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ISIN
US4642861037
CUSIP
464286103
Issuer
iShares
Inception Date
Mar 18, 1996
Region
Developed Asia Pacific (Australia)
Leveraged
1x (No leverage)
Index Tracked
MSCI Australia Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$1B

Share Price Chart


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Performance

EWA Performance Chart

iShares MSCI-Australia ETF (EWA) is up 10.2% since the beginning of the year. EWA is currently trading at $28 per share. Investors who bought $1,000 worth of EWA shares 5 years ago would now be looking at an investment worth $1,338.


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S&P 500 Index

Returns By Period

iShares MSCI-Australia ETF (EWA) has returned 10.16% so far this year and 14.84% over the past 12 months. Over the last ten years, EWA has returned 8.55% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


iShares MSCI-Australia ETF

1D
-0.39%
1M
0.24%
YTD
10.16%
6M
10.32%
1Y
14.84%
3Y*
12.44%
5Y*
5.99%
10Y*
8.55%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWA Monthly Returns History

Based on dividend-adjusted daily data since Apr 1, 1996, EWA's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Mar 2009 with a return of +19.3%, while the worst month was Oct 2008 at -27.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EWA closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +20.8%, while the worst single day was Mar 16, 2020 at -16.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.96%8.43%-7.74%6.23%-0.81%-1.37%10.16%
20253.14%-2.52%-2.29%5.25%4.62%3.54%-1.14%4.07%-0.30%-0.85%-3.44%3.05%13.35%
2024-2.96%1.27%3.09%-5.35%5.61%1.02%2.42%3.40%4.79%-6.49%4.26%-8.20%1.60%
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%

Benchmark Metrics

iShares MSCI-Australia ETF has an annualized alpha of 1.45%, beta of 0.94, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since April 01, 1996.

  • This ETF participated in 107.56% of S&P 500 Index downside but only 104.22% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.46 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
1.45%
Beta
0.94
0.46
Upside Capture
104.22%
Downside Capture
107.56%

Expense Ratio

EWA has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EWA ranks 26 for risk / return — below 26% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


EWA Risk / Return Rank: 2626
Overall Rank
EWA Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EWA Sortino Ratio Rank: 2424
Sortino Ratio Rank
EWA Omega Ratio Rank: 2323
Omega Ratio Rank
EWA Calmar Ratio Rank: 3131
Calmar Ratio Rank
EWA Martin Ratio Rank: 3030
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-Australia ETF (EWA) 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.


EWABenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.16

1.37

-0.21

Calmar ratioReturn relative to maximum drawdown

1.49

2.78

-1.30

Martin ratioReturn relative to average drawdown

4.07

12.44

-8.37

Dividends

Dividend History

iShares MSCI-Australia ETF provided a 2.98% dividend yield over the last twelve months, with an annual payout of $0.85 per share.


2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.85$0.84$0.89$0.91$1.17$1.26$0.48$0.90$1.18$1.03$0.82$1.04

Dividend yield

2.98%3.21%3.71%3.72%5.28%5.08%2.02%3.97%6.11%4.44%4.03%5.48%

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
2026$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2025$0.00$0.00$0.00$0.00$0.00$0.40$0.00$0.00$0.00$0.00$0.00$0.44$0.84
2024$0.00$0.00$0.00$0.00$0.00$0.47$0.00$0.00$0.00$0.00$0.00$0.42$0.89
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

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.


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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 4.66%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-66.98%Nov 2008
1y 20d4y 2mo
5y 3moNov 2007 - Jan 2013
COVID crash2020
-45.54%Mar 2020
2mo 6d8mo 6d
10mo 12dJan 2020 - Nov 2020
2016 bear market2016
-35.37%Jan 2016
1y 4mo1y 11mo
3y 3moSep 2014 - Dec 2017
1998 bear market1998
-33.73%Aug 1998
1y 1mo8mo 4d
1y 9moJul 1997 - Apr 1999
Dot-com crash2000–2002
-29.97%Sep 2001
2y 2mo1y 7mo
3y 10moJul 1999 - May 2003

Drawdown Indicators


EWABenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-66.98%

-56.78%

-10.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.01%

-9.10%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-21.91%

-18.90%

-3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-24.87%

-25.43%

+0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-45.54%

-33.92%

-11.62%

Current Drawdown

Current decline from peak

-4.66%

-1.80%

-2.86%

Average Drawdown

Average peak-to-trough decline

-11.32%

-10.71%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

2.03%

+1.62%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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