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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 features an expense ratio of 0.59%, falling within the medium range.


Expense ratio chart for EWY: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

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.


Popular comparisons:
EWY vs. FLKR EWY vs. EWT EWY vs. ^AW01 EWY vs. EWJ EWY vs. EWH EWY vs. SPY EWY vs. EPP EWY vs. FXI EWY vs. VGK EWY vs. QQQ
Popular comparisons:
EWY vs. FLKR EWY vs. EWT EWY vs. ^AW01 EWY vs. EWJ EWY vs. EWH EWY vs. SPY EWY vs. EPP EWY vs. FXI EWY vs. VGK EWY vs. QQQ

Performance

Performance Chart

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


260.00%280.00%300.00%320.00%340.00%360.00%JulyAugustSeptemberOctoberNovemberDecember
262.32%
317.38%
EWY (iShares MSCI South Korea ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI South Korea ETF had a return of -18.22% year-to-date (YTD) and -16.42% in the last 12 months. Over the past 10 years, iShares MSCI South Korea ETF had an annualized return of 1.37%, while the S&P 500 had an annualized return of 11.06%, indicating that iShares MSCI South Korea ETF did not perform as well as the benchmark.


EWY

YTD

-18.22%

1M

-6.62%

6M

-17.70%

1Y

-16.42%

5Y*

-1.55%

10Y*

1.37%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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
2024-9.25%7.80%4.68%-6.05%-1.38%6.29%0.70%-1.58%-2.35%-6.33%-4.14%-18.22%
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%
2013-5.97%3.56%-3.66%-1.70%-1.34%-7.70%4.94%2.51%7.46%3.90%1.77%0.89%3.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EWY is 3, meaning it’s performing worse than 97% 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 33
Overall Rank
The Sharpe Ratio Rank of EWY is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of EWY is 33
Sortino Ratio Rank
The Omega Ratio Rank of EWY is 33
Omega Ratio Rank
The Calmar Ratio Rank of EWY is 33
Calmar Ratio Rank
The Martin Ratio Rank of EWY is 11
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.


Sharpe ratio
The chart of Sharpe ratio for EWY, currently valued at -0.66, compared to the broader market0.002.004.00-0.662.10
The chart of Sortino ratio for EWY, currently valued at -0.81, compared to the broader market-2.000.002.004.006.008.0010.00-0.812.80
The chart of Omega ratio for EWY, currently valued at 0.90, compared to the broader market0.501.001.502.002.503.000.901.39
The chart of Calmar ratio for EWY, currently valued at -0.37, compared to the broader market0.005.0010.0015.00-0.373.09
The chart of Martin ratio for EWY, currently valued at -1.70, compared to the broader market0.0020.0040.0060.0080.00100.00-1.7013.49
EWY
^GSPC

The current iShares MSCI South Korea ETF Sharpe ratio is -0.66. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI South Korea ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.66
2.10
EWY (iShares MSCI South Korea ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI South Korea ETF provided a 2.48% 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$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.30$1.65$0.70$1.68$0.63$1.31$0.79$2.18$0.65$1.20$0.66$0.90

Dividend yield

2.48%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%1.20%1.39%

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
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$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.66$0.66
2013$0.90$0.90

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.93%
-2.62%
EWY (iShares MSCI South Korea ETF)
Benchmark (^GSPC)

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 40.93%.


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 current iShares MSCI South Korea ETF volatility is 6.10%, 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%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.10%
3.79%
EWY (iShares MSCI South Korea ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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