- ISIN
- US46434V7385
- CUSIP
- 46434V738
- Issuer
- iShares
- Inception Date
- Jun 10, 2014
- Region
- Developed Europe (Broad)
- Category
- Europe Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI Europe Investable Market Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $9B
Share Price Chart
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Performance
IEUR Performance Chart
iShares Core MSCI Europe ETF (IEUR) is up 6.2% since the beginning of the year. IEUR is currently trading at $74 per share. Investors who bought $1,000 worth of IEUR shares 5 years ago would now be looking at an investment worth $1,495.
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Returns By Period
iShares Core MSCI Europe ETF (IEUR) has returned 6.23% so far this year and 18.45% over the past 12 months. Over the last ten years, IEUR has returned 10.23% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
iShares Core MSCI Europe ETF
- 1D
- -1.07%
- 1M
- -0.12%
- YTD
- 6.23%
- 6M
- 6.35%
- 1Y
- 18.45%
- 3Y*
- 16.54%
- 5Y*
- 8.37%
- 10Y*
- 10.23%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
IEUR Monthly Returns History
Based on dividend-adjusted daily data since Jun 12, 2014, IEUR's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +16.4%, while the worst month was Mar 2020 at -16.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, IEUR closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.58% | 3.07% | -8.16% | 5.88% | 2.07% | -0.71% | 6.23% | ||||||
| 2025 | 6.41% | 4.33% | 0.37% | 4.01% | 5.02% | 2.72% | -2.75% | 3.67% | 2.07% | 0.57% | 1.47% | 3.34% | 35.67% |
| 2024 | -0.98% | 2.28% | 3.82% | -2.45% | 6.33% | -3.15% | 2.51% | 3.68% | 0.66% | -5.96% | -1.73% | -2.90% | 1.40% |
| 2023 | 9.43% | -1.46% | 2.26% | 4.16% | -5.41% | 4.30% | 2.70% | -3.89% | -4.41% | -3.24% | 9.70% | 5.47% | 19.71% |
| 2022 | -3.47% | -5.24% | 0.38% | -6.42% | 2.18% | -9.96% | 5.16% | -7.51% | -9.58% | 8.47% | 13.22% | -1.49% | -15.90% |
| 2021 | -0.96% | 2.84% | 3.33% | 4.82% | 4.31% | -1.49% | 1.73% | 1.77% | -5.46% | 5.03% | -4.69% | 5.09% | 16.71% |
Benchmark Metrics
iShares Core MSCI Europe ETF has an annualized alpha of -2.72%, beta of 0.85, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since June 12, 2014.
- This ETF participated in 99.60% of S&P 500 Index downside but only 78.06% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -2.72% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -2.72%
- Beta
- 0.85
- R²
- 0.65
- Upside Capture
- 78.06%
- Downside Capture
- 99.60%
Expense Ratio
IEUR has an expense ratio of 0.09%, which is considered low.
Return for Risk
Risk / Return Rank
IEUR ranks 34 for risk / return — below 34% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares Core MSCI Europe ETF (IEUR) 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.
| IEUR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.32 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.46 | -0.92 |
| Martin ratioReturn relative to average drawdown | 5.77 | 10.92 | -5.15 |
Dividends
Dividend History
iShares Core MSCI Europe ETF provided a 3.24% dividend yield over the last twelve months, with an annual payout of $2.39 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.39 | $2.11 | $1.91 | $1.74 | $1.45 | $1.67 | $1.09 | $1.63 | $1.55 | $1.32 | $1.30 | $1.18 |
Dividend yield | 3.24% | 2.97% | 3.54% | 3.17% | 3.05% | 2.88% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares Core MSCI Europe ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.54 | $1.54 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.26 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.85 | $2.11 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.19 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.72 | $1.91 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.17 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $1.74 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $1.45 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.88 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.80 | $1.67 |
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 Core MSCI Europe 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 Core MSCI Europe ETF was 36.96%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current iShares Core MSCI Europe ETF drawdown is 1.77%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.96%Mar 2020 | 2y 1mo | 8mo 6d | 2y 10moJan 2018 - Nov 2020 |
Bear market2022 | -32.75%Sep 2022 | 1y 24d | 1y 4mo | 2y 5moSep 2021 - Feb 2024 |
2016 bear market2016 | -24.29%Feb 2016 | 1y 7mo | 1y 3mo | 2y 11moJun 2014 - May 2017 |
2025 selloff2025 | -14.25%Apr 2025 | 20d | 24d | 1mo 14dMar 2025 - May 2025 |
2026 correction2026 | -12.04%Mar 2026 | 22d | 2mo 28d | 3mo 20dFeb 2026 - Jun 2026 |
Drawdown Indicators
| IEUR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.96% | -56.78% | +19.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -9.10% | -2.94% |
Max Drawdown (3Y)Largest decline over 3 years | -14.25% | -18.90% | +4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -32.75% | -25.43% | -7.32% |
Max Drawdown (10Y)Largest decline over 10 years | -36.96% | -33.92% | -3.04% |
Current DrawdownCurrent decline from peak | -1.77% | -3.21% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -10.71% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.04% | +1.17% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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