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ISIN
US4642867075
CUSIP
464286707
Issuer
iShares
Inception Date
Mar 12, 1996
Region
Developed Europe (France)
Leveraged
1x (No leverage)
Index Tracked
MSCI France Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$391M

Share Price Chart


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Performance

EWQ Performance Chart

iShares MSCI France ETF (EWQ) is up 3.6% since the beginning of the year. EWQ is currently trading at $47 per share. Investors who bought $1,000 worth of EWQ shares 5 years ago would now be looking at an investment worth $1,378.


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S&P 500 Index

Returns By Period

iShares MSCI France ETF (EWQ) has returned 3.62% so far this year and 11.89% over the past 12 months. Over the last ten years, EWQ has returned 10.24% per year, falling short of the S&P 500 Index benchmark, which averaged 13.61% annually.


iShares MSCI France ETF

1D
0.17%
1M
5.57%
YTD
3.62%
6M
4.40%
1Y
11.89%
3Y*
9.90%
5Y*
6.62%
10Y*
10.24%

Benchmark (S&P 500 Index)

1D
0.50%
1M
0.31%
YTD
8.56%
6M
8.85%
1Y
24.33%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWQ Monthly Returns History

Based on dividend-adjusted daily data since Apr 1, 1996, EWQ's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +21.8%, while the worst month was Oct 2008 at -23.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EWQ closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +13.1%, while the worst single day was Mar 12, 2020 at -12.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.80%5.56%-9.38%4.50%1.41%1.41%3.62%
20257.66%2.36%0.66%3.12%3.53%3.03%-2.01%1.55%3.15%0.80%0.65%1.45%28.90%
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%

Benchmark Metrics

iShares MSCI France ETF has an annualized alpha of 0.27%, beta of 0.96, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since April 01, 1996.

  • This ETF participated in 105.41% of S&P 500 Index downside but only 98.91% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.96 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
0.27%
Beta
0.96
0.54
Upside Capture
98.91%
Downside Capture
105.41%

Expense Ratio

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


Return for Risk

Risk / Return Rank

EWQ ranks 19 for risk / return — in the bottom 19% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


EWQ Risk / Return Rank: 1919
Overall Rank
EWQ Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
EWQ Sortino Ratio Rank: 1919
Sortino Ratio Rank
EWQ Omega Ratio Rank: 1818
Omega Ratio Rank
EWQ Calmar Ratio Rank: 1919
Calmar Ratio Rank
EWQ Martin Ratio Rank: 2020
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 France ETF (EWQ) 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.


EWQBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.11

1.34

-0.23

Calmar ratioReturn relative to maximum drawdown

0.73

2.53

-1.80

Martin ratioReturn relative to average drawdown

2.21

11.37

-9.16

Dividends

Dividend History

iShares MSCI France ETF provided a 2.54% dividend yield over the last twelve months, with an annual payout of $1.18 per share.


1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.18$1.18$1.19$1.07$1.07$1.47$0.34$0.80$0.77$0.59$0.70$0.54

Dividend yield

2.54%2.63%3.31%2.73%3.23%3.79%1.02%2.44%2.90%1.90%2.84%2.25%

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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.95$0.00$0.00$0.00$0.00$0.00$0.23$1.18
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

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 3.58%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-61.41%Mar 2009
1y 8mo8y 2mo
9y 10moJul 2007 - Jun 2017
2003 bear market2003
-56.41%Mar 2003
2y 9mo2y 9mo
5y 6moJun 2000 - Jan 2006
COVID crash2020
-39.23%Mar 2020
1mo 27d8mo 11d
10mo 8dJan 2020 - Nov 2020
Bear market2022
-31.46%Sep 2022
8mo 17d6mo 17d
1y 2moJan 2022 - Apr 2023
1998 bear market1998
-25.01%Oct 1998
2mo 17d3mo 1d
5mo 18dJul 1998 - Jan 1999

Drawdown Indicators


EWQBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-61.41%

-56.78%

-4.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-9.10%

-4.70%

Max Drawdown (3Y)

Largest decline over 3 years

-15.16%

-18.90%

+3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-31.46%

-25.43%

-6.03%

Max Drawdown (10Y)

Largest decline over 10 years

-39.23%

-33.92%

-5.31%

Current Drawdown

Current decline from peak

-3.58%

-2.34%

-1.24%

Average Drawdown

Average peak-to-trough decline

-16.07%

-10.72%

-5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

2.02%

+2.52%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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