PortfoliosLab logoPortfoliosLab logo
ISIN
US46429B5158
CUSIP
46429B515
Issuer
iShares
Inception Date
Jan 25, 2012
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI Finland IMI 25/50 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$201M

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

EFNL Performance Chart

iShares MSCI Finland ETF (EFNL) is up 11.7% since the beginning of the year. EFNL is currently trading at $53 per share. Investors who bought $1,000 worth of EFNL shares 5 years ago would now be looking at an investment worth $1,304.


Loading charts...

S&P 500 Index

Returns By Period

iShares MSCI Finland ETF (EFNL) has returned 11.71% so far this year and 34.67% over the past 12 months. Over the last ten years, EFNL has returned 10.11% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


iShares MSCI Finland ETF

1D
-2.56%
1M
-5.85%
YTD
11.71%
6M
12.28%
1Y
34.67%
3Y*
19.81%
5Y*
5.46%
10Y*
10.11%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFNL Monthly Returns History

Based on dividend-adjusted daily data since Jan 26, 2012, EFNL's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +13.7%, while the worst month was May 2012 at -18.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, EFNL closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +7.1%, while the worst single day was Mar 12, 2020 at -11.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.86%3.94%-4.20%11.87%3.68%-5.97%11.71%
20255.50%3.97%3.52%5.03%5.07%4.31%-1.66%3.59%2.68%6.59%-0.24%5.64%53.59%
2024-1.93%-1.31%1.12%0.87%7.47%-4.49%1.01%4.96%1.84%-6.32%-5.89%-1.81%-5.28%
20233.87%-2.49%1.36%0.66%-7.40%0.29%-0.30%-1.51%-5.63%-2.46%8.84%5.78%-0.12%
2022-5.14%-10.23%0.41%-4.99%3.22%-9.31%4.89%-3.86%-10.75%6.94%13.17%-0.14%-17.29%
20212.39%-0.39%0.14%7.19%4.60%-1.02%5.27%-0.04%-10.24%2.77%-4.70%5.39%10.50%

Benchmark Metrics

iShares MSCI Finland ETF has an annualized alpha of -0.33%, beta of 0.82, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since January 26, 2012.

  • This ETF participated in 96.72% of S&P 500 Index downside but only 81.81% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.45 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-0.33%
Beta
0.82
0.45
Upside Capture
81.81%
Downside Capture
96.72%

Expense Ratio

EFNL has an expense ratio of 0.53%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EFNL ranks 66 for risk / return — better than 66% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


EFNL Risk / Return Rank: 6666
Overall Rank
EFNL Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EFNL Sortino Ratio Rank: 5555
Sortino Ratio Rank
EFNL Omega Ratio Rank: 5555
Omega Ratio Rank
EFNL Calmar Ratio Rank: 8383
Calmar Ratio Rank
EFNL Martin Ratio Rank: 7676
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 Finland ETF (EFNL) 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.


EFNLBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.32

1.32

0.00

Calmar ratioReturn relative to maximum drawdown

4.15

2.46

+1.70

Martin ratioReturn relative to average drawdown

13.42

10.92

+2.51

Dividends

Dividend History

iShares MSCI Finland ETF provided a 1.02% dividend yield over the last twelve months, with an annual payout of $0.54 per share.


2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.54$1.62$1.64$1.54$2.22$1.09$1.30$2.17$1.36$1.30$0.79$0.51

Dividend yield

1.02%3.40%5.05%4.31%5.94%2.29%2.94%5.70%3.83%3.30%2.40%1.57%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2025$0.00$0.00$0.00$0.00$0.00$1.37$0.00$0.00$0.00$0.00$0.00$0.26$1.62
2024$0.00$0.00$0.00$0.00$0.00$1.22$0.00$0.00$0.00$0.00$0.00$0.41$1.64
2023$0.00$0.00$0.00$0.00$0.00$0.77$0.00$0.00$0.00$0.00$0.00$0.77$1.54
2022$0.00$0.00$0.00$0.00$0.00$2.05$0.00$0.00$0.00$0.00$0.00$0.17$2.22
2021$0.00$0.00$0.00$0.00$0.00$0.80$0.00$0.00$0.00$0.00$0.00$0.29$1.09

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 Finland 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 Finland ETF was 38.70%, occurring on Sep 27, 2022. Recovery took 771 trading sessions.

The current iShares MSCI Finland ETF drawdown is 8.22%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-38.70%Sep 2022
1y 20d3y 27d
4y 1moSep 2021 - Oct 2025
COVID crash2020
-38.05%Mar 2020
1y 10mo4mo 15d
2y 2moMay 2018 - Aug 2020
2012 bear market2012
-29.08%Jul 2012
4mo 28d5mo 21d
10mo 19dFeb 2012 - Jan 2013
2016 correction2016
-19.15%Feb 2016
1y 8mo1y 1mo
2y 9moJun 2014 - Mar 2017
2013 correction2013
-11.92%Apr 2013
1mo 28d3mo 23d
5mo 21dFeb 2013 - Aug 2013

Drawdown Indicators


EFNLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.70%

-56.78%

+18.08%

Max Drawdown (1Y)

Largest decline over 1 year

-8.38%

-9.10%

+0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-15.93%

-18.90%

+2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-38.70%

-25.43%

-13.27%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

-33.92%

-4.78%

Current Drawdown

Current decline from peak

-8.22%

-3.21%

-5.01%

Average Drawdown

Average peak-to-trough decline

-10.91%

-10.71%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.04%

+0.55%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with EFNL

Add iShares MSCI Finland ETF 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 EFNL