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ISIN
US4642884971
CUSIP
464288497
Issuer
iShares
Inception Date
Nov 12, 2007
Region
Developed Europe (Broad)
Leveraged
1x (No leverage)
Index Tracked
MSCI Europe Small Cap Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Value
Assets Under Management
$185M

Share Price Chart


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Performance

IEUS Performance Chart

iShares MSCI Europe Small-Cap ETF (IEUS) is up 5.7% since the beginning of the year. IEUS is currently trading at $72 per share. Investors who bought $1,000 worth of IEUS shares 5 years ago would now be looking at an investment worth $1,146.


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S&P 500 Index

Returns By Period

iShares MSCI Europe Small-Cap ETF (IEUS) has returned 5.69% so far this year and 14.01% over the past 12 months. Over the last ten years, IEUS has returned 7.44% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


iShares MSCI Europe Small-Cap ETF

1D
-1.28%
1M
1.99%
YTD
5.69%
6M
9.19%
1Y
14.01%
3Y*
14.06%
5Y*
2.76%
10Y*
7.44%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEUS Monthly Returns History

Based on dividend-adjusted daily data since Nov 19, 2007, IEUS's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +16.9%, while the worst month was Oct 2008 at -25.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, IEUS closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +13.9%, while the worst single day was Mar 16, 2020 at -11.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.80%1.67%-9.17%8.48%2.69%-1.96%5.69%
20254.21%1.18%1.33%6.40%7.59%4.46%-2.19%1.58%1.03%-0.87%0.41%3.44%32.06%
2024-3.52%0.35%4.10%-2.31%8.69%-5.12%5.17%1.94%0.95%-6.03%-2.25%-2.51%-1.59%
202310.22%-0.72%-1.31%3.52%-5.45%3.01%3.72%-4.57%-5.19%-5.86%12.17%8.75%17.34%
2022-6.77%-6.24%0.31%-7.31%1.34%-13.51%7.06%-9.33%-13.26%8.49%12.89%-0.74%-27.07%
20210.13%3.70%1.99%5.91%4.16%-3.25%3.39%3.27%-6.68%3.52%-5.41%4.35%15.06%

Benchmark Metrics

iShares MSCI Europe Small-Cap ETF has an annualized alpha of -1.60%, beta of 0.84, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since November 20, 2007.

  • This ETF participated in 115.46% of S&P 500 Index downside but only 98.51% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.60%
Beta
0.84
0.56
Upside Capture
98.51%
Downside Capture
115.46%

Expense Ratio

IEUS has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IEUS ranks 25 for risk / return — below 25% 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.


IEUS Risk / Return Rank: 2525
Overall Rank
IEUS Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IEUS Sortino Ratio Rank: 2525
Sortino Ratio Rank
IEUS Omega Ratio Rank: 2424
Omega Ratio Rank
IEUS Calmar Ratio Rank: 2424
Calmar Ratio Rank
IEUS Martin Ratio Rank: 2727
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 Europe Small-Cap ETF (IEUS) and compare them to S&P 500 Index.


IEUSBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.89

2.24

-1.36

Sortino ratio

Return per unit of downside risk

1.33

3.07

-1.74

Omega ratio

Gain probability vs. loss probability

1.16

1.41

-0.24

Calmar ratio

Return relative to maximum drawdown

1.10

2.93

-1.83

Martin ratio

Return relative to average drawdown

3.75

13.52

-9.77

Dividends

Dividend History

iShares MSCI Europe Small-Cap ETF provided a 3.02% dividend yield over the last twelve months, with an annual payout of $2.19 per share. The fund has been increasing its distributions for 3 consecutive years.


1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.19$2.19$1.74$1.67$1.48$1.83$0.75$2.25$1.44$1.23$1.09$0.93

Dividend yield

3.02%3.19%3.25%2.97%3.00%2.63%1.21%4.03%3.21%2.13%2.48%2.06%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Europe Small-Cap 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$1.38$0.00$0.00$0.00$0.00$0.00$0.81$2.19
2024$0.00$0.00$0.00$0.00$0.00$1.19$0.00$0.00$0.00$0.00$0.00$0.55$1.74
2023$0.00$0.00$0.00$0.00$0.00$1.06$0.00$0.00$0.00$0.00$0.00$0.61$1.67
2022$0.00$0.00$0.00$0.00$0.00$1.17$0.00$0.00$0.00$0.00$0.00$0.31$1.48
2021$0.00$0.00$0.00$0.00$0.00$0.79$0.00$0.00$0.00$0.00$0.00$1.05$1.83

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 Europe Small-Cap 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 Europe Small-Cap ETF was 62.12%, occurring on Mar 9, 2009. Recovery took 1135 trading sessions.

The current iShares MSCI Europe Small-Cap ETF drawdown is 1.96%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-62.12%Mar 2009
1y 2mo4y 6mo
5y 9moDec 2007 - Sep 2013
Bear market2022
-44.86%Oct 2022
1y 1mo2y 8mo
3y 9moSep 2021 - Jun 2025
COVID crash2020
-44.21%Mar 2020
2y 1mo8mo 10d
2y 9moJan 2018 - Nov 2020
2016 correction2016
-18.57%Feb 2016
8mo 27d1y 1mo
1y 10moMay 2015 - Mar 2017
2014 correction2014
-17.73%Oct 2014
3mo 11d6mo 24d
10mo 5dJul 2014 - May 2015

Drawdown Indicators


IEUSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.12%

-56.78%

-5.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-9.10%

-3.71%

Max Drawdown (3Y)

Largest decline over 3 years

-18.05%

-18.90%

+0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-44.86%

-25.43%

-19.43%

Max Drawdown (10Y)

Largest decline over 10 years

-44.86%

-33.92%

-10.94%

Current Drawdown

Current decline from peak

-1.96%

-0.74%

-1.22%

Average Drawdown

Average peak-to-trough decline

-14.91%

-10.72%

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

1.97%

+1.78%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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