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

ETF Info

ISINUS4642868222
CUSIP464286822
IssueriShares
Inception DateMar 12, 1996
RegionLatin America (Mexico)
CategoryLatin America Equities
Index TrackedMSCI Mexico IMI 25/50 Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The iShares MSCI Mexico ETF has a high expense ratio of 0.49%, indicating higher-than-average management fees.


Expense ratio chart for EWW: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

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.


iShares MSCI Mexico ETF

Popular comparisons: EWW vs. ILF, EWW vs. EWZ, EWW vs. FLMX, EWW vs. VOO, EWW vs. SPY, EWW vs. EIDO, EWW vs. KSA, EWW vs. SCHD, EWW vs. MEXX, EWW vs. IOO

Performance

Performance Chart

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


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
26.85%
19.37%
EWW (iShares MSCI Mexico ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI Mexico ETF had a return of -2.00% year-to-date (YTD) and 12.63% in the last 12 months. Over the past 10 years, iShares MSCI Mexico ETF had an annualized return of 2.74%, while the S&P 500 had an annualized return of 10.55%, indicating that iShares MSCI Mexico ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-2.00%6.30%
1 month-1.47%-3.13%
6 months26.85%19.37%
1 year12.63%22.56%
5 years (annualized)10.18%11.65%
10 years (annualized)2.74%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.75%-2.13%6.24%
2023-5.56%-5.89%15.40%8.92%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EWW is 44, suggesting that the investment has average results relative to the market 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 EWW is 4444
iShares MSCI Mexico ETF(EWW)
The Sharpe Ratio Rank of EWW is 4141Sharpe Ratio Rank
The Sortino Ratio Rank of EWW is 4242Sortino Ratio Rank
The Omega Ratio Rank of EWW is 4242Omega Ratio Rank
The Calmar Ratio Rank of EWW is 5454Calmar Ratio Rank
The Martin Ratio Rank of EWW is 4141Martin 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.


EWW
Sharpe ratio
The chart of Sharpe ratio for EWW, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.000.66
Sortino ratio
The chart of Sortino ratio for EWW, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.001.06
Omega ratio
The chart of Omega ratio for EWW, currently valued at 1.13, compared to the broader market1.001.502.001.13
Calmar ratio
The chart of Calmar ratio for EWW, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.000.72
Martin ratio
The chart of Martin ratio for EWW, currently valued at 2.06, compared to the broader market0.0010.0020.0030.0040.0050.002.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.0010.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Sharpe Ratio

The current iShares MSCI Mexico ETF Sharpe ratio is 0.66. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.66
1.92
EWW (iShares MSCI Mexico ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Mexico ETF granted a 2.23% dividend yield in the last twelve months. The annual payout for that period amounted to $1.49 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.49$1.49$1.79$1.04$0.61$1.31$0.94$1.09$0.77$1.15$0.72$1.31

Dividend yield

2.23%2.19%3.63%2.06%1.42%2.91%2.29%2.21%1.76%2.31%1.22%1.93%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
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
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
2021$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.00$0.65
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
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
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
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
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
2015$0.00$0.00$0.00$0.00$0.00$0.41$0.00$0.00$0.00$0.00$0.00$0.74
2014$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.51
2013$0.45$0.00$0.00$0.00$0.00$0.00$0.86

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.78%
-3.50%
EWW (iShares MSCI Mexico ETF)
Benchmark (^GSPC)

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 64.95%, occurring on Mar 9, 2009. Recovery took 443 trading sessions.

The current iShares MSCI Mexico ETF drawdown is 5.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.95%Jul 9, 2007421Mar 9, 2009443Dec 13, 2010864
-62.22%Apr 12, 20131746Mar 23, 2020789May 10, 20232535
-58.53%Oct 17, 1997225Sep 10, 1998314Dec 8, 1999539
-40.91%Mar 10, 2000733Feb 12, 2003227Jan 7, 2004960
-28.07%May 10, 200624Jun 13, 200680Oct 5, 2006104

Volatility

Volatility Chart

The current iShares MSCI Mexico ETF volatility is 5.14%, 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%NovemberDecember2024FebruaryMarchApril
5.14%
3.58%
EWW (iShares MSCI Mexico ETF)
Benchmark (^GSPC)