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iShares MSCI-Australia ETF (EWA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642861037
CUSIP464286103
IssueriShares
Inception DateMar 18, 1996
RegionDeveloped Asia Pacific (Australia)
CategoryAsia Pacific Equities
Index TrackedMSCI Australia Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

EWA has a high expense ratio of 0.50%, indicating higher-than-average management fees.


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

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.


iShares MSCI-Australia ETF

Popular comparisons: EWA vs. EWC, EWA vs. FLAU, EWA vs. EWJ, EWA vs. VPL, EWA vs. SCHD, EWA vs. SPY, EWA vs. QQQ, EWA vs. VOO, EWA vs. VTI, EWA vs. ^GSPC

Performance

Performance Chart

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


580.00%600.00%620.00%640.00%660.00%680.00%700.00%720.00%December2024FebruaryMarchAprilMay
667.58%
712.80%
EWA (iShares MSCI-Australia ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI-Australia ETF had a return of 1.52% year-to-date (YTD) and 14.56% in the last 12 months. Over the past 10 years, iShares MSCI-Australia ETF had an annualized return of 3.79%, while the S&P 500 had an annualized return of 10.70%, indicating that iShares MSCI-Australia ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.52%11.21%
1 month4.17%4.01%
6 months13.26%16.58%
1 year14.56%26.14%
5 years (annualized)6.80%13.81%
10 years (annualized)3.79%10.70%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.96%1.27%3.09%-5.35%1.52%
202311.83%-7.96%0.26%0.87%-5.49%5.04%3.59%-4.92%-3.15%-3.58%8.24%10.62%13.81%
2022-8.01%5.30%9.90%-7.00%0.41%-11.32%7.16%-3.65%-10.45%5.61%14.33%-4.39%-5.92%
2021-0.84%3.20%1.14%4.40%3.32%-1.47%-0.81%0.58%-4.24%6.61%-7.56%5.18%8.93%
2020-1.68%-9.61%-22.76%9.65%5.99%8.30%3.32%4.42%-5.15%0.25%14.92%6.31%8.29%
20196.96%3.35%1.13%1.16%0.14%5.50%-0.58%-3.26%2.63%1.26%1.33%1.19%22.45%
20182.59%-4.00%-3.51%0.77%1.71%2.12%1.37%-1.88%-1.64%-6.87%0.97%-3.88%-12.04%
20174.99%3.34%3.01%-0.66%-4.32%3.06%4.70%-0.22%-0.93%1.16%0.31%4.26%19.88%
2016-6.96%-2.04%11.80%3.16%-2.41%1.42%7.40%-3.21%3.36%-2.97%0.79%1.62%11.10%
2015-1.13%8.03%-3.46%2.01%-3.34%-4.45%-0.52%-10.85%-3.91%5.58%0.90%2.13%-9.94%
2014-5.46%8.29%3.69%2.24%0.42%-0.13%1.76%2.14%-11.86%6.22%-7.08%-3.12%-4.64%
20133.90%2.91%0.60%3.92%-13.13%-5.29%3.01%0.95%7.62%5.54%-4.91%-1.42%1.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EWA is 37, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of EWA is 3737
EWA (iShares MSCI-Australia ETF)
The Sharpe Ratio Rank of EWA is 3434Sharpe Ratio Rank
The Sortino Ratio Rank of EWA is 3333Sortino Ratio Rank
The Omega Ratio Rank of EWA is 3333Omega Ratio Rank
The Calmar Ratio Rank of EWA is 4747Calmar Ratio Rank
The Martin Ratio Rank of EWA is 3737Martin 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-Australia ETF (EWA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EWA
Sharpe ratio
The chart of Sharpe ratio for EWA, currently valued at 0.87, compared to the broader market0.002.004.006.000.87
Sortino ratio
The chart of Sortino ratio for EWA, currently valued at 1.31, compared to the broader market0.005.0010.001.31
Omega ratio
The chart of Omega ratio for EWA, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for EWA, currently valued at 0.84, compared to the broader market0.005.0010.0015.000.84
Martin ratio
The chart of Martin ratio for EWA, currently valued at 2.94, compared to the broader market0.0020.0040.0060.0080.00100.002.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market0.002.004.006.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market0.005.0010.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market0.0020.0040.0060.0080.00100.009.59

Sharpe Ratio

The current iShares MSCI-Australia ETF Sharpe ratio is 0.87. 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-Australia 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-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.87
2.52
EWA (iShares MSCI-Australia ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI-Australia ETF granted a 3.66% dividend yield in the last twelve months. The annual payout for that period amounted to $0.91 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.91$0.91$1.17$1.26$0.48$0.90$1.18$1.03$0.82$1.04$1.09$1.14

Dividend yield

3.66%3.72%5.28%5.08%2.02%3.97%6.11%4.44%4.03%5.48%4.92%4.68%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI-Australia 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$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$0.00$0.00$0.00$0.49$0.91
2022$0.00$0.00$0.00$0.00$0.00$0.74$0.00$0.00$0.00$0.00$0.00$0.43$1.17
2021$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.00$0.00$0.00$0.89$1.26
2020$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.20$0.48
2019$0.00$0.00$0.00$0.00$0.00$0.44$0.00$0.00$0.00$0.00$0.00$0.46$0.90
2018$0.00$0.00$0.00$0.00$0.00$0.43$0.00$0.00$0.00$0.00$0.00$0.74$1.18
2017$0.00$0.00$0.00$0.00$0.00$0.47$0.00$0.00$0.00$0.00$0.00$0.56$1.03
2016$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.54$0.82
2015$0.00$0.00$0.00$0.00$0.00$0.53$0.00$0.00$0.00$0.00$0.00$0.51$1.04
2014$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.00$0.70$1.09
2013$0.54$0.00$0.00$0.00$0.00$0.00$0.60$1.14

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-2.10%
-0.31%
EWA (iShares MSCI-Australia ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI-Australia 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-Australia ETF was 66.98%, occurring on Nov 20, 2008. Recovery took 1052 trading sessions.

The current iShares MSCI-Australia ETF drawdown is 2.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.98%Nov 1, 2007267Nov 20, 20081052Jan 29, 20131319
-45.54%Jan 17, 202045Mar 23, 2020172Nov 24, 2020217
-35.37%Sep 4, 2014345Jan 15, 2016491Dec 27, 2017836
-33.7%Jul 7, 1997286Aug 27, 1998167Apr 28, 1999453
-29.94%Jul 7, 1999556Sep 21, 2001411May 13, 2003967

Volatility

Volatility Chart

The current iShares MSCI-Australia ETF volatility is 4.79%, 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%December2024FebruaryMarchAprilMay
4.79%
3.10%
EWA (iShares MSCI-Australia ETF)
Benchmark (^GSPC)