PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares MSCI Taiwan ETF (EWT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46434G7723

CUSIP

46434G772

Issuer

iShares

Inception Date

Jun 20, 2000

Region

Developed Asia Pacific (Taiwan)

Leveraged

1x

Index Tracked

MSCI Taiwan Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EWT vs. FLTW EWT vs. EWY EWT vs. EWS EWT vs. EWH EWT vs. KBA EWT vs. HEWJ EWT vs. HEZU EWT vs. EPP EWT vs. VTI EWT vs. QQQ
Popular comparisons:
EWT vs. FLTW EWT vs. EWY EWT vs. EWS EWT vs. EWH EWT vs. KBA EWT vs. HEWJ EWT vs. HEZU EWT vs. EPP EWT vs. VTI EWT vs. QQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Taiwan 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%JuneJulyAugustSeptemberOctoberNovember
5.29%
12.92%
EWT (iShares MSCI Taiwan ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Taiwan ETF had a return of 16.75% year-to-date (YTD) and 25.43% in the last 12 months. Over the past 10 years, iShares MSCI Taiwan ETF had an annualized return of 10.73%, which was very close to the S&P 500 benchmark's annualized return of 11.16%.


EWT

YTD

16.75%

1M

-4.85%

6M

5.29%

1Y

25.43%

5Y (annualized)

14.03%

10Y (annualized)

10.73%

^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 EWT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.00%3.76%5.07%-3.12%6.70%7.69%-1.94%1.24%0.13%0.65%16.75%
202311.58%-2.50%3.75%-3.11%5.19%1.77%1.83%-4.76%-2.30%-2.31%11.90%6.38%29.00%
2022-2.58%-1.49%-3.86%-9.02%2.06%-11.64%1.73%-2.07%-14.19%-3.34%21.99%-6.81%-28.90%
20214.26%5.62%2.58%7.64%-3.38%2.55%-0.56%2.15%-4.54%1.63%2.65%5.75%28.88%
2020-7.71%-1.42%-11.89%12.31%0.41%8.18%10.89%-1.46%2.16%0.58%9.52%9.36%31.50%
20195.28%-0.27%4.16%3.64%-7.70%5.68%0.89%-1.05%4.18%6.77%1.62%6.89%33.36%
20186.71%-5.15%4.61%-5.32%0.91%-1.72%5.00%0.34%-0.61%-12.12%0.51%-2.02%-9.90%
20177.32%2.76%2.59%1.59%1.84%4.01%2.35%2.40%-3.68%5.54%-2.62%0.39%26.81%
2016-3.45%4.14%7.94%-5.77%2.14%5.32%6.97%0.00%4.46%0.38%-2.47%-2.20%17.71%
20150.79%5.06%-1.63%4.45%-0.61%-3.43%-6.78%-9.18%-1.50%5.62%-2.66%-2.68%-12.86%
2014-5.89%3.61%2.35%1.74%3.21%4.57%-0.32%4.83%-7.51%2.95%0.57%-2.52%6.87%
2013-1.62%0.90%-1.33%4.95%-2.57%-2.49%2.48%-1.10%3.26%4.27%-0.93%2.17%7.87%

Expense Ratio

EWT features an expense ratio of 0.59%, falling within the medium range.


Expense ratio chart for EWT: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EWT is 42, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of EWT is 4242
Combined Rank
The Sharpe Ratio Rank of EWT is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of EWT is 3838
Sortino Ratio Rank
The Omega Ratio Rank of EWT is 3939
Omega Ratio Rank
The Calmar Ratio Rank of EWT is 5252
Calmar Ratio Rank
The Martin Ratio Rank of EWT is 4242
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 Taiwan ETF (EWT) 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 EWT, currently valued at 1.16, compared to the broader market0.002.004.001.162.54
The chart of Sortino ratio for EWT, currently valued at 1.64, compared to the broader market-2.000.002.004.006.008.0010.0012.001.643.40
The chart of Omega ratio for EWT, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.47
The chart of Calmar ratio for EWT, currently valued at 1.42, compared to the broader market0.005.0010.0015.001.423.66
The chart of Martin ratio for EWT, currently valued at 5.38, compared to the broader market0.0020.0040.0060.0080.00100.005.3816.26
EWT
^GSPC

The current iShares MSCI Taiwan ETF Sharpe ratio is 1.16. 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 Taiwan 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.16
2.54
EWT (iShares MSCI Taiwan ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Taiwan ETF provided a 10.28% dividend yield over the last twelve months, with an annual payout of $5.53 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$2.00$4.00$6.00$8.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$5.53$5.53$7.56$1.76$0.97$1.02$1.00$1.02$0.70$0.80$0.58$0.52

Dividend yield

10.28%12.01%18.82%2.64%1.83%2.49%3.16%2.81%2.39%3.12%1.93%1.82%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Taiwan 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$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.53$5.53
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.56$7.56
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.76$1.76
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.97$0.97
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.02$1.02
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.00$1.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.02$1.02
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70$0.70
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.80$0.80
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.58
2013$0.52$0.52

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
-5.52%
-0.88%
EWT (iShares MSCI Taiwan ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Taiwan 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 Taiwan ETF was 64.26%, occurring on Oct 7, 2002. Recovery took 1273 trading sessions.

The current iShares MSCI Taiwan ETF drawdown is 5.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.26%Jul 18, 2000543Oct 7, 20021273Oct 26, 20071816
-62.91%Oct 30, 2007269Nov 20, 2008549Jan 27, 2011818
-38.88%Jan 5, 2022202Oct 24, 2022391May 15, 2024593
-31.34%Apr 28, 2015183Jan 15, 2016270Feb 10, 2017453
-29.49%Jan 14, 202046Mar 19, 202074Jul 6, 2020120

Volatility

Volatility Chart

The current iShares MSCI Taiwan ETF volatility is 5.48%, 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%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.48%
3.96%
EWT (iShares MSCI Taiwan ETF)
Benchmark (^GSPC)