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iShares MSCI Turkey ETF (TUR)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US4642867158
CUSIP
464286715
Issuer
iShares
Inception Date
Mar 26, 2008
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI Turkey Investable Market Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

iShares MSCI Turkey ETF (TUR) has returned 12.29% so far this year and 20.81% over the past 12 months. Over the last ten years, TUR has returned 1.66% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


iShares MSCI Turkey ETF

1D
3.48%
1M
-4.87%
YTD
12.29%
6M
14.07%
1Y
20.81%
3Y*
8.89%
5Y*
13.63%
10Y*
1.66%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 28, 2008, TUR's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, your investment would double in approximately 9.8 years.

Historically, 50% of months were positive and 50% were negative. The best month was Nov 2022 with a return of +26.2%, while the worst month was Oct 2008 at -35.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 7 months.

On a daily basis, TUR closed higher 51% of trading days. The best single day was Dec 20, 2021 with a return of +21.2%, while the worst single day was Mar 22, 2021 at -19.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202619.84%-1.50%-4.87%12.29%
20250.22%-4.62%-4.26%-6.55%-2.22%9.23%4.93%4.25%-3.00%-0.23%-1.90%3.80%-1.54%
202410.90%4.72%-4.13%11.85%5.17%0.62%-0.57%-11.30%-1.83%-7.86%8.83%-1.31%12.91%
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%-8.33%10.58%7.68%-4.49%-8.20%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%

Benchmark Metrics

iShares MSCI Turkey ETF has an annualized alpha of -2.92%, beta of 1.04, and R² of 0.31 versus S&P 500 Index. Calculated based on daily prices since March 31, 2008.

  • This ETF participated in 104.68% of S&P 500 Index downside but only 70.94% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.31 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
-2.92%
Beta
1.04
0.31
Upside Capture
70.94%
Downside Capture
104.68%

Expense Ratio

TUR has an expense ratio of 0.59%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TUR ranks 52 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


TUR Risk / Return Rank: 5252
Overall Rank
TUR Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TUR Sortino Ratio Rank: 5757
Sortino Ratio Rank
TUR Omega Ratio Rank: 4343
Omega Ratio Rank
TUR Calmar Ratio Rank: 6666
Calmar Ratio Rank
TUR Martin Ratio Rank: 4242
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 Turkey ETF (TUR) and compare them to a chosen benchmark (S&P 500 Index).


TURBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.90

+0.04

Sortino ratio

Return per unit of downside risk

1.53

1.39

+0.15

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.75

1.40

+0.35

Martin ratio

Return relative to average drawdown

4.17

6.61

-2.44

Explore TUR risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

iShares MSCI Turkey ETF provided a 2.14% dividend yield over the last twelve months, with an annual payout of $0.83 per share.


1.00%2.00%3.00%4.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.83$0.83$0.64$1.43$0.73$0.78$0.23$0.89$1.00$1.15$0.94$1.11

Dividend yield

2.14%2.40%1.79%4.43%1.97%4.22%0.87%3.29%4.05%2.64%2.89%3.04%

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
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.47$0.00$0.00$0.00$0.00$0.00$0.36$0.83
2024$0.00$0.00$0.00$0.00$0.00$0.49$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

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 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 29.33%.


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 chart below shows the rolling one-month volatility.


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