PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares MSCI Belgium ETF (EWK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642863017

CUSIP

464286301

Issuer

iShares

Inception Date

Mar 12, 1996

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI Belgium Investable Market Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EWK vs. EPOL EWK vs. EWQ EWK vs. SPY EWK vs. VOO EWK vs. FLIN EWK vs. ^FCHI EWK vs. EDEN EWK vs. BIL EWK vs. EPI
Popular comparisons:
EWK vs. EPOL EWK vs. EWQ EWK vs. SPY EWK vs. VOO EWK vs. FLIN EWK vs. ^FCHI EWK vs. EDEN EWK vs. BIL EWK vs. EPI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Belgium 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
-1.55%
12.32%
EWK (iShares MSCI Belgium ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Belgium ETF had a return of 1.72% year-to-date (YTD) and 6.13% in the last 12 months. Over the past 10 years, iShares MSCI Belgium ETF had an annualized return of 3.92%, while the S&P 500 had an annualized return of 11.13%, indicating that iShares MSCI Belgium ETF did not perform as well as the benchmark.


EWK

YTD

1.72%

1M

-7.30%

6M

-2.43%

1Y

6.13%

5Y (annualized)

1.97%

10Y (annualized)

3.92%

^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 EWK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.77%-0.03%3.37%-0.98%4.81%-3.44%6.03%3.28%3.47%-4.98%1.72%
20235.13%-1.00%1.47%1.35%-8.92%3.33%6.72%-3.64%-4.99%-3.52%8.75%4.07%7.47%
2022-3.71%-3.00%1.37%-6.03%-0.76%-7.36%1.09%-7.49%-9.40%8.55%11.58%2.46%-13.98%
2021-1.28%-0.16%5.27%6.09%5.09%-1.80%-0.38%1.38%-5.25%4.17%-5.23%5.14%12.84%
2020-3.46%-10.37%-16.20%7.04%4.06%3.41%4.05%2.50%-3.29%-7.36%21.56%3.12%0.04%
20198.20%1.75%2.28%3.86%-6.49%4.58%3.27%-2.22%2.00%1.29%1.91%3.54%25.92%
20188.42%-4.21%-2.20%-2.53%-3.08%-0.67%3.61%-4.07%-1.99%-9.13%1.61%-7.15%-20.40%
20171.71%0.34%4.98%3.63%4.27%-1.66%6.13%-0.87%2.77%0.85%-1.31%0.99%23.70%
2016-4.98%-4.60%7.88%1.47%1.95%-2.27%2.54%0.06%3.80%-5.09%-4.30%3.17%-1.35%
20152.01%4.96%-2.65%3.32%2.12%-0.95%3.57%-5.78%-2.83%6.32%1.48%2.11%13.77%
2014-3.72%8.77%1.14%1.33%0.40%-1.35%-2.65%1.61%-4.04%-1.54%3.73%-2.34%0.63%
20133.68%-0.97%-0.28%3.31%-0.75%-3.75%6.90%-1.31%7.10%4.55%0.06%4.32%24.60%

Expense Ratio

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


Expense ratio chart for EWK: 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 EWK is 14, indicating that it is in the bottom 14% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of EWK is 1414
Combined Rank
The Sharpe Ratio Rank of EWK is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of EWK is 1212
Sortino Ratio Rank
The Omega Ratio Rank of EWK is 1212
Omega Ratio Rank
The Calmar Ratio Rank of EWK is 1717
Calmar Ratio Rank
The Martin Ratio Rank of EWK is 1717
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 Belgium ETF (EWK) 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 EWK, currently valued at 0.39, compared to the broader market0.002.004.000.392.46
The chart of Sortino ratio for EWK, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.0010.0012.000.603.31
The chart of Omega ratio for EWK, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.46
The chart of Calmar ratio for EWK, currently valued at 0.32, compared to the broader market0.005.0010.0015.000.323.55
The chart of Martin ratio for EWK, currently valued at 1.69, compared to the broader market0.0020.0040.0060.0080.00100.001.6915.76
EWK
^GSPC

The current iShares MSCI Belgium ETF Sharpe ratio is 0.39. 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 Belgium 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.39
2.46
EWK (iShares MSCI Belgium ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Belgium ETF provided a 2.28% dividend yield over the last twelve months, with an annual payout of $0.43 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$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.43$0.39$0.46$0.78$0.33$0.55$0.45$0.61$0.31$0.37$0.30$0.76

Dividend yield

2.28%2.09%2.58%3.63%1.66%2.77%2.77%2.91%1.75%2.06%1.85%4.62%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Belgium 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$0.37$0.00$0.00$0.00$0.00$0.00$0.37
2023$0.00$0.00$0.00$0.00$0.00$0.33$0.00$0.00$0.00$0.00$0.00$0.06$0.39
2022$0.00$0.00$0.00$0.00$0.00$0.46$0.00$0.00$0.00$0.00$0.00$0.00$0.46
2021$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.52$0.78
2020$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.18$0.33
2019$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.21$0.55
2018$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$0.00$0.00$0.00$0.10$0.45
2017$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.26$0.61
2016$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.16$0.31
2015$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.00$0.00$0.00$0.08$0.37
2014$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$0.07$0.30
2013$0.37$0.00$0.00$0.00$0.00$0.00$0.38$0.76

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.26%
-1.40%
EWK (iShares MSCI Belgium ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Belgium 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 Belgium ETF was 74.10%, occurring on Mar 9, 2009. Recovery took 2074 trading sessions.

The current iShares MSCI Belgium ETF drawdown is 11.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.1%Jul 13, 2007417Mar 9, 20092074Jun 2, 20172491
-60.24%Jan 6, 1999942Mar 12, 2003399Oct 28, 20041341
-42.8%Jan 29, 2018537Mar 17, 2020276Apr 21, 2021813
-35.22%Jun 16, 2021335Oct 12, 2022
-20.84%Jul 21, 199854Oct 5, 199853Dec 22, 1998107

Volatility

Volatility Chart

The current iShares MSCI Belgium ETF volatility is 4.21%, 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
4.21%
4.07%
EWK (iShares MSCI Belgium ETF)
Benchmark (^GSPC)