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ISIN
US4642866994
CUSIP
46435G334
Issuer
iShares
Inception Date
Mar 12, 1996
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI United Kingdom Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$4B

Share Price Chart


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Performance

EWU Performance Chart

iShares MSCI United Kingdom ETF (EWU) is up 4.9% since the beginning of the year. EWU is currently trading at $45 per share. Investors who bought $1,000 worth of EWU shares 5 years ago would now be looking at an investment worth $1,706.


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S&P 500 Index

Returns By Period

iShares MSCI United Kingdom ETF (EWU) has returned 4.85% so far this year and 20.83% over the past 12 months. Over the last ten years, EWU has returned 7.70% per year, falling short of the S&P 500 Index benchmark, which averaged 13.54% annually.


iShares MSCI United Kingdom ETF

1D
-1.00%
1M
-2.60%
YTD
4.85%
6M
5.91%
1Y
20.83%
3Y*
15.69%
5Y*
11.27%
10Y*
7.70%

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.34%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWU Monthly Returns History

Based on dividend-adjusted daily data since Apr 1, 1996, EWU's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 years.

Historically, 60% of months were positive and 40% were negative. The best month was May 2009 with a return of +17.1%, while the worst month was Oct 2008 at -19.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 7 months.

On a daily basis, EWU closed higher 51% of trading days. The best single day was Oct 28, 2008 with a return of +17.1%, while the worst single day was Sep 29, 2008 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.96%5.46%-6.41%3.49%-0.47%-1.74%4.85%
20255.04%4.02%1.16%1.68%4.78%1.54%0.23%4.14%1.23%1.67%1.12%3.89%34.95%
2024-1.88%0.99%4.46%1.43%4.67%-2.11%3.96%3.50%-0.32%-4.97%0.70%-3.32%6.74%
20236.23%-0.89%-0.06%5.18%-5.98%3.38%2.94%-3.90%-1.12%-3.60%6.20%4.37%12.40%
20222.26%-1.18%0.45%-3.98%2.69%-8.05%3.17%-6.47%-9.34%6.98%12.45%-1.29%-4.39%
2021-0.24%3.94%3.10%3.90%3.87%-1.58%0.28%0.67%-2.30%4.43%-4.87%6.25%18.19%

Benchmark Metrics

iShares MSCI United Kingdom ETF has an annualized alpha of -0.43%, beta of 0.88, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since April 01, 1996.

  • This ETF participated in 91.56% of S&P 500 Index downside but only 80.67% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.88 and R2 of 0.56, 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
-0.43%
Beta
0.88
0.56
Upside Capture
80.67%
Downside Capture
91.56%

Expense Ratio

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


Return for Risk

Risk / Return Rank

EWU ranks 40 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


EWU Risk / Return Rank: 4040
Overall Rank
EWU Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EWU Sortino Ratio Rank: 3939
Sortino Ratio Rank
EWU Omega Ratio Rank: 3737
Omega Ratio Rank
EWU Calmar Ratio Rank: 4141
Calmar Ratio Rank
EWU Martin Ratio Rank: 4444
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 United Kingdom ETF (EWU) 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.


EWUBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.24

1.35

-0.12

Calmar ratioReturn relative to maximum drawdown

2.01

2.66

-0.65

Martin ratioReturn relative to average drawdown

6.95

11.86

-4.91

Dividends

Dividend History

iShares MSCI United Kingdom ETF provided a 3.29% dividend yield over the last twelve months, with an annual payout of $1.50 per share. The fund has been increasing its distributions for 3 consecutive years.


2.50%3.00%3.50%4.00%4.50%5.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.50$1.64$1.41$1.37$1.05$1.44$0.73$1.41$1.46$1.40$1.22$1.33

Dividend yield

3.29%3.73%4.16%4.14%3.43%4.35%2.48%4.13%4.98%3.91%3.97%4.11%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI United Kingdom 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$0.67$0.67
2025$0.00$0.00$0.00$0.00$0.00$0.81$0.00$0.00$0.00$0.00$0.00$0.83$1.64
2024$0.00$0.00$0.00$0.00$0.00$0.68$0.00$0.00$0.00$0.00$0.00$0.73$1.41
2023$0.00$0.00$0.00$0.00$0.00$0.62$0.00$0.00$0.00$0.00$0.00$0.75$1.37
2022$0.00$0.00$0.00$0.00$0.00$0.58$0.00$0.00$0.00$0.00$0.00$0.47$1.05
2021$0.00$0.00$0.00$0.00$0.00$0.57$0.00$0.00$0.00$0.00$0.00$0.88$1.44

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 United Kingdom 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 United Kingdom ETF was 63.99%, occurring on Mar 9, 2009. Recovery took 1295 trading sessions.

The current iShares MSCI United Kingdom ETF drawdown is 5.28%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-63.99%Mar 2009
1y 4mo5y 1mo
6y 6moNov 2007 - Apr 2014
2003 bear market2003
-46.80%Mar 2003
3y 2mo1y 11mo
5y 2moJan 2000 - Mar 2005
COVID crash2020
-43.33%Mar 2020
2y 1mo1y 1mo
3y 3moJan 2018 - May 2021
2016 bear market2016
-29.34%Feb 2016
1y 7mo1y 11mo
3y 6moJul 2014 - Jan 2018
Bear market2022
-24.91%Sep 2022
7mo 19d6mo 18d
1y 2moFeb 2022 - Apr 2023

Drawdown Indicators


EWUBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-63.99%

-56.78%

-7.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-9.10%

-0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-12.63%

-18.90%

+6.27%

Max Drawdown (5Y)

Largest decline over 5 years

-24.91%

-25.43%

+0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-43.33%

-33.92%

-9.41%

Current Drawdown

Current decline from peak

-5.28%

-2.49%

-2.79%

Average Drawdown

Average peak-to-trough decline

-14.15%

-10.72%

-3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.03%

+0.83%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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