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iShares MSCI Netherlands ETF (EWN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642868149

CUSIP

464286814

Issuer

iShares

Inception Date

Mar 12, 1996

Region

Developed Europe (Broad)

Leveraged

1x

Index Tracked

MSCI Netherlands Investable Market Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

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:
EWN vs. EWQ EWN vs. FEZ EWN vs. EWC EWN vs. EDEN EWN vs. VOO EWN vs. JNJ EWN vs. XLE EWN vs. VGK EWN vs. ICLN EWN vs. XLI
Popular comparisons:
EWN vs. EWQ EWN vs. FEZ EWN vs. EWC EWN vs. EDEN EWN vs. VOO EWN vs. JNJ EWN vs. XLE EWN vs. VGK EWN vs. ICLN EWN vs. XLI

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-11.57%
12.92%
EWN (iShares MSCI Netherlands ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Netherlands ETF had a return of 1.09% year-to-date (YTD) and 8.61% in the last 12 months. Over the past 10 years, iShares MSCI Netherlands ETF had an annualized return of 8.17%, while the S&P 500 had an annualized return of 11.16%, indicating that iShares MSCI Netherlands ETF did not perform as well as the benchmark.


EWN

YTD

1.09%

1M

-6.98%

6M

-11.57%

1Y

8.61%

5Y (annualized)

8.16%

10Y (annualized)

8.17%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.04%4.83%3.64%-3.46%7.16%-0.78%-1.59%2.75%0.14%-8.24%1.09%
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%
2020-3.46%-6.88%-14.62%9.50%7.94%7.12%3.82%4.06%-1.44%-2.50%14.58%6.59%23.23%
20197.72%4.62%0.84%6.19%-6.58%6.57%-0.03%-0.75%2.48%1.98%1.94%4.30%32.45%
20185.80%-5.24%0.50%0.50%-2.43%-1.12%3.97%-2.14%-2.74%-7.98%2.34%-7.05%-15.37%
20172.44%2.87%5.34%4.74%4.88%-0.58%6.26%-0.33%2.45%0.99%-0.54%1.20%33.73%
2016-1.97%-2.70%8.18%0.49%0.77%-5.72%4.02%3.16%0.89%-2.31%-3.88%3.96%4.10%
20150.36%6.67%-1.21%3.28%1.76%-2.17%3.15%-7.66%-4.37%6.84%-1.08%-3.00%1.53%
2014-6.21%5.67%1.63%-1.61%0.86%0.58%-5.82%2.03%-1.87%-1.57%4.84%-3.71%-5.79%
20135.95%-6.81%1.68%3.40%2.63%-3.39%10.05%-1.62%5.68%5.13%1.00%2.96%28.74%

Expense Ratio

EWN features an expense ratio of 0.50%, falling within the medium range.


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

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EWN is 16, indicating that it is in the bottom 16% 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 EWN is 1616
Combined Rank
The Sharpe Ratio Rank of EWN is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of EWN is 1414
Sortino Ratio Rank
The Omega Ratio Rank of EWN is 1414
Omega Ratio Rank
The Calmar Ratio Rank of EWN is 2222
Calmar Ratio Rank
The Martin Ratio Rank of EWN is 1616
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 Netherlands ETF (EWN) 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 EWN, currently valued at 0.47, compared to the broader market0.002.004.000.472.54
The chart of Sortino ratio for EWN, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.0010.0012.000.763.40
The chart of Omega ratio for EWN, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.47
The chart of Calmar ratio for EWN, currently valued at 0.45, compared to the broader market0.005.0010.0015.000.453.66
The chart of Martin ratio for EWN, currently valued at 1.63, compared to the broader market0.0020.0040.0060.0080.00100.001.6316.26
EWN
^GSPC

The current iShares MSCI Netherlands ETF Sharpe ratio is 0.47. 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 Netherlands 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.47
2.54
EWN (iShares MSCI Netherlands ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Netherlands ETF provided a 2.03% dividend yield over the last twelve months, with an annual payout of $0.91 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.91$0.80$0.74$0.51$0.32$0.87$0.63$0.53$0.66$0.46$0.55$0.39

Dividend yield

2.03%1.79%1.98%1.02%0.78%2.58%2.40%1.68%2.71%1.92%2.30%1.50%

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
2024$0.00$0.00$0.00$0.00$0.00$0.58$0.00$0.00$0.00$0.00$0.00$0.58
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
2020$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.13$0.32
2019$0.00$0.00$0.00$0.00$0.00$0.73$0.00$0.00$0.00$0.00$0.00$0.14$0.87
2018$0.00$0.00$0.00$0.00$0.00$0.50$0.00$0.00$0.00$0.00$0.00$0.13$0.63
2017$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.18$0.53
2016$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.31$0.66
2015$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$0.14$0.46
2014$0.00$0.00$0.00$0.00$0.00$0.47$0.00$0.00$0.00$0.00$0.00$0.08$0.55
2013$0.31$0.00$0.00$0.00$0.00$0.00$0.08$0.39

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
-15.25%
-0.88%
EWN (iShares MSCI Netherlands ETF)
Benchmark (^GSPC)

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 15.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.22%Oct 15, 2007352Mar 9, 20091542Apr 23, 20151894
-59.75%Jan 4, 2000776Mar 12, 2003752Mar 20, 20061528
-43.57%Sep 8, 2021279Oct 14, 2022397May 15, 2024676
-35.29%Feb 13, 202024Mar 18, 202085Jul 20, 2020109
-27.8%Jul 21, 199854Oct 5, 1998311Jan 3, 2000365

Volatility

Volatility Chart

The current iShares MSCI Netherlands ETF volatility is 4.40%, 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%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.40%
3.96%
EWN (iShares MSCI Netherlands ETF)
Benchmark (^GSPC)