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iShares MSCI Germany ETF (EWG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642868065
CUSIP464286806
IssueriShares
Inception DateMar 12, 1996
RegionNorth America (U.S.)
CategoryEurope Equities
Index TrackedMSCI Germany Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The iShares MSCI Germany ETF has a high expense ratio of 0.49%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.49%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with EWG

iShares MSCI Germany ETF

Popular comparisons: EWG vs. IEUR, EWG vs. EFA, EWG vs. EWQ, EWG vs. FGM, EWG vs. INDA, EWG vs. VOO, EWG vs. EWP, EWG vs. SPY, EWG vs. EWD, EWG vs. IOO

Performance

Performance Chart

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


300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2024FebruaryMarch
352.89%
705.08%
EWG (iShares MSCI Germany ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI Germany ETF had a return of 6.94% year-to-date (YTD) and 17.00% in the last 12 months. Over the past 10 years, iShares MSCI Germany ETF had an annualized return of 2.54%, while the S&P 500 had an annualized return of 10.89%, indicating that iShares MSCI Germany ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.94%10.16%
1 month3.93%3.47%
6 months21.56%22.20%
1 year17.00%30.45%
5 years (annualized)6.13%13.16%
10 years (annualized)2.54%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.09%5.40%
2023-4.77%-6.16%-3.89%12.83%4.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for iShares MSCI Germany ETF (EWG) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
EWG
iShares MSCI Germany ETF
1.31
^GSPC
S&P 500
2.79

Sharpe Ratio

The current iShares MSCI Germany ETF Sharpe ratio is 1.31. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.31
2.79
EWG (iShares MSCI Germany ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Germany ETF granted a 2.39% dividend yield in the last twelve months. The annual payout for that period amounted to $0.76 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.76$0.76$0.80$0.88$0.66$0.74$0.74$0.67$0.61$0.50$0.62$0.43

Dividend yield

2.39%2.56%3.24%2.69%2.08%2.51%2.93%2.03%2.31%1.90%2.27%1.35%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.76$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.79$0.00$0.00$0.00$0.00$0.00$0.01
2021$0.00$0.00$0.00$0.00$0.00$0.60$0.00$0.00$0.00$0.00$0.00$0.28
2020$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.38
2019$0.00$0.00$0.00$0.00$0.00$0.74$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.74$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.59$0.00$0.00$0.00$0.00$0.00$0.08
2016$0.00$0.00$0.00$0.00$0.00$0.60$0.00$0.00$0.00$0.00$0.00$0.01
2015$0.00$0.00$0.00$0.00$0.00$0.50$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.00$0.00$0.00$0.00$0.62$0.00$0.00$0.00$0.00$0.00$0.00
2013$0.43$0.00$0.00$0.00$0.00$0.00$0.00

Drawdowns

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-5.50%
0
EWG (iShares MSCI Germany ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Germany 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 Germany ETF was 67.58%, occurring on Mar 12, 2003. Recovery took 794 trading sessions.

The current iShares MSCI Germany ETF drawdown is 5.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.58%Feb 24, 2000764Mar 12, 2003794May 5, 20061558
-63.11%Dec 11, 2007312Mar 9, 20091201Dec 20, 20131513
-46.8%Jan 24, 2018541Mar 18, 2020247Mar 11, 2021788
-43.44%Jun 8, 2021330Sep 27, 2022
-29.55%Jul 21, 199857Oct 8, 1998305Dec 23, 1999362

Volatility

Volatility Chart

The current iShares MSCI Germany ETF volatility is 3.00%, 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%OctoberNovemberDecember2024FebruaryMarch
3.00%
2.80%
EWG (iShares MSCI Germany ETF)
Benchmark (^GSPC)