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iShares MSCI France ETF (EWQ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642867075

CUSIP

464286707

Issuer

iShares

Inception Date

Mar 12, 1996

Region

Developed Europe (France)

Leveraged

1x

Index Tracked

MSCI France Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


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.


Performance

Performance Chart


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Returns By Period

iShares MSCI France ETF (EWQ) returned 17.31% year-to-date (YTD) and 1.87% over the past 12 months. Over the past 10 years, EWQ returned 7.09% annually, underperforming the S&P 500 benchmark at 10.79%.


EWQ

YTD

17.31%

1M

7.92%

6M

16.85%

1Y

1.87%

5Y*

16.04%

10Y*

7.09%

^GSPC (Benchmark)

YTD

0.60%

1M

9.64%

6M

-0.54%

1Y

11.47%

5Y*

15.67%

10Y*

10.79%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.66%2.36%0.66%3.12%2.56%17.31%
2024-1.05%3.71%2.98%-3.31%4.15%-7.33%1.93%3.56%1.30%-6.16%-4.38%-0.28%-5.63%
202311.59%-1.19%3.50%4.68%-6.49%6.45%1.61%-3.81%-5.50%-3.20%9.06%4.96%21.71%
2022-2.55%-6.76%0.00%-6.74%4.10%-9.99%6.53%-7.29%-9.58%10.78%13.78%-1.60%-12.05%
2021-2.62%4.57%2.83%6.17%5.41%-1.82%1.29%0.86%-3.70%5.56%-3.87%5.69%21.43%
2020-4.00%-7.87%-18.98%4.44%5.92%6.44%1.93%4.69%-4.51%-4.55%21.82%2.88%2.86%
20196.15%4.26%0.41%4.82%-6.12%8.32%-2.81%-1.01%2.20%3.62%1.38%3.54%26.68%
20186.76%-5.10%-0.73%4.08%-2.63%-2.10%3.93%-2.21%1.19%-9.49%-1.16%-5.12%-12.90%
20171.38%-0.40%6.42%5.70%4.89%-0.47%2.36%0.88%4.04%1.59%-0.10%-0.14%29.11%
2016-3.80%-2.53%6.52%2.36%-0.20%-5.02%4.72%-0.33%1.21%-0.46%-2.50%5.58%4.90%
20151.22%6.21%-1.96%4.54%-0.85%-2.84%4.08%-6.57%-3.80%7.15%-2.33%-3.54%0.24%
2014-5.52%8.07%0.52%2.88%0.53%-1.46%-6.59%1.25%-3.70%-3.77%2.97%-5.46%-10.75%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EWQ is 25, meaning it’s performing worse than 75% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EWQ is 2525
Overall Rank
The Sharpe Ratio Rank of EWQ is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of EWQ is 2525
Sortino Ratio Rank
The Omega Ratio Rank of EWQ is 2424
Omega Ratio Rank
The Calmar Ratio Rank of EWQ is 3131
Calmar Ratio Rank
The Martin Ratio Rank of EWQ is 2323
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 France ETF (EWQ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iShares MSCI France ETF Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: 0.09
  • 5-Year: 0.77
  • 10-Year: 0.34
  • All Time: 0.29

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of iShares MSCI France ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

iShares MSCI France ETF provided a 2.82% dividend yield over the last twelve months, with an annual payout of $1.19 per share.


1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.19$1.19$1.07$1.07$1.47$0.34$0.80$0.77$0.59$0.70$0.54$0.83

Dividend yield

2.82%3.31%2.73%3.23%3.79%1.02%2.44%2.90%1.90%2.84%2.25%3.37%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI France ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.91$0.00$0.00$0.00$0.00$0.00$0.27$1.19
2023$0.00$0.00$0.00$0.00$0.00$0.82$0.00$0.00$0.00$0.00$0.00$0.25$1.07
2022$0.00$0.00$0.00$0.00$0.00$0.95$0.00$0.00$0.00$0.00$0.00$0.12$1.07
2021$0.00$0.00$0.00$0.00$0.00$0.43$0.00$0.00$0.00$0.00$0.00$1.04$1.47
2020$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.16$0.34
2019$0.00$0.00$0.00$0.00$0.00$0.73$0.00$0.00$0.00$0.00$0.00$0.07$0.80
2018$0.00$0.00$0.00$0.00$0.00$0.65$0.00$0.00$0.00$0.00$0.00$0.12$0.77
2017$0.00$0.00$0.00$0.00$0.00$0.50$0.00$0.00$0.00$0.00$0.00$0.09$0.59
2016$0.00$0.00$0.00$0.00$0.00$0.61$0.00$0.00$0.00$0.00$0.00$0.09$0.70
2015$0.00$0.00$0.00$0.00$0.00$0.46$0.00$0.00$0.00$0.00$0.00$0.09$0.54
2014$0.61$0.00$0.00$0.00$0.00$0.00$0.22$0.83

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 France 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 France ETF was 61.41%, occurring on Mar 9, 2009. Recovery took 2074 trading sessions.

The current iShares MSCI France ETF drawdown is 0.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.41%Jul 13, 2007417Mar 9, 20092074Jun 2, 20172491
-52.83%Jun 15, 2000686Mar 12, 2003499Mar 4, 20051185
-39.23%Jan 21, 202041Mar 18, 2020175Nov 24, 2020216
-31.46%Jan 13, 2022177Sep 27, 2022135Apr 12, 2023312
-24.99%Jul 20, 199855Oct 5, 199862Jan 4, 1999117

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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