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iShares MSCI United Kingdom Small-Cap ETF (EWUS)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US46429B4169
CUSIP
46429B416
Issuer
iShares
Inception Date
Jan 25, 2012
Region
Developed Europe (Broad)
Leveraged
1x (No leverage)
Index Tracked
MSCI United Kingdom Small Cap Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI United Kingdom Small-Cap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

iShares MSCI United Kingdom Small-Cap ETF (EWUS) has returned -5.72% so far this year and 17.68% over the past 12 months. Over the last ten years, EWUS has returned 3.52% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


iShares MSCI United Kingdom Small-Cap ETF

1D
3.35%
1M
-11.10%
YTD
-5.72%
6M
-2.16%
1Y
17.68%
3Y*
10.68%
5Y*
-0.08%
10Y*
3.52%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 26, 2012, EWUS's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, your investment would double in approximately 8.9 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +16.9%, while the worst month was Mar 2020 at -27.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EWUS closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +10.4%, while the worst single day was Jun 24, 2016 at -15.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.52%0.51%-11.10%-5.72%
20252.08%-1.30%-0.50%6.12%9.58%4.75%-3.60%-0.05%2.49%-1.21%1.07%3.93%25.13%
2024-3.08%-0.70%5.27%-1.92%8.88%-4.38%9.02%0.42%1.66%-7.33%1.13%-4.04%3.55%
20238.42%-1.67%-2.46%5.42%-4.51%0.64%5.52%-3.74%-5.03%-6.97%11.47%9.52%15.41%
2022-7.36%-6.27%-2.00%-6.74%-0.56%-11.49%8.03%-11.06%-14.54%7.90%13.58%-2.11%-31.19%
2021-0.99%6.24%2.63%5.09%3.44%-4.89%2.51%4.31%-7.04%2.02%-6.15%5.94%12.55%

Benchmark Metrics

iShares MSCI United Kingdom Small-Cap ETF has an annualized alpha of -2.14%, beta of 0.81, and R² of 0.40 versus S&P 500 Index. Calculated based on daily prices since January 27, 2012.

  • This ETF participated in 121.09% of S&P 500 Index downside but only 92.13% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.40 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
-2.14%
Beta
0.81
0.40
Upside Capture
92.13%
Downside Capture
121.09%

Expense Ratio

EWUS has an expense ratio of 0.59%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EWUS ranks 45 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.


EWUS Risk / Return Rank: 4545
Overall Rank
EWUS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EWUS Sortino Ratio Rank: 4949
Sortino Ratio Rank
EWUS Omega Ratio Rank: 4646
Omega Ratio Rank
EWUS Calmar Ratio Rank: 3939
Calmar Ratio Rank
EWUS Martin Ratio Rank: 4141
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 Small-Cap ETF (EWUS) and compare them to a chosen benchmark (S&P 500 Index).


EWUSBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.90

+0.06

Sortino ratio

Return per unit of downside risk

1.37

1.39

-0.01

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.03

1.40

-0.36

Martin ratio

Return relative to average drawdown

3.99

6.61

-2.62

Explore EWUS risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

iShares MSCI United Kingdom Small-Cap ETF provided a 3.81% 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.


2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.50$1.50$1.27$1.00$0.63$1.62$0.83$1.15$1.19$1.14$1.08$1.13

Dividend yield

3.81%3.59%3.67%2.88%2.03%3.54%1.97%2.59%3.53%2.61%3.18%2.85%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI United Kingdom Small-Cap 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
2025$0.00$0.00$0.00$0.00$0.00$0.68$0.00$0.00$0.00$0.00$0.00$0.82$1.50
2024$0.00$0.00$0.00$0.00$0.00$0.43$0.00$0.00$0.00$0.00$0.00$0.85$1.27
2023$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$0.00$0.00$0.00$0.64$1.00
2022$0.00$0.00$0.00$0.00$0.00$0.44$0.00$0.00$0.00$0.00$0.00$0.19$0.63
2021$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$1.39$1.62

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 Small-Cap 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 Small-Cap ETF was 49.33%, occurring on Mar 23, 2020. Recovery took 221 trading sessions.

The current iShares MSCI United Kingdom Small-Cap ETF drawdown is 12.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.33%Dec 17, 201966Mar 23, 2020221Feb 5, 2021287
-48.14%Sep 7, 2021278Oct 12, 2022821Jan 22, 20261099
-27.09%Jun 24, 2015255Jun 27, 2016310Sep 19, 2017565
-26.5%Jun 12, 2018136Dec 24, 2018245Dec 13, 2019381
-21.3%Mar 3, 2014159Oct 15, 2014145May 14, 2015304

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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