4.57%-1.21%-7.91%8.56%-8.26%-13.55%10.94%14.01%3.25%-11.47%
2021-4.00%0.65%2.70%7.01%4.24%0.80%3.71%2.54%-6.69%6.25%-6.34%4.19%14.81%
20200.56%-5.36%-8.33%9.32%9.76%2.74%8.24%5.29%0.82%-2.51%10.38%7.20%42.56%
20194.15%4.92%1.56%1.97%-4.85%4.49%-3.67%1.18%0.05%3.12%4.03%5.67%24.37%
20183.16%-2.13%0.66%-2.58%-1.35%-1.86%6.23%-0.40%-4.48%-10.25%0.81%-2.38%-14.43%
20175.67%-0.67%3.51%7.38%5.20%1.41%5.07%2.82%0.30%0.75%-2.97%2.68%35.39%
2016-3.10%-2.25%6.84%1.29%2.32%-4.43%3.40%-1.54%-1.47%-4.79%-7.53%4.36%-7.62%
20150.70%7.84%2.88%5.05%0.76%-1.75%4.89%-4.34%-1.74%-0.11%4.06%1.32%20.63%
20141.51%11.62%-2.77%2.66%3.44%1.72%-3.41%-1.48%-3.20%0.65%-0.52%-4.14%5.23%
20138.85%-0.23%-0.49%3.67%0.22%-3.45%9.13%0.45%7.58%3.12%3.64%4.13%42.29%

Expense Ratio

EDEN features an expense ratio of 0.53%, falling within the medium range.


Expense ratio chart for EDEN: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EDEN is 20, indicating that it is in the bottom 20% 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 EDEN is 2020
Combined Rank
The Sharpe Ratio Rank of EDEN is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of EDEN is 1717
Sortino Ratio Rank
The Omega Ratio Rank of EDEN is 1616
Omega Ratio Rank
The Calmar Ratio Rank of EDEN is 2828
Calmar Ratio Rank
The Martin Ratio Rank of EDEN is 2020
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 Denmark ETF (EDEN) 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 EDEN, currently valued at 0.58, compared to the broader market0.002.004.000.582.51
The chart of Sortino ratio for EDEN, currently valued at 0.92, compared to the broader market-2.000.002.004.006.008.0010.000.923.36
The chart of Omega ratio for EDEN, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.47
The chart of Calmar ratio for EDEN, currently valued at 0.60, compared to the broader market0.005.0010.0015.000.603.62
The chart of Martin ratio for EDEN, currently valued at 2.26, compared to the broader market0.0020.0040.0060.0080.00100.002.2616.12
EDEN
^GSPC

The current iShares MSCI Denmark ETF Sharpe ratio is 0.58. 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 Denmark 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.58
2.51
EDEN (iShares MSCI Denmark ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Denmark ETF provided a 1.40% dividend yield over the last twelve months, with an annual payout of $1.57 per share. The fund has been increasing its distributions for 3 consecutive years.


0.50%1.00%1.50%2.00%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.57$2.15$1.43$0.82$0.41$1.62$1.14$1.37$0.65$0.82$0.41$0.39

Dividend yield

1.40%1.92%1.47%0.74%0.42%2.36%2.01%2.03%1.28%1.46%0.87%0.86%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Denmark 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$1.23$0.00$0.00$0.00$0.00$0.00$1.23
2023$0.00$0.00$0.00$0.00$0.00$1.82$0.00$0.00$0.00$0.00$0.00$0.33$2.15
2022$0.00$0.00$0.00$0.00$0.00$1.34$0.00$0.00$0.00$0.00$0.00$0.09$1.43
2021$0.00$0.00$0.00$0.00$0.00$0.79$0.00$0.00$0.00$0.00$0.00$0.03$0.82
2020$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$0.00$0.00$0.00$0.05$0.41
2019$0.00$0.00$0.00$0.00$0.00$1.52$0.00$0.00$0.00$0.00$0.00$0.10$1.62
2018$0.00$0.00$0.00$0.00$0.00$0.92$0.00$0.00$0.00$0.00$0.00$0.23$1.14
2017$0.00$0.00$0.00$0.00$0.00$0.80$0.00$0.00$0.00$0.00$0.00$0.57$1.37
2016$0.00$0.00$0.00$0.00$0.00$0.62$0.00$0.00$0.00$0.00$0.00$0.03$0.65
2015$0.00$0.00$0.00$0.00$0.00$0.81$0.00$0.00$0.00$0.00$0.00$0.01$0.82
2014$0.00$0.00$0.00$0.00$0.00$0.40$0.00$0.00$0.00$0.00$0.00$0.01$0.41
2013$0.37$0.00$0.00$0.00$0.00$0.00$0.02$0.39

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.53%
-1.80%
EDEN (iShares MSCI Denmark ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Denmark 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 Denmark ETF was 36.61%, occurring on Sep 27, 2022. Recovery took 322 trading sessions.

The current iShares MSCI Denmark ETF drawdown is 15.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.61%Sep 3, 2021268Sep 27, 2022322Jan 9, 2024590
-29.84%Feb 20, 202022Mar 20, 202049Jun 1, 202071
-20.41%Jan 29, 2018229Dec 24, 2018246Dec 16, 2019475
-18.34%Jun 8, 2016119Nov 23, 2016105Apr 27, 2017224
-17.18%Jul 3, 201474Oct 16, 2014115Apr 2, 2015189

Volatility

Volatility Chart

The current iShares MSCI Denmark ETF volatility is 4.49%, 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
4.49%
4.06%
EDEN (iShares MSCI Denmark ETF)
Benchmark (^GSPC)