iShares MSCI Germany ETF (EWG)
EWG is a passive ETF by iShares tracking the investment results of the MSCI Germany Index. EWG launched on Mar 12, 1996 and has a 0.49% expense ratio.
ETF Info
ISIN | US4642868065 |
---|---|
CUSIP | 464286806 |
Issuer | iShares |
Inception Date | Mar 12, 1996 |
Region | North America (U.S.) |
Category | Europe Equities |
Index Tracked | MSCI Germany Index |
Home Page | www.ishares.com |
Asset Class | Equity |
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.
Share Price Chart
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Compare to other instruments
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.
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.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 6.94% | 10.16% |
1 month | 3.93% | 3.47% |
6 months | 21.56% | 22.20% |
1 year | 17.00% | 30.45% |
5 years (annualized) | 6.13% | 13.16% |
10 years (annualized) | 2.54% | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
iShares MSCI Germany ETF | 1.31 | ||||
S&P 500 | 2.79 |
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.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 2000 | 764 | Mar 12, 2003 | 794 | May 5, 2006 | 1558 |
-63.11% | Dec 11, 2007 | 312 | Mar 9, 2009 | 1201 | Dec 20, 2013 | 1513 |
-46.8% | Jan 24, 2018 | 541 | Mar 18, 2020 | 247 | Mar 11, 2021 | 788 |
-43.44% | Jun 8, 2021 | 330 | Sep 27, 2022 | — | — | — |
-29.55% | Jul 21, 1998 | 57 | Oct 8, 1998 | 305 | Dec 23, 1999 | 362 |
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.