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ISIN
US4642867562
CUSIP
464286756
Issuer
iShares
Inception Date
Mar 12, 1996
Region
Developed Europe (Sweden)
Leveraged
1x (No leverage)
Index Tracked
MSCI Sweden Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$287M

Share Price Chart


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Performance

EWD Performance Chart

iShares MSCI Sweden ETF (EWD) is up 4.3% since the beginning of the year. EWD is currently trading at $50 per share. Investors who bought $1,000 worth of EWD shares 5 years ago would now be looking at an investment worth $1,277.


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S&P 500 Index

Returns By Period

iShares MSCI Sweden ETF (EWD) has returned 4.32% so far this year and 18.68% over the past 12 months. Over the last ten years, EWD has returned 10.29% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


iShares MSCI Sweden ETF

1D
-0.34%
1M
-2.05%
YTD
4.32%
6M
5.24%
1Y
18.68%
3Y*
17.33%
5Y*
5.01%
10Y*
10.29%

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)

EWD Monthly Returns History

Based on dividend-adjusted daily data since Apr 1, 1996, EWD's average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.

Historically, 56% of months were positive and 44% were negative. The best month was Apr 2009 with a return of +23.4%, while the worst month was Oct 2008 at -25.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EWD closed higher 51% of trading days. The best single day was Nov 24, 2008 with a return of +13.3%, while the worst single day was Oct 15, 2008 at -13.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.18%4.69%-10.96%6.12%2.01%-2.62%4.32%
20259.51%5.53%-2.46%3.71%4.15%2.92%-4.11%5.77%1.75%1.67%-0.17%4.03%36.55%
2024-5.40%5.89%1.06%-3.93%9.22%-2.47%0.62%4.12%2.94%-8.04%-3.16%-3.44%-3.90%
20238.10%1.06%0.62%4.70%-7.71%3.15%0.96%-6.82%-1.05%-4.58%14.46%12.29%25.07%
2022-8.89%-10.40%2.72%-7.57%1.64%-14.24%11.69%-11.56%-9.41%8.11%13.68%-2.90%-27.84%
20212.24%3.27%6.04%4.17%4.42%-2.04%4.33%-1.03%-6.39%6.82%-5.95%6.02%22.84%

Benchmark Metrics

iShares MSCI Sweden ETF has an annualized alpha of 1.84%, beta of 1.09, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since April 01, 1996.

  • This ETF captured 118.89% of S&P 500 Index gains and 117.11% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.47 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
1.84%
Beta
1.09
0.47
Upside Capture
118.89%
Downside Capture
117.11%

Expense Ratio

EWD has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EWD ranks 27 for risk / return — below 27% 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.


EWD Risk / Return Rank: 2727
Overall Rank
EWD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
EWD Sortino Ratio Rank: 2626
Sortino Ratio Rank
EWD Omega Ratio Rank: 2424
Omega Ratio Rank
EWD Calmar Ratio Rank: 2727
Calmar Ratio Rank
EWD Martin Ratio Rank: 3131
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 Sweden ETF (EWD) 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.


EWDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.17

1.37

-0.20

Calmar ratioReturn relative to maximum drawdown

1.29

2.78

-1.49

Martin ratioReturn relative to average drawdown

4.25

12.44

-8.19

Dividends

Dividend History

iShares MSCI Sweden ETF provided a 3.58% dividend yield over the last twelve months, with an annual payout of $1.80 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.80$1.61$0.66$0.95$1.19$2.53$0.39$1.36$1.46$1.10$1.12$1.19

Dividend yield

3.58%3.27%1.77%2.41%3.68%5.46%0.98%4.15%5.17%3.23%3.91%4.08%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Sweden 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$1.19$1.19
2025$0.00$0.00$0.00$0.00$0.00$1.01$0.00$0.00$0.00$0.00$0.00$0.60$1.61
2024$0.00$0.00$0.00$0.00$0.00$0.66$0.00$0.00$0.00$0.00$0.00$0.00$0.66
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.95$0.95
2022$0.00$0.00$0.00$0.00$0.00$0.99$0.00$0.00$0.00$0.00$0.00$0.20$1.19
2021$0.00$0.00$0.00$0.00$0.00$1.12$0.00$0.00$0.00$0.00$0.00$1.41$2.53

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 Sweden 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 Sweden ETF was 75.40%, occurring on Oct 9, 2002. Recovery took 1016 trading sessions.

The current iShares MSCI Sweden ETF drawdown is 6.15%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-75.40%Oct 2002
2y 7mo4y 12d
6y 7moMar 2000 - Oct 2006
Financial crisis2007–2009
-68.07%Mar 2009
1y 7mo2y 1mo
3y 9moJul 2007 - Apr 2011
Bear market2022
-42.33%Sep 2022
1y 1mo2y 4mo
3y 6moAug 2021 - Feb 2025
1998 bear market1998
-41.42%Oct 1998
2mo 19d10mo 19d
1y 1moJul 1998 - Aug 1999
COVID crash2020
-37.22%Mar 2020
1mo 9d3mo 26d
5mo 5dFeb 2020 - Jul 2020

Drawdown Indicators


EWDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-75.40%

-56.78%

-18.62%

Max Drawdown (1Y)

Largest decline over 1 year

-14.49%

-9.10%

-5.39%

Max Drawdown (3Y)

Largest decline over 3 years

-17.84%

-18.90%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-42.33%

-25.43%

-16.90%

Max Drawdown (10Y)

Largest decline over 10 years

-42.33%

-33.92%

-8.41%

Current Drawdown

Current decline from peak

-6.15%

-1.80%

-4.35%

Average Drawdown

Average peak-to-trough decline

-19.20%

-10.71%

-8.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

2.03%

+2.38%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with EWD

Add iShares MSCI Sweden ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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