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iShares MSCI Singapore ETF (EWS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642866739

CUSIP

46434G780

Issuer

iShares

Inception Date

Mar 12, 1996

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

MSCI Singapore Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for EWS: 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%

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:
EWS vs. EWH EWS vs. EWT EWS vs. EWJ EWS vs. SMIN EWS vs. FLGR EWS vs. ASEA EWS vs. VOO EWS vs. VPL EWS vs. QQQ EWS vs. IOO
Popular comparisons:
EWS vs. EWH EWS vs. EWT EWS vs. EWJ EWS vs. SMIN EWS vs. FLGR EWS vs. ASEA EWS vs. VOO EWS vs. VPL EWS vs. QQQ EWS vs. IOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Singapore 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%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
17.40%
7.36%
EWS (iShares MSCI Singapore ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Singapore ETF had a return of 21.60% year-to-date (YTD) and 29.71% in the last 12 months. Over the past 10 years, iShares MSCI Singapore ETF had an annualized return of 2.40%, while the S&P 500 had an annualized return of 11.10%, indicating that iShares MSCI Singapore ETF did not perform as well as the benchmark.


EWS

YTD

21.60%

1M

-2.24%

6M

17.27%

1Y

29.71%

5Y*

2.50%

10Y*

2.40%

^GSPC (Benchmark)

YTD

24.66%

1M

0.49%

6M

8.64%

1Y

26.56%

5Y*

13.06%

10Y*

11.10%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.24%0.40%3.20%2.45%3.99%-0.04%3.28%4.03%7.37%-3.57%6.41%21.60%
20238.03%-5.86%3.76%0.15%-5.63%2.29%8.37%-7.38%-1.24%-4.52%2.57%7.18%6.15%
2022-1.40%-0.47%-0.71%-6.29%-2.30%-5.98%5.88%-2.99%-5.78%0.82%11.42%-1.07%-9.81%
20210.28%2.46%6.12%2.18%0.63%-2.35%1.08%-1.66%-1.43%5.62%-6.53%-0.40%5.47%
2020-5.18%-4.63%-20.52%6.74%-1.51%4.08%-0.75%2.31%-1.78%-3.69%17.30%3.29%-8.47%
20196.61%-0.38%1.11%5.94%-9.15%10.24%-2.15%-5.50%1.58%4.78%-0.95%3.11%14.53%
20186.13%-3.02%-0.07%4.46%-5.13%-7.43%1.79%-2.54%1.97%-8.36%3.10%-1.69%-11.34%
20179.23%2.53%2.20%0.74%3.09%0.79%5.21%-0.36%-1.33%4.50%3.56%0.50%34.78%
2016-8.66%3.30%11.96%0.09%-4.14%4.95%0.46%-3.02%2.55%-4.70%1.69%-2.24%0.69%
2015-2.37%0.39%-0.16%6.87%-5.85%-1.03%-4.22%-12.13%-3.88%9.34%-5.49%0.24%-18.32%
2014-7.21%3.68%3.08%4.21%1.84%-1.07%3.99%-0.71%-4.44%-0.52%1.06%-0.55%2.69%
20130.58%-0.80%2.20%3.44%-6.30%-3.69%4.18%-6.94%7.66%3.45%-1.67%-1.04%0.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EWS is 74, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EWS is 7474
Overall Rank
The Sharpe Ratio Rank of EWS is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of EWS is 7878
Sortino Ratio Rank
The Omega Ratio Rank of EWS is 7878
Omega Ratio Rank
The Calmar Ratio Rank of EWS is 5959
Calmar Ratio Rank
The Martin Ratio Rank of EWS is 7676
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 Singapore ETF (EWS) 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 EWS, currently valued at 1.88, compared to the broader market0.002.004.001.882.12
The chart of Sortino ratio for EWS, currently valued at 2.60, compared to the broader market-2.000.002.004.006.008.0010.002.602.83
The chart of Omega ratio for EWS, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.39
The chart of Calmar ratio for EWS, currently valued at 1.42, compared to the broader market0.005.0010.0015.001.423.13
The chart of Martin ratio for EWS, currently valued at 10.27, compared to the broader market0.0020.0040.0060.0080.00100.0010.2713.67
EWS
^GSPC

The current iShares MSCI Singapore ETF Sharpe ratio is 1.88. 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 Singapore 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.88
1.83
EWS (iShares MSCI Singapore ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Singapore ETF provided a 4.30% dividend yield over the last twelve months, with an annual payout of $0.94 per share.


3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.94$1.21$0.48$1.28$0.58$1.13$0.93$0.90$0.79$0.86$0.88$0.99

Dividend yield

4.30%6.49%2.56%6.00%2.68%4.70%4.21%3.46%3.96%4.20%3.35%3.77%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Singapore 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$0.35$0.00$0.00$0.00$0.00$0.00$0.58$0.94
2023$0.00$0.00$0.00$0.00$0.00$0.68$0.00$0.00$0.00$0.00$0.00$0.53$1.21
2022$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.21$0.48
2021$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$1.00$1.28
2020$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.36$0.58
2019$0.00$0.00$0.00$0.00$0.00$0.45$0.00$0.00$0.00$0.00$0.00$0.68$1.13
2018$0.00$0.00$0.00$0.00$0.00$0.49$0.00$0.00$0.00$0.00$0.00$0.44$0.93
2017$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.64$0.90
2016$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.00$0.00$0.00$0.66$0.79
2015$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$0.00$0.00$0.00$0.50$0.86
2014$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.00$0.00$0.00$0.49$0.88
2013$0.47$0.00$0.00$0.00$0.00$0.00$0.52$0.99

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.92%
-3.66%
EWS (iShares MSCI Singapore ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Singapore 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 Singapore ETF was 75.20%, occurring on Sep 3, 1998. Recovery took 2049 trading sessions.

The current iShares MSCI Singapore ETF drawdown is 3.92%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.2%Mar 27, 1996616Sep 3, 19982049Oct 26, 20062665
-63.8%Oct 15, 2007352Mar 9, 2009419Nov 3, 2010771
-40.84%Jan 25, 2018543Mar 23, 20201125Sep 11, 20241668
-32.51%Jul 25, 2014375Jan 20, 2016448Oct 27, 2017823
-26.06%Aug 2, 201144Oct 3, 2011302Dec 14, 2012346

Volatility

Volatility Chart

The current iShares MSCI Singapore ETF volatility is 3.88%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.88%
3.62%
EWS (iShares MSCI Singapore ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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