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iShares MSCI Turkey ETF (TUR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642867158

CUSIP

464286715

Issuer

iShares

Inception Date

Mar 26, 2008

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI Turkey Investable Market Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for TUR: 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:
TUR vs. EPOL TUR vs. AMR TUR vs. HEDJ TUR vs. VGK TUR vs. QQQ TUR vs. EPI TUR vs. IOO TUR vs. SPY TUR vs. VOO TUR vs. SCHD
Popular comparisons:
TUR vs. EPOL TUR vs. AMR TUR vs. HEDJ TUR vs. VGK TUR vs. QQQ TUR vs. EPI TUR vs. IOO TUR vs. SPY TUR vs. VOO TUR vs. SCHD

Performance

Performance Chart

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


-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-13.83%
7.29%
TUR (iShares MSCI Turkey ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Turkey ETF had a return of 13.61% year-to-date (YTD) and 8.86% in the last 12 months. Over the past 10 years, iShares MSCI Turkey ETF had an annualized return of -1.15%, while the S&P 500 had an annualized return of 11.01%, indicating that iShares MSCI Turkey ETF did not perform as well as the benchmark.


TUR

YTD

13.61%

1M

3.02%

6M

-13.30%

1Y

8.86%

5Y*

9.47%

10Y*

-1.15%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of TUR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202410.90%4.72%-4.13%11.85%5.17%0.62%-0.57%-11.30%-1.83%-7.86%8.83%13.61%
2023-8.38%4.66%-8.06%-5.06%-2.00%-3.73%19.68%10.83%2.91%-11.44%3.28%-7.52%-8.83%
20229.90%-8.32%10.58%7.68%-4.49%-8.21%1.21%16.89%-1.82%23.14%26.15%8.41%105.75%
20210.60%0.23%-13.96%1.39%-1.63%-5.30%5.17%7.36%-10.63%0.19%-15.68%3.93%-27.41%
20202.44%-14.77%-20.55%7.03%7.46%8.18%-7.11%-7.42%-1.05%-10.22%25.65%19.28%-1.19%
201917.62%-3.56%-12.92%-3.91%-2.14%7.19%9.57%-7.55%10.73%-7.41%7.28%3.21%14.49%
20184.69%-1.98%-4.89%-11.17%-12.69%-5.20%-6.65%-28.36%17.81%-1.93%12.46%-6.14%-41.46%
20173.51%4.55%1.88%11.09%3.60%3.27%6.79%4.31%-9.58%0.02%-9.40%15.03%37.58%
20162.28%0.78%16.97%4.84%-13.71%2.21%-4.54%0.32%-0.29%-1.32%-14.83%2.20%-8.56%
2015-1.71%-7.10%-6.43%1.08%-0.21%-1.25%-4.79%-11.03%-4.45%10.18%-4.84%-5.06%-31.44%
2014-12.80%2.69%14.06%9.31%7.71%-1.49%3.31%-3.36%-11.52%10.13%6.72%-5.84%15.79%
20131.26%-2.53%8.01%2.84%-5.34%-12.62%-5.47%-13.77%13.92%4.70%-3.00%-14.92%-27.24%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TUR is 19, meaning it’s performing worse than 81% 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 TUR is 1919
Overall Rank
The Sharpe Ratio Rank of TUR is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of TUR is 2121
Sortino Ratio Rank
The Omega Ratio Rank of TUR is 2020
Omega Ratio Rank
The Calmar Ratio Rank of TUR is 1818
Calmar Ratio Rank
The Martin Ratio Rank of TUR is 1616
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 Turkey ETF (TUR) 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 TUR, currently valued at 0.34, compared to the broader market0.002.004.000.341.90
The chart of Sortino ratio for TUR, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.0010.000.632.54
The chart of Omega ratio for TUR, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.35
The chart of Calmar ratio for TUR, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.182.81
The chart of Martin ratio for TUR, currently valued at 0.67, compared to the broader market0.0020.0040.0060.0080.00100.000.6712.39
TUR
^GSPC

The current iShares MSCI Turkey ETF Sharpe ratio is 0.34. 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 Turkey 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
0.34
1.90
TUR (iShares MSCI Turkey ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Turkey ETF provided a 1.78% dividend yield over the last twelve months, with an annual payout of $0.64 per share.


1.00%2.00%3.00%4.00%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.64$1.43$0.73$0.78$0.23$0.89$1.00$1.15$0.94$1.11$0.88$1.12

Dividend yield

1.78%4.43%1.97%4.22%0.87%3.29%4.05%2.63%2.89%3.04%1.63%2.34%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Turkey 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$0.50$0.00$0.00$0.00$0.00$0.00$0.15$0.64
2023$0.00$0.00$0.00$0.00$0.00$1.08$0.00$0.00$0.00$0.00$0.00$0.35$1.43
2022$0.00$0.00$0.00$0.00$0.00$0.55$0.00$0.00$0.00$0.00$0.00$0.18$0.73
2021$0.00$0.00$0.00$0.00$0.00$0.69$0.00$0.00$0.00$0.00$0.00$0.09$0.78
2020$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.08$0.23
2019$0.00$0.00$0.00$0.00$0.00$0.59$0.00$0.00$0.00$0.00$0.00$0.30$0.89
2018$0.00$0.00$0.00$0.00$0.00$0.92$0.00$0.00$0.00$0.00$0.00$0.08$1.00
2017$0.00$0.00$0.00$0.00$0.00$1.03$0.00$0.00$0.00$0.00$0.00$0.12$1.15
2016$0.00$0.00$0.00$0.00$0.00$0.89$0.00$0.00$0.00$0.00$0.00$0.05$0.94
2015$0.00$0.00$0.00$0.00$0.00$1.10$0.00$0.00$0.00$0.00$0.00$0.01$1.11
2014$0.00$0.00$0.00$0.00$0.00$0.88$0.00$0.00$0.00$0.00$0.00$0.00$0.88
2013$1.12$0.00$0.00$0.00$0.00$0.00$0.00$1.12

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
-35.69%
-3.58%
TUR (iShares MSCI Turkey ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Turkey 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 Turkey ETF was 72.34%, occurring on Mar 20, 2020. The portfolio has not yet recovered.

The current iShares MSCI Turkey ETF drawdown is 35.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.34%May 9, 20131729Mar 20, 2020
-68.94%Aug 5, 200877Nov 20, 2008281Jan 5, 2010358
-48.29%Nov 5, 2010283Dec 19, 2011344May 6, 2013627
-24.57%May 16, 200833Jul 2, 200819Jul 30, 200852
-18.54%Apr 15, 201037Jun 7, 201039Aug 2, 201076

Volatility

Volatility Chart

The current iShares MSCI Turkey ETF volatility is 7.00%, 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%JulyAugustSeptemberOctoberNovemberDecember
7.00%
3.64%
TUR (iShares MSCI Turkey ETF)
Benchmark (^GSPC)
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Disclaimer

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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