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iShares MSCI Mexico ETF (EWW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642868222

CUSIP

464286822

Issuer

iShares

Inception Date

Mar 12, 1996

Region

Latin America (Mexico)

Leveraged

1x

Index Tracked

MSCI Mexico IMI 25/50 Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

EWW has an expense ratio of 0.49%, 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 Mexico ETF (EWW) returned 27.10% year-to-date (YTD) and -10.23% over the past 12 months. Over the past 10 years, EWW returned 2.40% annually, underperforming the S&P 500 benchmark at 10.89%.


EWW

YTD

27.10%

1M

8.34%

6M

21.63%

1Y

-10.23%

5Y*

17.52%

10Y*

2.40%

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.12%

10Y*

10.89%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.61%3.14%0.87%11.79%4.46%27.10%
2024-1.75%-2.13%6.24%-5.53%-0.89%-12.05%-0.16%-6.16%1.26%-3.33%-3.18%-3.91%-28.22%
202316.58%-0.02%3.28%2.27%-1.69%4.66%4.58%-5.18%-5.56%-5.89%15.40%8.92%40.32%
2022-4.05%3.69%9.20%-10.08%5.34%-9.17%0.45%-5.45%-0.05%14.33%6.59%-6.38%1.24%
2021-6.51%1.17%7.80%3.72%5.83%0.54%2.15%4.26%-5.58%0.19%-6.29%13.22%20.27%
20201.84%-9.25%-31.88%3.25%8.95%0.35%2.04%1.17%1.37%2.40%18.76%7.20%-3.06%
20199.28%-3.20%0.07%5.87%-7.00%3.12%-4.86%0.58%2.91%3.72%-1.78%4.46%12.64%
20187.75%-6.03%3.23%0.16%-13.41%6.86%10.27%-3.16%1.77%-17.86%-4.16%3.07%-14.58%
20171.91%2.83%11.05%1.15%-0.27%5.63%4.38%0.30%-3.29%-7.84%-0.28%-0.80%14.47%
2016-2.89%0.19%10.77%0.63%-7.70%2.18%-1.37%1.59%-3.94%4.85%-13.20%0.11%-10.31%
2015-5.29%7.04%-3.74%1.14%-0.19%-1.70%-1.35%-6.19%-2.44%6.13%-2.07%-5.64%-14.25%
2014-7.51%-4.09%6.02%-0.11%3.66%2.73%0.86%4.96%-4.25%-0.41%-4.56%-8.25%-11.57%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EWW is 8, meaning it’s performing worse than 92% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EWW is 88
Overall Rank
The Sharpe Ratio Rank of EWW is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of EWW is 88
Sortino Ratio Rank
The Omega Ratio Rank of EWW is 88
Omega Ratio Rank
The Calmar Ratio Rank of EWW is 55
Calmar Ratio Rank
The Martin Ratio Rank of EWW is 1010
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 Mexico ETF (EWW) 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 Mexico ETF Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: -0.35
  • 5-Year: 0.78
  • 10-Year: 0.09
  • All Time: 0.28

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 Mexico 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 Mexico ETF provided a 3.45% dividend yield over the last twelve months, with an annual payout of $2.06 per share.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.50$1.00$1.50$2.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$2.06$2.06$1.49$1.80$1.04$0.62$1.32$0.95$1.09$0.78$1.16$0.73

Dividend yield

3.45%4.39%2.19%3.64%2.06%1.43%2.92%2.30%2.22%1.77%2.34%1.23%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Mexico 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$0.48$0.00$0.00$0.00$0.00$0.00$1.58$2.06
2023$0.00$0.00$0.00$0.00$0.00$0.46$0.00$0.00$0.00$0.00$0.00$1.03$1.49
2022$0.00$0.00$0.00$0.00$0.00$0.75$0.00$0.00$0.00$0.00$0.00$1.04$1.80
2021$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.00$0.66$1.04
2020$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.49$0.62
2019$0.00$0.00$0.00$0.00$0.00$0.88$0.00$0.00$0.00$0.00$0.00$0.43$1.32
2018$0.00$0.00$0.00$0.00$0.00$0.57$0.00$0.00$0.00$0.00$0.00$0.37$0.95
2017$0.00$0.00$0.00$0.00$0.00$0.58$0.00$0.00$0.00$0.00$0.00$0.51$1.09
2016$0.00$0.00$0.00$0.00$0.00$0.58$0.00$0.00$0.00$0.00$0.00$0.20$0.78
2015$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$0.00$0.00$0.00$0.75$1.16
2014$0.22$0.00$0.00$0.00$0.00$0.00$0.51$0.73

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 Mexico 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 Mexico ETF was 64.94%, occurring on Mar 9, 2009. Recovery took 446 trading sessions.

The current iShares MSCI Mexico ETF drawdown is 12.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.94%Jul 9, 2007421Mar 9, 2009446Dec 13, 2010867
-62.19%Apr 12, 20131749Mar 23, 2020788May 9, 20232537
-58.53%Oct 17, 1997226Sep 10, 1998314Dec 8, 1999540
-40.85%Mar 10, 2000734Feb 12, 2003227Jan 7, 2004961
-31.17%Apr 9, 2024184Dec 30, 2024

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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