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iShares MSCI USA Equal Weighted ETF (EUSA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642866812

CUSIP

464286681

Issuer

iShares

Inception Date

May 5, 2010

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI USA Index

Asset Class

Equity

Asset Class Size

Multi-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:
EUSA vs. RSP EUSA vs. VOO EUSA vs. ITOT EUSA vs. ^GSPC EUSA vs. VTI EUSA vs. SCHG EUSA vs. SPTM EUSA vs. GSEW EUSA vs. VIG EUSA vs. RYT
Popular comparisons:
EUSA vs. RSP EUSA vs. VOO EUSA vs. ITOT EUSA vs. ^GSPC EUSA vs. VTI EUSA vs. SCHG EUSA vs. SPTM EUSA vs. GSEW EUSA vs. VIG EUSA vs. RYT

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.60%
12.33%
EUSA (iShares MSCI USA Equal Weighted ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI USA Equal Weighted ETF had a return of 18.44% year-to-date (YTD) and 29.72% in the last 12 months. Over the past 10 years, iShares MSCI USA Equal Weighted ETF had an annualized return of 10.31%, while the S&P 500 had an annualized return of 11.13%, indicating that iShares MSCI USA Equal Weighted ETF did not perform as well as the benchmark.


EUSA

YTD

18.44%

1M

2.18%

6M

11.04%

1Y

29.72%

5Y (annualized)

11.60%

10Y (annualized)

10.31%

^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 EUSA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.85%4.55%4.31%-5.09%2.65%-0.12%4.07%2.48%2.16%-1.12%18.44%
20238.20%-3.23%-0.65%-0.49%-2.37%7.75%4.10%-3.18%-4.89%-4.40%9.82%7.43%17.72%
2022-5.94%-1.21%2.37%-8.15%0.15%-9.16%8.79%-3.23%-9.65%8.85%6.13%-5.11%-17.13%
2021-0.57%5.01%4.25%4.93%1.44%1.62%1.31%2.31%-4.10%5.63%-2.88%4.63%25.60%
2020-1.18%-8.80%-18.52%13.96%6.32%1.72%4.84%4.77%-2.43%-0.65%14.31%4.43%15.03%
201910.62%3.90%0.58%3.87%-6.81%7.29%1.33%-3.26%2.91%1.22%3.90%2.50%30.56%
20184.53%-4.42%-0.21%0.30%1.39%1.11%2.70%2.41%-0.13%-7.66%2.54%-10.34%-8.58%
20172.58%3.13%-0.14%0.78%0.49%1.39%1.45%-0.81%2.73%1.11%3.73%1.20%19.02%
2016-7.06%1.47%7.61%1.52%1.94%-0.26%4.88%0.28%0.31%-2.75%5.22%0.85%14.03%
2015-2.69%5.13%-1.38%0.34%1.72%-1.66%1.58%-5.75%-4.45%7.83%-0.05%-2.60%-2.76%
2014-3.09%4.71%0.51%0.37%2.37%2.34%-1.50%3.91%-1.29%1.94%3.06%0.21%14.11%
20135.15%0.93%3.70%2.12%3.82%-2.06%4.58%-3.21%3.79%4.68%2.78%2.20%32.01%

Expense Ratio

EUSA has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for EUSA: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of EUSA is 75, placing it in the top 25% 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 EUSA is 7575
Combined Rank
The Sharpe Ratio Rank of EUSA is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of EUSA is 7878
Sortino Ratio Rank
The Omega Ratio Rank of EUSA is 7575
Omega Ratio Rank
The Calmar Ratio Rank of EUSA is 6969
Calmar Ratio Rank
The Martin Ratio Rank of EUSA is 7575
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 USA Equal Weighted ETF (EUSA) 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 EUSA, currently valued at 2.44, compared to the broader market0.002.004.002.442.46
The chart of Sortino ratio for EUSA, currently valued at 3.36, compared to the broader market-2.000.002.004.006.008.0010.0012.003.363.31
The chart of Omega ratio for EUSA, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.431.46
The chart of Calmar ratio for EUSA, currently valued at 2.48, compared to the broader market0.005.0010.0015.002.483.55
The chart of Martin ratio for EUSA, currently valued at 13.78, compared to the broader market0.0020.0040.0060.0080.00100.0013.7815.76
EUSA
^GSPC

The current iShares MSCI USA Equal Weighted ETF Sharpe ratio is 2.44. 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 USA Equal Weighted 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.44
2.46
EUSA (iShares MSCI USA Equal Weighted ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI USA Equal Weighted ETF provided a 1.41% dividend yield over the last twelve months, with an annual payout of $1.40 per share. The fund has been increasing its distributions for 4 consecutive years.


1.20%1.40%1.60%1.80%2.00%2.20%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.40$1.29$1.26$1.10$1.05$0.96$1.00$0.83$0.75$0.93$0.85$0.78

Dividend yield

1.41%1.53%1.73%1.23%1.45%1.49%2.01%1.50%1.59%2.21%1.91%1.97%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI USA Equal Weighted 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$0.31$0.00$0.00$0.29$0.00$0.00$0.41$0.00$0.00$1.01
2023$0.00$0.00$0.31$0.00$0.00$0.28$0.00$0.00$0.33$0.00$0.00$0.38$1.29
2022$0.00$0.00$0.30$0.00$0.00$0.27$0.00$0.00$0.41$0.00$0.00$0.28$1.26
2021$0.00$0.00$0.22$0.00$0.00$0.23$0.00$0.00$0.33$0.00$0.00$0.32$1.10
2020$0.00$0.00$0.32$0.00$0.00$0.24$0.00$0.00$0.26$0.00$0.00$0.22$1.05
2019$0.00$0.00$0.19$0.00$0.00$0.24$0.00$0.00$0.20$0.00$0.00$0.32$0.96
2018$0.00$0.00$0.19$0.00$0.00$0.23$0.00$0.00$0.29$0.00$0.00$0.29$1.00
2017$0.00$0.00$0.16$0.00$0.00$0.21$0.00$0.00$0.22$0.00$0.00$0.25$0.83
2016$0.00$0.00$0.15$0.00$0.00$0.19$0.00$0.00$0.17$0.00$0.00$0.24$0.75
2015$0.00$0.00$0.21$0.00$0.00$0.20$0.00$0.00$0.21$0.00$0.00$0.32$0.93
2014$0.00$0.00$0.15$0.00$0.00$0.31$0.00$0.00$0.21$0.00$0.00$0.19$0.85
2013$0.16$0.00$0.00$0.18$0.00$0.00$0.17$0.00$0.00$0.28$0.78

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.33%
-1.40%
EUSA (iShares MSCI USA Equal Weighted ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI USA Equal Weighted 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 USA Equal Weighted ETF was 39.16%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current iShares MSCI USA Equal Weighted ETF drawdown is 1.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.16%Feb 21, 202022Mar 23, 2020161Nov 9, 2020183
-25.24%Nov 17, 2021219Sep 30, 2022354Feb 29, 2024573
-20.77%Sep 24, 201864Dec 24, 201875Apr 12, 2019139
-18.67%May 22, 2015177Feb 11, 201695Jul 11, 2016272
-18.23%May 11, 201147Aug 9, 201190Feb 16, 2012137

Volatility

Volatility Chart

The current iShares MSCI USA Equal Weighted ETF volatility is 3.69%, 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%JuneJulyAugustSeptemberOctoberNovember
3.69%
4.07%
EUSA (iShares MSCI USA Equal Weighted ETF)
Benchmark (^GSPC)