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iShares MSCI United Kingdom ETF (EWU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642866994

CUSIP

46435G334

Issuer

iShares

Inception Date

Mar 12, 1996

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI United Kingdom Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


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.


Performance

Performance Chart


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Returns By Period

iShares MSCI United Kingdom ETF (EWU) returned 14.75% year-to-date (YTD) and 10.42% over the past 12 months. Over the past 10 years, EWU returned 3.91% annually, underperforming the S&P 500 benchmark at 10.87%.


EWU

YTD

14.75%

1M

6.43%

6M

15.15%

1Y

10.42%

5Y*

14.16%

10Y*

3.91%

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.04%4.02%1.16%1.68%2.10%14.75%
2024-1.88%0.99%4.46%1.43%4.67%-2.11%3.96%3.50%-0.32%-4.97%0.70%-3.33%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%-8.06%3.17%-6.47%-9.34%6.98%12.45%-1.29%-4.40%
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%
2020-4.28%-10.23%-18.50%5.74%1.90%1.65%0.66%2.74%-4.32%-4.51%16.10%4.83%-11.80%
20197.29%3.43%1.35%2.27%-6.13%4.60%-2.41%-3.80%3.59%3.50%1.23%5.40%21.29%
20183.74%-6.70%0.23%4.32%-0.61%-1.19%0.95%-4.39%1.64%-6.77%-1.19%-4.58%-14.30%
20172.48%1.46%2.01%1.69%4.56%-1.57%2.37%-0.82%2.98%0.60%-0.11%4.21%21.54%
2016-4.83%-3.13%5.38%4.02%-1.16%-2.28%1.50%1.09%0.44%-5.30%0.20%3.51%-1.21%
20150.06%5.88%-5.71%6.66%0.62%-3.87%1.59%-7.98%-3.93%6.59%-1.66%-4.17%-7.02%
2014-4.65%6.78%-3.15%4.52%0.98%0.81%-2.39%0.78%-5.65%-1.91%0.11%-3.36%-7.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EWU is 66, 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 EWU is 6666
Overall Rank
The Sharpe Ratio Rank of EWU is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of EWU is 6060
Sortino Ratio Rank
The Omega Ratio Rank of EWU is 6262
Omega Ratio Rank
The Calmar Ratio Rank of EWU is 7676
Calmar Ratio Rank
The Martin Ratio Rank of EWU is 6868
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 United Kingdom ETF (EWU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iShares MSCI United Kingdom ETF Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 0.64
  • 5-Year: 0.79
  • 10-Year: 0.20
  • All Time: 0.24

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of iShares MSCI United Kingdom ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

iShares MSCI United Kingdom ETF provided a 3.62% dividend yield over the last twelve months, with an annual payout of $1.41 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.41$1.41$1.37$1.05$1.44$0.73$1.41$1.46$1.40$1.22$1.33$2.74

Dividend yield

3.62%4.16%4.14%3.42%4.35%2.48%4.13%4.98%3.91%3.97%4.11%7.59%

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
2025$0.00$0.00$0.00$0.00$0.00$0.00
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
2020$0.00$0.00$0.00$0.00$0.00$0.40$0.00$0.00$0.00$0.00$0.00$0.33$0.73
2019$0.00$0.00$0.00$0.00$0.00$0.81$0.00$0.00$0.00$0.00$0.00$0.60$1.41
2018$0.00$0.00$0.00$0.00$0.00$0.83$0.00$0.00$0.00$0.00$0.00$0.64$1.46
2017$0.00$0.00$0.00$0.00$0.00$0.74$0.00$0.00$0.00$0.00$0.00$0.66$1.40
2016$0.00$0.00$0.00$0.00$0.00$0.80$0.00$0.00$0.00$0.00$0.00$0.42$1.22
2015$0.00$0.00$0.00$0.00$0.00$0.69$0.00$0.00$0.00$0.00$0.00$0.63$1.33
2014$2.04$0.00$0.00$0.00$0.00$0.00$0.70$2.74

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.99%Nov 1, 2007339Mar 9, 20091295Apr 30, 20141634
-46.78%Jan 4, 2000799Mar 12, 2003486Feb 14, 20051285
-43.33%Jan 29, 2018541Mar 23, 2020284May 7, 2021825
-29.34%Jul 7, 2014405Feb 11, 2016486Jan 17, 2018891
-24.91%Feb 10, 2022158Sep 27, 2022136Apr 13, 2023294

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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