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ISIN
US4642867729
CUSIP
464286772
Issuer
iShares
Inception Date
May 12, 2000
Region
Developed Asia Pacific (South Korea)
Leveraged
1x (No leverage)
Index Tracked
MSCI Korea Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$26B

Share Price Chart


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Performance

EWY Performance Chart

iShares MSCI South Korea ETF (EWY) is up 125.3% since the beginning of the year. EWY is currently trading at $219 per share. Investors who bought $1,000 worth of EWY shares 5 years ago would now be looking at an investment worth $2,634.


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S&P 500 Index

Returns By Period

iShares MSCI South Korea ETF (EWY) has returned 125.28% so far this year and 226.78% over the past 12 months. Looking at the last ten years, EWY has achieved an annualized return of 18.13%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


iShares MSCI South Korea ETF

1D
-0.08%
1M
20.32%
YTD
125.28%
6M
138.71%
1Y
226.78%
3Y*
54.89%
5Y*
21.37%
10Y*
18.13%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWY Monthly Returns History

Based on dividend-adjusted daily data since May 12, 2000, EWY's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.

Historically, 57% of months were positive and 43% were negative. The best month was Apr 2026 with a return of +30.7%, while the worst month was Oct 2008 at -28.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.

On a daily basis, EWY closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +22.4%, while the worst single day was Sep 17, 2001 at -16.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202625.91%23.66%-18.74%30.69%28.04%6.41%125.28%
20256.05%1.30%-1.15%3.98%7.90%18.39%1.43%-0.78%10.88%21.10%-6.32%9.39%95.33%
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%

Benchmark Metrics

iShares MSCI South Korea ETF has an annualized alpha of 6.63%, beta of 1.16, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since May 12, 2000.

  • This ETF captured 145.57% of S&P 500 Index gains and 118.42% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.45 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
6.63%
Beta
1.16
0.45
Upside Capture
145.57%
Downside Capture
118.42%

Expense Ratio

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


Return for Risk

Risk / Return Rank

EWY ranks 95 for risk / return — in the top 95% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


EWY Risk / Return Rank: 9595
Overall Rank
EWY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWY Omega Ratio Rank: 9494
Omega Ratio Rank
EWY Calmar Ratio Rank: 9797
Calmar Ratio Rank
EWY Martin Ratio Rank: 9696
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 South Korea ETF (EWY) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EWYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+2.80

Sortino ratioReturn per unit of downside risk

+1.65

Omega ratioGain probability vs. loss probability

1.64

1.37

+0.27

Calmar ratioReturn relative to maximum drawdown

9.89

2.78

+7.11

Martin ratioReturn relative to average drawdown

34.51

12.44

+22.07

Dividends

Dividend History

iShares MSCI South Korea ETF provided a 0.93% dividend yield over the last twelve months, with an annual payout of $2.04 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.04$2.04$1.30$1.65$0.70$1.68$0.63$1.31$0.79$2.18$0.65$1.20

Dividend yield

0.93%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%

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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.04$2.04
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

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 0.08%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-74.14%Nov 2008
1y 20d8y 5mo
9y 6moNov 2007 - May 2017
Dot-com crash2000–2002
-50.78%Sep 2001
1y 3mo5mo 17d
1y 8moJun 2000 - Mar 2002
Bear market2022
-49.73%Sep 2022
1y 8mo3y 21d
4y 9moJan 2021 - Oct 2025
COVID crash2020
-48.93%Mar 2020
2y 1mo8mo 6d
2y 10moJan 2018 - Nov 2020
2003 bear market2003
-38.19%Mar 2003
11mo 11d6mo 16d
1y 5moApr 2002 - Oct 2003

Drawdown Indicators


EWYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-74.14%

-56.78%

-17.36%

Max Drawdown (1Y)

Largest decline over 1 year

-23.08%

-9.10%

-13.98%

Max Drawdown (3Y)

Largest decline over 3 years

-27.36%

-18.90%

-8.46%

Max Drawdown (5Y)

Largest decline over 5 years

-48.55%

-25.43%

-23.12%

Max Drawdown (10Y)

Largest decline over 10 years

-49.73%

-33.92%

-15.81%

Current Drawdown

Current decline from peak

-0.08%

-1.80%

+1.72%

Average Drawdown

Average peak-to-trough decline

-20.10%

-10.71%

-9.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.60%

2.03%

+4.57%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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