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ISIN
IE00BJ5JPJ87
Issuer
iShares
Inception Date
Apr 10, 2019
Leveraged
1x (No leverage)
Index Tracked
MSCI Saudi Arabia 20/35 Index
Domicile
Ireland
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

IUSW.DE Performance Chart

iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.DE) is up 8.5% since the beginning of the year. IUSW.DE is currently trading at €5 per share. Investors who bought €1,000 worth of IUSW.DE shares 5 years ago would now be looking at an investment worth €1,137.


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S&P 500 Index

Returns By Period

iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.DE) has returned 8.49% so far this year and 4.49% over the past 12 months.


iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)

1D
0.44%
1M
0.44%
6M
7.23%
YTD
8.49%
1Y
4.49%
3Y*
-1.13%
5Y*
2.61%
10Y*

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSW.DE Monthly Returns History

Based on dividend-adjusted daily data since Apr 26, 2019, IUSW.DE's average daily return is +0.01%, while the average monthly return is +0.24%. At this rate, an investment would double in approximately 24.1 years.

Historically, 56% of months were positive and 44% were negative. The best month was Mar 2021 with a return of +13.4%, while the worst month was May 2019 at -18.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IUSW.DE closed higher 47% of trading days. The best single day was Mar 10, 2020 with a return of +9.1%, while the worst single day was Mar 9, 2020 at -16.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.15%-6.48%8.78%-2.76%-0.66%-0.22%0.44%8.49%
20253.35%-2.06%-2.87%-6.30%-5.67%-0.67%0.82%-3.17%8.90%1.51%-7.42%-2.52%-15.93%
20241.43%6.05%-0.18%-1.85%-9.40%4.98%2.24%-1.37%-0.20%1.00%0.79%2.54%5.30%
20230.35%-5.31%3.66%4.78%-1.39%2.41%0.62%-0.79%-2.79%-3.07%1.90%6.02%5.93%
202212.03%2.52%4.39%12.63%-9.57%-8.76%8.97%2.85%-6.04%3.12%-11.78%-5.92%0.43%
20210.94%5.76%13.35%2.16%-1.18%7.38%0.63%4.68%4.26%4.08%-6.86%5.05%46.72%

Benchmark Metrics

iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) has an annualized alpha of -1.46%, beta of 0.37, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since April 26, 2019.

  • This ETF participated in 74.73% of S&P 500 Index downside but only 40.37% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.37 may look defensive, but with R2 of 0.14 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.14 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-1.46%
Beta
0.37
0.14
Upside Capture
40.37%
Downside Capture
74.73%

Expense Ratio

IUSW.DE has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IUSW.DE ranks 13 for risk / return — in the bottom 13% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


IUSW.DE Risk / Return Rank: 1313
Overall Rank
IUSW.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IUSW.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
IUSW.DE Omega Ratio Rank: 1313
Omega Ratio Rank
IUSW.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IUSW.DE Martin Ratio Rank: 1414
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 Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.DE) 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.


IUSW.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.07

1.35

-0.29

Calmar ratioReturn relative to maximum drawdown

0.38

3.18

-2.81

Martin ratioReturn relative to average drawdown

0.96

11.76

-10.80

Dividends

Dividend History

iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) provided a 3.21% dividend yield over the last twelve months, with an annual payout of €0.15 per share. The fund has been increasing its distributions for 4 consecutive years.


1.50%2.00%2.50%3.00%3.50%€0.00€0.05€0.10€0.15202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend€0.15€0.16€0.14€0.11€0.09€0.06€0.12

Dividend yield

3.21%3.79%2.60%2.13%1.81%1.21%3.52%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€0.06€0.00€0.00€0.00€0.00€0.00€0.00€0.06
2025€0.08€0.00€0.00€0.00€0.00€0.00€0.09€0.00€0.00€0.00€0.00€0.00€0.16
2024€0.06€0.00€0.00€0.00€0.00€0.00€0.07€0.00€0.00€0.00€0.00€0.00€0.14
2023€0.05€0.00€0.00€0.00€0.00€0.00€0.06€0.00€0.00€0.00€0.00€0.00€0.11
2022€0.04€0.00€0.00€0.00€0.00€0.00€0.05€0.00€0.00€0.00€0.00€0.00€0.09
2021€0.01€0.00€0.00€0.00€0.00€0.00€0.05€0.00€0.00€0.00€0.00€0.00€0.06

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 Saudi Arabia Capped UCITS ETF USD (Dist). 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 Saudi Arabia Capped UCITS ETF USD (Dist) was 47.12%, occurring on Mar 16, 2020. Recovery took 360 trading sessions.

The current iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) drawdown is 24.34%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-47.12%Mar 2020
10mo 19d1y 5mo
2y 3moMay 2019 - Aug 2021
2025 bear market2025
-31.40%Sep 2025
3y 4mo
4y 2moMay 2022 - now
2021 correction2021
-10.38%Nov 2021
15d1mo 13d
1mo 28dNov 2021 - Jan 2022
Bear market2022
-4.48%Mar 2022
5d21d
26dMar 2022 - Apr 2022
Bear market2022
-4.14%Feb 2022
2d13d
15dFeb 2022 - Feb 2022

Drawdown Indicators


IUSW.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-47.12%

-51.62%

+4.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-7.57%

-4.35%

Max Drawdown (3Y)

Largest decline over 3 years

-21.61%

-23.99%

+2.38%

Max Drawdown (5Y)

Largest decline over 5 years

-31.40%

-23.99%

-7.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-24.34%

-0.43%

-23.91%

Average Drawdown

Average peak-to-trough decline

-20.34%

-9.08%

-11.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

2.04%

+2.61%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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