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iShares MSCI South Korea ETF (EWY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642867729

CUSIP

464286772

Issuer

iShares

Inception Date

May 12, 2000

Region

Developed Asia Pacific (South Korea)

Leveraged

1x

Index Tracked

MSCI Korea Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

EWY has an expense ratio of 0.59%, 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 South Korea ETF (EWY) returned 15.17% year-to-date (YTD) and -8.48% over the past 12 months. Over the past 10 years, EWY returned 1.73% annually, underperforming the S&P 500 benchmark at 10.78%.


EWY

YTD

15.17%

1M

7.84%

6M

7.39%

1Y

-8.48%

5Y*

5.17%

10Y*

1.73%

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.05%1.30%-1.15%3.98%4.31%15.17%
2024-9.25%7.80%4.68%-6.05%-1.38%6.29%0.70%-1.58%-2.35%-6.33%-4.14%-9.27%-20.48%
202312.38%-7.83%4.65%-0.90%3.48%0.96%6.61%-7.58%-5.62%-6.77%14.72%6.66%19.05%
2022-7.04%0.03%-1.63%-6.44%2.10%-14.48%4.06%-4.36%-18.22%9.40%17.16%-5.82%-26.59%
20212.38%-0.15%1.97%0.96%1.62%1.25%-4.75%-2.32%-6.96%-1.45%-4.73%5.01%-7.58%
2020-7.30%-4.67%-14.63%10.02%3.76%6.67%5.48%4.66%3.60%-0.67%17.75%13.47%39.43%
20199.96%-2.70%-3.21%0.87%-9.61%7.74%-7.47%-3.86%5.78%4.60%-0.78%8.69%7.97%
20184.42%-7.86%4.66%0.20%-4.58%-6.14%-0.66%0.09%1.41%-14.65%4.03%-1.57%-20.37%
20178.76%1.17%5.65%0.37%9.05%0.13%2.79%-1.76%0.86%8.25%0.52%2.67%44.97%
2016-3.89%-2.41%13.37%-1.08%-4.77%4.64%6.89%1.24%3.16%-4.78%-3.78%1.13%8.44%
20150.65%1.76%1.08%6.87%-5.51%-4.65%-7.13%-6.53%1.97%11.48%-2.87%-3.70%-8.00%
2014-8.71%3.46%0.70%1.69%3.33%0.60%1.66%0.45%-8.87%-3.11%-2.98%-1.64%-13.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EWY 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 EWY is 88
Overall Rank
The Sharpe Ratio Rank of EWY is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of EWY is 88
Sortino Ratio Rank
The Omega Ratio Rank of EWY is 88
Omega Ratio Rank
The Calmar Ratio Rank of EWY is 88
Calmar Ratio Rank
The Martin Ratio Rank of EWY is 99
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 South Korea ETF (EWY) 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 South Korea ETF Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: -0.33
  • 5-Year: 0.21
  • 10-Year: 0.07
  • All Time: 0.18

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 South Korea 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 South Korea ETF provided a 2.21% dividend yield over the last twelve months, with an annual payout of $1.30 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.50$2.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.30$1.30$1.65$0.70$1.68$0.63$1.31$0.79$2.18$0.65$1.20$0.66

Dividend yield

2.21%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%1.20%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI South Korea 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$0.00$0.00$0.00$0.00$0.00$0.00$1.30$1.30
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.65$1.65
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70$0.70
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.68$1.68
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.31$1.31
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79$0.79
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.18$2.18
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65$0.65
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.20$1.20
2014$0.66$0.66

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 South Korea 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 South Korea ETF was 74.14%, occurring on Nov 20, 2008. Recovery took 2133 trading sessions.

The current iShares MSCI South Korea ETF drawdown is 33.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.14%Nov 1, 2007267Nov 20, 20082133May 15, 20172400
-50.77%Jun 12, 2000317Sep 20, 2001113Mar 6, 2002430
-49.73%Jan 11, 2021435Sep 30, 2022
-48.93%Jan 29, 2018541Mar 23, 2020172Nov 24, 2020713
-38.19%Apr 24, 2002236Mar 31, 2003136Oct 13, 2003372

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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