iShares MSCI Chile ETF

10-Year Study

ECH.US · · US · ETF

Executive Summary: iShares MSCI Chile ETF has compounded at 5.6% annually over the last 10 years, with a maximum drawdown of 59.6% and an annualized volatility of 23.8%.

1Y CAGR
+49.1%
3Y CAGR
+20.7%
5Y CAGR
+13.5%
10Y CAGR
+5.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
59.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +65.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -19.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.0-3.8-8.611.5————————9.7%
20259.14.74.24.41.22.0-5.210.00.57.27.27.165.4%
2024-9.93.50.90.55.7-6.00.52.52.3-6.2-0.9-0.9-8.7%
20238.0-3.92.4-1.3-0.57.46.1-8.9-7.1-7.510.95.69.0%
202213.9-1.111.7-12.719.7-17.79.85.0-13.62.89.92.525.1%
2021-0.94.99.0-6.9-7.80.2-5.64.5-9.0-5.73.1-5.8-19.8%
2020-8.0-12.1-19.616.1-5.17.58.4-7.2-5.0-0.812.512.9-7.1%
201912.8-3.4-4.3-1.0-9.98.1-5.8-7.24.9-7.8-13.111.4-17.8%
20187.3-4.0-1.31.4-7.2-6.04.7-10.14.5-8.43.7-3.6-19.0%
20173.93.68.1-1.4-0.1-1.39.15.91.05.2-12.216.241.8%
2016———3.3-7.76.54.5-5.01.08.3-6.3-0.13.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 23.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 30.5% of variance. Idiosyncratic stock-specific factors contribute 51.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110333.333333333334
2016-05-019539.317094872651
2016-06-0110158.973788603418
2016-07-0110614.466318170023
2016-08-0110081.674266859452
2016-09-0110183.813443072702
2016-10-0111034.071108145183
2016-11-0110343.936529121716
2016-12-0110334.260186112038
2017-01-0110737.478218959699
2017-02-0111126.86760834909
2017-03-0112029.955881807735
2017-04-0111858.747636525415
2017-05-0111850.443035628223
2017-06-0111694.917139361585
2017-07-0112758.61046231417
2017-08-0113513.587661735812
2017-09-0113645.497349201052
2017-10-0114352.723093463836
2017-11-0112607.051495940386
2017-12-0114652.726800874949
2018-01-0115720.201683164645
2018-02-0115088.162236310385
2018-03-0114894.301709116524
2018-04-0115106.40269899529
2018-05-0114020.650279909541
2018-06-0113179.957735513293
2018-07-0113804.026248470696
2018-08-0112407.036666295926
2018-09-0112970.970970970971
2018-10-0111885.99710821933
2018-11-0112321.135950765583
2018-12-0111871.72357542728
2019-01-0113394.060727394062
2019-02-0112935.342750157566
2019-03-0112379.156934712491
2019-04-0112250.176102027954
2019-05-0111043.191339487637
2019-06-0111938.456975494011
2019-07-0111240.166092017944
2019-08-0110427.909390872353
2019-09-0110939.198457716977
2019-10-0110087.494902309718
2019-11-018762.466169873578
2019-12-019759.611463315168
2020-01-018980.721462202944
2020-02-017894.375857338821
2020-03-016348.3112742372
2020-04-017370.222073925777
2020-05-016995.439884328774
2020-06-017521.669817966114
2020-07-018154.45074704334
2020-08-017566.455344233122
2020-09-017190.375560745932
2020-10-017133.652170689207
2020-11-018026.100174248323
2020-12-019063.545026507989
2021-01-018979.535090646203
2021-02-019423.571719868016
2021-03-0110275.608942275609
2021-04-019570.57057057057
2021-05-018823.527230934638
2021-06-018843.139435732028
2021-07-018345.753160567976
2021-08-018721.091461832202
2021-09-017933.822711600489
2021-10-017485.263040818597
2021-11-017720.201683164646
2021-12-017268.713157602046
2022-01-018282.35643050458
2022-02-018191.079968857747
2022-03-019151.188225262298
2022-04-017992.733474214957
2022-05-019563.600637674712
2022-06-017874.652430207987
2022-07-018649.983316649985
2022-08-019085.122159196233
2022-09-017851.740629518408
2022-10-018070.922774626479
2022-11-018869.202535869203
2022-12-019094.724353983613
2023-01-019823.230638045454
2023-02-019437.1779186594
2023-03-019662.106550995439
2023-04-019537.871204537872
2023-05-019487.524561598635
2023-06-0110191.45070996923
2023-07-0110813.146479813147
2023-08-019845.697549401253
2023-09-019147.184221258296
2023-10-018459.125792459126
2023-11-019384.68097727357
2023-12-019914.544173803433
2024-01-018937.49304860416
2024-02-019253.809364920477
2024-03-019338.152967782597
2024-04-019383.828272717163
2024-05-019921.55118081044
2024-06-019324.509694880066
2024-07-019374.967560152745
2024-08-019609.238868498127
2024-09-019832.72161049939
2024-10-019219.960701442184
2024-11-019137.06298891484
2024-12-019055.055055055054
2025-01-019883.179475772069
2025-02-0110349.683016349685
2025-03-0110783.635487339192
2025-04-0111257.331405479554
2025-05-0111391.131872613354
2025-06-0111618.359099840583
2025-07-0111019.871723575427
2025-08-0112120.787454120788
2025-09-0112176.176176176174
2025-10-0113048.010973936902
2025-11-0113986.356727097469
2025-12-0114977.94090386683
2026-01-0116772.327883438997
2026-02-0116127.238349460573
2026-03-0114740.666592518442
2026-04-0116431.246060875692
Annual Return Matrix
YearAnnual Return
20170.4178786422047309
2018-0.18979424534698952
2019-0.17791115996702223
2020-0.07132112168845872
2021-0.19802757791312675
20220.2512151954258668
20230.09014234933472487
2024-0.08668972609142755
20250.6540971659255983
20260.09702970297029712
Total Factor Risk
0.2378528170704548
VTI.US Exposure
-0.07527936528871411
VEA.US Exposure
0.3047362868283821
VWO.US Exposure
0.02150662378533159
QQQ.US Exposure
0.08684113949919868
VTV.US Exposure
0.04137052245569036
IJR.US Exposure
0.14935153029536935
QUAL.US Exposure
-0.09990862245590447
SHV.US Exposure
0.016866489494621727
TLT.US Exposure
0.06278168619255822
LQD.US Exposure
-0.0520281716032254
HYG.US Exposure
0.04625314923522887
GLD.US Exposure
-0.015126989882757536
USO.US Exposure
0.005075171786900329
VNQ.US Exposure
-0.032519653463923597
BTC-USD.CC Exposure
0.013460228357696422
CPER.US Exposure
0.01845103404951521
VIX.INDX Exposure
-0.03155650650965624
UUP.US Exposure
-0.00356089314575858
TIP.US Exposure
0.031119211916715496
Idiosyncratic Exposure
0.5121671284527316
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+19.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
6.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Chile ETF a high-risk investment?

iShares MSCI Chile ETF (ECH.US) has an annualized volatility of 23.8% and experienced a maximum drawdown of 59.6% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of ECH.US?

Over the past 10 years, ECH.US has generated a Compound Annual Growth Rate (CAGR) of 5.6%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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