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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
Assets Under Management
$193M

Share Price Chart


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Performance

TUR Performance Chart

iShares MSCI Turkey ETF (TUR) is up 19.1% since the beginning of the year. TUR is currently trading at $41 per share. Investors who bought $1,000 worth of TUR shares 5 years ago would now be looking at an investment worth $2,123.


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S&P 500 Index

Returns By Period

iShares MSCI Turkey ETF (TUR) has returned 19.14% so far this year and 38.28% over the past 12 months. Over the last ten years, TUR has returned 3.55% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


iShares MSCI Turkey ETF

1D
-1.10%
1M
4.24%
YTD
19.14%
6M
18.49%
1Y
38.28%
3Y*
15.27%
5Y*
16.25%
10Y*
3.55%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUR Monthly Returns History

Based on dividend-adjusted daily data since Mar 28, 2008, TUR's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 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%9.94%-10.10%7.35%19.14%
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 -3.44%, beta of 1.04, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since March 28, 2008.

  • This ETF participated in 104.15% of S&P 500 Index downside but only 68.72% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.30 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
-3.44%
Beta
1.04
0.30
Upside Capture
68.72%
Downside Capture
104.15%

Expense Ratio

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


Return for Risk

Risk / Return Rank

TUR ranks 45 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: 4545
Overall Rank
TUR Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TUR Sortino Ratio Rank: 4444
Sortino Ratio Rank
TUR Omega Ratio Rank: 4545
Omega Ratio Rank
TUR Calmar Ratio Rank: 5050
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 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.


TURBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

2.39

2.78

-0.39

Martin ratioReturn relative to average drawdown

6.74

12.44

-5.70

Dividends

Dividend History

iShares MSCI Turkey ETF provided a 2.07% dividend yield over the last twelve months, with an annual payout of $0.84 per share.


1.00%2.00%3.00%4.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.84$0.83$0.64$1.43$0.73$0.78$0.23$0.89$1.00$1.15$0.94$1.11

Dividend yield

2.07%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$0.00$0.48$0.48
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 25.02%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-72.34%Mar 2020
6y 10mo
13y 1moMay 2013 - now
Financial crisis2007–2009
-68.94%Nov 2008
3mo 17d1y 1mo
1y 5moAug 2008 - Jan 2010
2011 bear market2011
-48.29%Dec 2011
1y 1mo1y 4mo
2y 6moNov 2010 - May 2013
Financial crisis2007–2009
-24.57%Jul 2008
1mo 13d28d
2mo 11dMay 2008 - Jul 2008
2010 correction2010
-18.54%Jun 2010
1mo 23d1mo 26d
3mo 19dApr 2010 - Aug 2010

Drawdown Indicators


TURBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-72.34%

-56.78%

-15.56%

Max Drawdown (1Y)

Largest decline over 1 year

-16.07%

-9.10%

-6.97%

Max Drawdown (3Y)

Largest decline over 3 years

-31.63%

-18.90%

-12.73%

Max Drawdown (5Y)

Largest decline over 5 years

-31.63%

-25.43%

-6.20%

Max Drawdown (10Y)

Largest decline over 10 years

-59.25%

-33.92%

-25.33%

Current Drawdown

Current decline from peak

-25.02%

-1.80%

-23.22%

Average Drawdown

Average peak-to-trough decline

-39.86%

-10.71%

-29.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.70%

2.03%

+3.67%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TUR

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