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iShares MSCI Italy ETF (EWI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

GB00BHSRZC82

CUSIP

46434G830

Issuer

iShares

Inception Date

Mar 12, 1996

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI Italy Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

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.


Popular comparisons:
EWI vs. EWQ EWI vs. FEZ EWI vs. EDEN EWI vs. EWP EWI vs. SPY EWI vs. EIRL EWI vs. VOO EWI vs. EPI EWI vs. SCHD EWI vs. QQQE
Popular comparisons:
EWI vs. EWQ EWI vs. FEZ EWI vs. EDEN EWI vs. EWP EWI vs. SPY EWI vs. EIRL EWI vs. VOO EWI vs. EPI EWI vs. SCHD EWI vs. QQQE

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-3.17%
12.32%
EWI (iShares MSCI Italy ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Italy ETF had a return of 9.22% year-to-date (YTD) and 15.55% in the last 12 months. Over the past 10 years, iShares MSCI Italy ETF had an annualized return of 5.36%, while the S&P 500 had an annualized return of 11.13%, indicating that iShares MSCI Italy ETF did not perform as well as the benchmark.


EWI

YTD

9.22%

1M

-6.90%

6M

-3.57%

1Y

15.55%

5Y (annualized)

7.79%

10Y (annualized)

5.36%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.30%6.39%5.87%-3.10%6.24%-5.43%3.60%4.60%0.28%-2.41%9.22%
202312.36%-0.86%1.40%4.04%-6.25%9.87%5.25%-4.18%-5.23%-1.71%10.30%4.16%30.63%
2022-1.16%-6.72%-2.38%-7.11%5.10%-13.99%2.33%-6.09%-7.09%12.00%15.53%-1.68%-14.16%
2021-3.70%5.54%5.31%0.32%6.01%-2.17%0.31%1.42%-3.95%5.78%-6.03%5.76%14.38%
2020-2.44%-5.35%-23.75%1.83%6.19%8.35%2.70%4.08%-5.28%-6.44%25.21%3.93%1.69%
20198.10%3.74%2.36%1.80%-8.31%9.91%-1.89%-0.44%2.45%4.72%0.07%2.83%26.98%
201810.97%-6.13%1.39%4.42%-9.77%-1.94%3.39%-9.27%2.07%-9.44%1.36%-3.41%-17.18%
2017-1.94%-0.38%8.84%2.76%5.37%1.54%7.05%1.78%3.53%-1.28%0.16%-1.30%28.70%
2016-12.15%-6.55%8.16%4.18%-4.41%-8.17%3.13%0.89%-2.39%2.36%-3.59%12.34%-8.57%
20150.81%8.53%-0.54%3.18%1.90%-2.60%3.96%-4.39%-3.24%3.42%-2.84%-4.23%3.14%
2014-0.32%6.82%6.69%1.86%-2.00%-0.32%-5.98%-2.26%-1.75%-5.04%-0.13%-7.96%-10.92%
20135.58%-12.39%-5.14%11.44%1.22%-9.45%10.08%0.31%8.28%10.94%-2.14%2.37%19.07%

Expense Ratio

EWI features an expense ratio of 0.49%, falling within the medium range.


Expense ratio chart for EWI: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EWI is 29, 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 EWI is 2929
Combined Rank
The Sharpe Ratio Rank of EWI is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of EWI is 2828
Sortino Ratio Rank
The Omega Ratio Rank of EWI is 2727
Omega Ratio Rank
The Calmar Ratio Rank of EWI is 2828
Calmar Ratio Rank
The Martin Ratio Rank of EWI is 3535
Martin 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 Italy ETF (EWI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EWI, currently valued at 0.92, compared to the broader market0.002.004.000.922.46
The chart of Sortino ratio for EWI, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.0010.0012.001.303.31
The chart of Omega ratio for EWI, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.46
The chart of Calmar ratio for EWI, currently valued at 0.61, compared to the broader market0.005.0010.0015.000.613.55
The chart of Martin ratio for EWI, currently valued at 4.42, compared to the broader market0.0020.0040.0060.0080.00100.004.4215.76
EWI
^GSPC

The current iShares MSCI Italy ETF Sharpe ratio is 0.92. 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 Italy 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.92
2.46
EWI (iShares MSCI Italy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Italy ETF provided a 3.66% dividend yield over the last twelve months, with an annual payout of $1.33 per share.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.33$1.15$1.23$0.86$0.49$1.12$1.14$0.67$0.88$0.64$0.68$0.68

Dividend yield

3.66%3.40%4.57%2.63%1.65%3.80%4.70%2.19%3.64%2.31%2.51%2.19%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Italy 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$0.91$0.00$0.00$0.00$0.00$0.00$0.91
2023$0.00$0.00$0.00$0.00$0.00$0.73$0.00$0.00$0.00$0.00$0.00$0.42$1.15
2022$0.00$0.00$0.00$0.00$0.00$0.82$0.00$0.00$0.00$0.00$0.00$0.42$1.23
2021$0.00$0.00$0.00$0.00$0.00$0.41$0.00$0.00$0.00$0.00$0.00$0.45$0.86
2020$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.24$0.49
2019$0.00$0.00$0.00$0.00$0.00$0.92$0.00$0.00$0.00$0.00$0.00$0.20$1.12
2018$0.00$0.00$0.00$0.00$0.00$0.82$0.00$0.00$0.00$0.00$0.00$0.32$1.14
2017$0.00$0.00$0.00$0.00$0.00$0.50$0.00$0.00$0.00$0.00$0.00$0.17$0.67
2016$0.00$0.00$0.00$0.00$0.00$0.66$0.00$0.00$0.00$0.00$0.00$0.22$0.88
2015$0.00$0.00$0.00$0.00$0.00$0.55$0.00$0.00$0.00$0.00$0.00$0.08$0.64
2014$0.00$0.00$0.00$0.00$0.00$0.49$0.00$0.00$0.00$0.00$0.00$0.19$0.68
2013$0.49$0.00$0.00$0.00$0.00$0.00$0.19$0.68

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.84%
-1.40%
EWI (iShares MSCI Italy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Italy 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 Italy ETF was 70.38%, occurring on Mar 9, 2009. The portfolio has not yet recovered.

The current iShares MSCI Italy ETF drawdown is 10.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.38%May 8, 2007463Mar 9, 2009
-44.65%Jan 19, 2001165Sep 21, 2001588Feb 11, 2004753
-28.83%Jul 21, 199858Oct 9, 199858Jan 4, 1999116
-25.21%Jan 7, 1999141Jul 29, 1999144Feb 23, 2000285
-21.63%Feb 24, 2000165Oct 18, 200049Dec 28, 2000214

Volatility

Volatility Chart

The current iShares MSCI Italy ETF volatility is 4.51%, 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%JuneJulyAugustSeptemberOctoberNovember
4.51%
4.07%
EWI (iShares MSCI Italy ETF)
Benchmark (^GSPC)