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

ETF Info

ISINUS4642866739
CUSIP46434G780
IssueriShares
Inception DateMar 12, 1996
RegionDeveloped Markets (Broad)
CategoryAsia Pacific Equities
Index TrackedMSCI Singapore Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The iShares MSCI Singapore ETF has a high expense ratio of 0.50%, indicating higher-than-average management fees.


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.


iShares MSCI Singapore ETF

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

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.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
11.65%
22.03%
EWS (iShares MSCI Singapore ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI Singapore ETF had a return of 1.39% year-to-date (YTD) and 2.87% in the last 12 months. Over the past 10 years, iShares MSCI Singapore ETF had an annualized return of 0.60%, while the S&P 500 had an annualized return of 10.46%, indicating that iShares MSCI Singapore ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.39%5.84%
1 month2.43%-2.98%
6 months11.65%22.02%
1 year2.87%24.47%
5 years (annualized)-1.01%11.44%
10 years (annualized)0.60%10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.24%0.40%3.20%
2023-1.24%-4.52%2.57%7.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EWS is 23, indicating that it is in the bottom 23% of the market 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 EWS is 2323
iShares MSCI Singapore ETF(EWS)
The Sharpe Ratio Rank of EWS is 2323Sharpe Ratio Rank
The Sortino Ratio Rank of EWS is 2222Sortino Ratio Rank
The Omega Ratio Rank of EWS is 2222Omega Ratio Rank
The Calmar Ratio Rank of EWS is 2525Calmar Ratio Rank
The Martin Ratio Rank of EWS is 2121Martin 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.


EWS
Sharpe ratio
The chart of Sharpe ratio for EWS, currently valued at 0.21, compared to the broader market-1.000.001.002.003.004.000.21
Sortino ratio
The chart of Sortino ratio for EWS, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.000.40
Omega ratio
The chart of Omega ratio for EWS, currently valued at 1.05, compared to the broader market1.001.502.001.05
Calmar ratio
The chart of Calmar ratio for EWS, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.000.14
Martin ratio
The chart of Martin ratio for EWS, currently valued at 0.44, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market1.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.05

Sharpe Ratio

The current iShares MSCI Singapore ETF Sharpe ratio is 0.21. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.21
2.05
EWS (iShares MSCI Singapore ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Singapore ETF granted a 6.41% dividend yield in the last twelve months. The annual payout for that period amounted to $1.21 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.21$1.21$0.48$1.28$0.58$1.13$0.93$0.90$0.79$0.86$0.88$0.99

Dividend yield

6.41%6.50%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
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
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
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
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
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
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
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
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
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
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
2013$0.47$0.00$0.00$0.00$0.00$0.00$0.52

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-12.47%
-3.92%
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 75.21%, occurring on Sep 3, 1998. Recovery took 2049 trading sessions.

The current iShares MSCI Singapore ETF drawdown is 12.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.21%Mar 27, 1996616Sep 3, 19982049Oct 26, 20062665
-63.8%Oct 15, 2007352Mar 9, 2009419Nov 3, 2010771
-40.84%Jan 25, 2018543Mar 23, 2020
-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 4.58%, 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%NovemberDecember2024FebruaryMarchApril
4.58%
3.60%
EWS (iShares MSCI Singapore ETF)
Benchmark (^GSPC)