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ISIN
US4642868149
CUSIP
464286814
Issuer
iShares
Inception Date
Mar 12, 1996
Region
Developed Europe (Broad)
Leveraged
1x (No leverage)
Index Tracked
MSCI Netherlands Investable Market Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$562M

Share Price Chart


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Performance

EWN Performance Chart

iShares MSCI Netherlands ETF (EWN) is up 25.1% since the beginning of the year. EWN is currently trading at $71 per share. Investors who bought $1,000 worth of EWN shares 5 years ago would now be looking at an investment worth $1,656.


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S&P 500 Index

Returns By Period

iShares MSCI Netherlands ETF (EWN) has returned 25.13% so far this year and 42.77% over the past 12 months. Looking at the last ten years, EWN has achieved an annualized return of 14.69%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


iShares MSCI Netherlands ETF

1D
-0.24%
1M
6.77%
YTD
25.13%
6M
25.18%
1Y
42.77%
3Y*
22.72%
5Y*
10.62%
10Y*
14.69%

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)

EWN Monthly Returns History

Based on dividend-adjusted daily data since Apr 1, 1996, EWN's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +19.0%, while the worst month was Oct 2008 at -25.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, EWN closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +14.4%, while the worst single day was Sep 29, 2008 at -13.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.19%0.85%-8.42%9.03%6.91%6.45%25.13%
20254.18%1.77%-0.93%4.54%8.19%4.51%-5.94%3.39%9.45%1.36%-1.07%1.78%34.87%
20242.04%4.83%3.64%-3.46%7.16%-0.78%-1.59%2.75%0.14%-8.24%-2.36%-1.52%1.67%
202313.32%-3.32%3.43%0.28%-1.06%4.52%3.23%-7.68%-7.83%-1.50%12.63%6.59%22.08%
2022-7.61%-7.69%-1.17%-9.21%2.76%-10.09%8.53%-9.96%-10.77%7.13%19.02%-3.86%-24.43%
20212.37%4.02%4.84%4.16%2.97%-1.47%3.12%5.98%-6.99%5.79%-5.62%2.51%22.74%

Benchmark Metrics

iShares MSCI Netherlands ETF has an annualized alpha of 1.11%, beta of 0.95, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since April 01, 1996.

  • This ETF participated in 108.08% of S&P 500 Index downside but only 105.61% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.95 and R2 of 0.54, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.11%
Beta
0.95
0.54
Upside Capture
105.61%
Downside Capture
108.08%

Expense Ratio

EWN has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EWN ranks 65 for risk / return — better than 65% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


EWN Risk / Return Rank: 6565
Overall Rank
EWN Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EWN Sortino Ratio Rank: 6565
Sortino Ratio Rank
EWN Omega Ratio Rank: 6060
Omega Ratio Rank
EWN Calmar Ratio Rank: 6767
Calmar Ratio Rank
EWN Martin Ratio Rank: 6969
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 Netherlands ETF (EWN) 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.


EWNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.25

2.78

+0.46

Martin ratioReturn relative to average drawdown

12.31

12.44

-0.13

Dividends

Dividend History

iShares MSCI Netherlands ETF provided a 4.01% dividend yield over the last twelve months, with an annual payout of $2.84 per share. The fund has been increasing its distributions for 5 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.84$2.87$0.97$0.80$0.74$0.51$0.32$0.87$0.63$0.53$0.66$0.46

Dividend yield

4.01%5.03%2.18%1.79%1.98%1.01%0.78%2.57%2.40%1.68%2.71%1.92%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Netherlands 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$0.68$0.68
2025$0.00$0.00$0.00$0.00$0.00$0.71$0.00$0.00$0.00$0.00$0.00$2.16$2.87
2024$0.00$0.00$0.00$0.00$0.00$0.57$0.00$0.00$0.00$0.00$0.00$0.40$0.97
2023$0.00$0.00$0.00$0.00$0.00$0.47$0.00$0.00$0.00$0.00$0.00$0.33$0.80
2022$0.00$0.00$0.00$0.00$0.00$0.49$0.00$0.00$0.00$0.00$0.00$0.25$0.74
2021$0.00$0.00$0.00$0.00$0.00$0.33$0.00$0.00$0.00$0.00$0.00$0.18$0.51

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 Netherlands 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 Netherlands ETF was 65.22%, occurring on Mar 9, 2009. Recovery took 1542 trading sessions.

The current iShares MSCI Netherlands ETF drawdown is 0.24%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-65.22%Mar 2009
1y 4mo6y 1mo
7y 6moOct 2007 - Apr 2015
2003 bear market2003
-60.19%Mar 2003
3y 2mo3y 1mo
6y 3moJan 2000 - Apr 2006
Bear market2022
-43.57%Oct 2022
1y 1mo1y 7mo
2y 8moSep 2021 - May 2024
COVID crash2020
-35.29%Mar 2020
1mo 4d4mo 4d
5mo 8dFeb 2020 - Jul 2020
1998 bear market1998
-27.78%Oct 1998
2mo 16d1y 3mo
1y 5moJul 1998 - Jan 2000

Drawdown Indicators


EWNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-65.22%

-56.78%

-8.44%

Max Drawdown (1Y)

Largest decline over 1 year

-13.24%

-9.10%

-4.14%

Max Drawdown (3Y)

Largest decline over 3 years

-19.77%

-18.90%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-43.57%

-25.43%

-18.14%

Max Drawdown (10Y)

Largest decline over 10 years

-43.57%

-33.92%

-9.65%

Current Drawdown

Current decline from peak

-0.24%

-1.80%

+1.56%

Average Drawdown

Average peak-to-trough decline

-16.32%

-10.71%

-5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

2.03%

+1.46%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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