iShares MSCI Israel ETF

10-Year Study

EIS.US · · US · ETF

Executive Summary: iShares MSCI Israel ETF has compounded at 11.9% annually over the last 10 years, with a maximum drawdown of 38.6% and an annualized volatility of 19.1%.

1Y CAGR
+57.2%
3Y CAGR
+37.3%
5Y CAGR
+14.9%
10Y CAGR
+11.9%

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 →
38.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +45.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -27.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.1-0.2-2.38.9————————14.8%
20254.6-1.9-6.05.48.212.6-3.23.25.82.11.37.145.1%
20240.88.60.1-7.44.7-0.92.38.00.71.28.74.534.5%
20234.3-7.31.1-1.1-3.03.26.7-3.6-1.9-13.716.37.85.5%
2022-5.10.40.0-6.8-5.5-8.68.33.5-13.66.20.8-8.2-27.1%
2021-0.40.50.46.10.31.61.71.9-0.85.9-0.84.522.8%
20202.3-6.3-18.312.24.8-1.76.42.4-7.1-0.112.48.912.0%
201911.30.9-0.54.3-7.65.01.4-3.92.72.35.2-0.720.9%
20184.7-4.6-3.4-1.16.00.63.25.7-1.0-6.64.5-11.3-4.8%
20173.84.51.81.01.73.9-1.6-9.63.4-1.00.84.312.8%
2016———1.0-1.0-1.35.10.0-2.5-3.30.70.2-1.2%

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 19.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 38.0% of variance. Idiosyncratic stock-specific factors contribute 27.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110102.5054479346
2016-05-0110000
2016-06-019874.835959980255
2016-07-0110382.812217821067
2016-08-0110382.812217821067
2016-09-0110122.683875317547
2016-10-019792.629335773367
2016-11-019857.980471712879
2016-12-019880.663143066979
2017-01-0110257.262909498068
2017-02-0110723.60611131846
2017-03-0110913.13403725063
2017-04-0111019.588485293587
2017-05-0111211.235386893653
2017-06-0111643.602740220806
2017-07-0111457.181039983627
2017-08-0110357.962412261164
2017-09-0110710.001324359793
2017-10-0110597.936406650695
2017-11-0110678.288927148173
2017-12-0111142.392756955898
2018-01-0111670.306649490123
2018-02-0111133.724220132677
2018-03-0110759.050795217858
2018-04-0110642.747926172962
2018-05-0111285.784803573364
2018-06-0111348.31866504533
2018-07-0111711.289565248799
2018-08-0112375.997784707257
2018-09-0112246.98106165497
2018-10-0111440.132917564622
2018-11-0111958.366943979581
2018-12-0110603.595034854743
2019-01-0111797.1080797987
2019-02-0111897.855741099702
2019-03-0111838.717056550164
2019-04-0112346.789631466789
2019-05-0111411.67122166171
2019-06-0111980.06236530659
2019-07-0112144.836802754668
2019-08-0111676.880289914398
2019-09-0111995.449018167808
2019-10-0112272.143897711267
2019-11-0112915.7827568355
2019-12-0112823.173888440746
2020-01-0113118.313488002505
2020-02-0112290.997965301773
2020-03-0110039.417763276706
2020-04-0111269.17010799552
2020-05-0111808.040067903541
2020-06-0111603.534836682358
2020-07-0112341.588509372856
2020-08-0112643.133194476217
2020-09-0111746.926883299822
2020-10-0111733.49065122383
2020-11-0113185.326093499803
2020-12-0114363.837753885791
2021-01-0114311.850612215414
2021-02-0114388.494925294068
2021-03-0114451.221420917662
2021-04-0115330.500006019818
2021-05-0115382.559385497056
2021-06-0115628.09569101482
2021-07-0115887.525734718693
2021-08-0116194.680889488198
2021-09-0116069.589087275312
2021-10-0117021.201796313464
2021-11-0116877.568957006464
2021-12-0117642.71180726953
2022-01-0116736.80155070492
2022-02-0116802.465717140825
2022-03-0116806.992619704066
2022-04-0115658.748600392493
2022-05-0114800.394900010835
2022-06-0113525.66248088708
2022-07-0114642.314499331802
2022-08-0115160.066940367691
2022-09-0113097.508999626772
2022-10-0113905.103601054672
2022-11-0114017.120360225865
2022-12-0112870.104383630915
2023-01-0113422.868081725039
2023-02-0112442.552884094437
2023-03-0112578.937863446467
2023-04-0112442.552884094437
2023-05-0112063.280318809522
2023-06-0112443.636451197342
2023-07-0113272.998711759112
2023-08-0112796.469979171432
2023-09-0112547.9719235724
2023-10-0110827.074730011196
2023-11-0112589.773534475495
2023-12-0113575.217616393167
2024-01-0113684.633814517392
2024-02-0114867.407505508132
2024-03-0114876.750261862051
2024-04-0113770.957993715312
2024-05-0114418.184663913604
2024-06-0114283.653788270989
2024-07-0114616.959029123875
2024-08-0115783.142103805727
2024-09-0115886.345850539978
2024-10-0116077.24629480249
2024-11-0117473.988369713097
2024-12-0118258.442793676786
2025-01-0119106.80359744278
2025-02-0118737.13866047027
2025-03-0117621.016385942523
2025-04-0118570.076692471615
2025-05-0120087.16695361129
2025-06-0122619.318797481308
2025-07-0121889.81326526927
2025-08-0122595.48032121745
2025-09-0123911.436448789413
2025-10-0124424.01184700033
2025-11-0124736.319965325856
2025-12-0126494.419629420052
2026-01-0128651.922127644204
2026-02-0128601.355662842077
2026-03-0127941.583693519067
2026-04-0130424.156322614046
Annual Return Matrix
YearAnnual Return
20170.12769685552677168
2018-0.0483556569808401
20190.20932323860823598
20200.12014684342960158
20210.22827284111425716
2022-0.2705143900651432
20230.05478690861738977
20240.344983433019022
20250.451077724908475
20260.148323184586022
Total Factor Risk
0.19124676433720408
VTI.US Exposure
0.3795200050657036
VEA.US Exposure
0.041984079793330194
VWO.US Exposure
0.04140920058698371
QQQ.US Exposure
0.2709086838639247
VTV.US Exposure
0.0701171795208252
IJR.US Exposure
0.10860217764303788
QUAL.US Exposure
-0.2972586967049966
SHV.US Exposure
0.041882590933054194
TLT.US Exposure
0.005198904621115641
LQD.US Exposure
-0.0021959195676452496
HYG.US Exposure
0.04220914003340039
GLD.US Exposure
-0.009615631018923255
USO.US Exposure
0.0025752287895013065
VNQ.US Exposure
0.016173801232795947
BTC-USD.CC Exposure
0.005732614069897904
CPER.US Exposure
0.0554286532545868
VIX.INDX Exposure
-0.06689591346907175
UUP.US Exposure
0.010507391930912508
TIP.US Exposure
0.0087813032786788
Idiosyncratic Exposure
0.27493520614288813
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.1%

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 →14.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.33%
Market Cap$10.4B
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 →
+4.1%
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 →
+18.9%
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 →
0.9% 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 →
1.24
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Israel ETF a high-risk investment?

iShares MSCI Israel ETF (EIS.US) has an annualized volatility of 19.1% and experienced a maximum drawdown of 38.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, EIS.US has generated a Compound Annual Growth Rate (CAGR) of 11.9%. It has had a positive return in 80% 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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