iShares MSCI Malaysia ETF

10-Year Study

EWM.US · · US · ETF

Executive Summary: iShares MSCI Malaysia ETF has compounded at 3.1% annually over the last 10 years, with a maximum drawdown of 33.8% and an annualized volatility of 18.2%.

1Y CAGR
+27.1%
3Y CAGR
+16.5%
5Y CAGR
+5.2%
10Y CAGR
+3.1%

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 →
33.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +24.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -7.4%
% 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.
20266.70.1-2.81.3————————5.2%
2025-4.51.1-2.54.7-0.93.8-3.55.94.2-0.32.25.215.7%
2024-0.52.80.31.43.9-0.75.59.44.4-8.9-0.11.519.5%
20234.1-8.62.0-1.8-5.7-0.79.7-4.0-2.30.23.01.8-3.6%
2022-2.25.9-1.2-3.1-2.6-7.42.9-1.2-9.53.98.21.6-6.0%
2021-6.10.6-0.42.6-1.4-3.8-3.37.5-4.53.6-5.23.9-7.4%
2020-5.9-5.1-8.91.56.62.58.3-2.9-1.3-3.29.33.93.1%
20193.3-0.6-2.0-0.8-0.32.2-2.8-3.4-0.31.0-2.14.7-1.4%
20188.0-1.83.3-3.0-6.8-2.66.0-1.6-0.5-6.5-0.60.8-6.3%
20174.11.03.44.00.70.5-0.10.81.4-0.71.95.324.2%
2016———-4.0-7.46.0-1.0-0.4-0.9-1.6-8.20.1-16.6%

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 18.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.2% of variance. Idiosyncratic stock-specific factors contribute 19.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019595.962977220612
2016-05-018888.898187356688
2016-06-019424.866520494752
2016-07-019333.89961002226
2016-08-019299.79747937135
2016-09-019220.211893484191
2016-10-019072.42204629521
2016-11-018324.894973806215
2016-12-018336.862101862855
2017-01-018675.456508276566
2017-02-018758.640601201732
2017-03-019052.672100691247
2017-04-019412.020687231157
2017-05-019474.408756925033
2017-06-019520.017741476559
2017-07-019514.03417744824
2017-08-019589.100707985337
2017-09-019724.170251226002
2017-10-019655.129127822318
2017-11-019835.263695248297
2017-12-0110358.344352017675
2018-01-0111187.75838117395
2018-02-0110989.840494083383
2018-03-0111354.293939444657
2018-04-0111014.94635713927
2018-05-0110260.933603360838
2018-06-019990.334242723484
2018-07-0110586.305588565117
2018-08-0110416.46442499205
2018-09-0110365.20662125295
2018-10-019689.147572263042
2018-11-019631.48777344469
2018-12-019707.474852293839
2019-01-0110030.294408087435
2019-02-019965.10285035232
2019-03-019762.916966542254
2019-04-019687.926888292295
2019-05-019658.580975849614
2019-06-019869.288138801196
2019-07-019590.438123084288
2019-08-019268.432776295498
2019-09-019245.19547450923
2019-10-019334.82540915365
2019-11-019142.286055580505
2019-12-019570.593518436823
2020-01-019006.631642319155
2020-02-018550.087617531315
2020-03-017788.065972383175
2020-04-017905.55896101723
2020-05-018425.881861163907
2020-06-018639.284985285773
2020-07-019358.939816128237
2020-08-019091.640613323567
2020-09-018975.125289708338
2020-10-018690.687818647095
2020-11-019502.870463059173
2020-12-019869.552307879752
2021-01-019269.839815828716
2021-02-019321.244245377824
2021-03-019286.974093615823
2021-04-019526.859569292574
2021-05-019389.782154620145
2021-06-019029.20892045598
2021-07-018728.70581933025
2021-08-019382.739774109015
2021-09-018958.502590106593
2021-10-019276.68107667883
2021-11-018792.341835882253
2021-12-019138.950023108098
2022-01-018938.13363777148
2022-02-019467.55800067302
2022-03-019350.720247125051
2022-04-019058.623468973452
2022-05-018824.946365689728
2022-06-018176.165464914164
2022-07-018414.55770691726
2022-08-018313.985905000902
2022-09-017520.581611795345
2022-10-017811.123703043537
2022-11-018455.53184737979
2022-12-018590.375397245934
2023-01-018943.919818495151
2023-02-018176.653898376631
2023-03-018338.381241025798
2023-04-018187.936551740847
2023-05-017717.7969974871085
2023-06-017662.2065654696335
2023-07-018405.06916862433
2023-08-018071.928815841515
2023-09-017884.300133991511
2023-10-017899.615555796652
2023-11-018133.196887813225
2023-12-018280.090857368574
2024-01-018237.229224849287
2024-02-018467.123363080567
2024-03-018490.503523673668
2024-04-018611.295034367164
2024-05-018950.291002042335
2024-06-018891.781940658451
2024-07-019382.691888475441
2024-08-0110261.57602808223
2024-09-0110708.936386444237
2024-10-019754.831099335808
2024-11-019742.955462209155
2024-12-019891.5294194091
2025-01-019443.930430973112
2025-02-019544.740862963454
2025-03-019306.82747729611
2025-04-019746.36252503803
2025-05-019661.680772529717
2025-06-0110024.831051874124
2025-07-019674.74477146293
2025-08-0110243.12090490234
2025-09-0110675.58085028352
2025-10-0110646.749708401774
2025-11-0110885.632778149016
2025-12-0111448.2738088739
2026-01-0112209.818193874078
2026-02-0112226.555308216311
2026-03-0111887.626156961855
2026-04-0112038.26133529717
Annual Return Matrix
YearAnnual Return
20170.24247519335879653
2018-0.06283528309203712
2019-0.014100611738867452
20200.031237225660771584
2021-0.07402587898423185
2022-0.060026001288449704
2023-0.036120021015244363
20240.19461604827759627
20250.15738156592954855
20260.05153506426147403
Total Factor Risk
0.18161354057296322
VTI.US Exposure
-0.046727649773729854
VEA.US Exposure
-0.06367017848110791
VWO.US Exposure
0.1695214014794443
QQQ.US Exposure
-0.008881895763288888
VTV.US Exposure
0.06662953281487673
IJR.US Exposure
0.0055144045462139305
QUAL.US Exposure
0.017210017800440867
SHV.US Exposure
0.4524703862271706
TLT.US Exposure
-0.005257133045756604
LQD.US Exposure
-0.027350062312293002
HYG.US Exposure
0.05572587459247044
GLD.US Exposure
0.0002614027363202191
USO.US Exposure
-0.00001514935757627456
VNQ.US Exposure
-0.0021434215358804797
BTC-USD.CC Exposure
0.01917098831660751
CPER.US Exposure
-0.014462853783470371
VIX.INDX Exposure
0.031378501007840946
UUP.US Exposure
0.09158106158920097
TIP.US Exposure
0.061761170769947075
Idiosyncratic Exposure
0.19728360217256982
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
38.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.2%

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 →14.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.19%
Market Cap$13.8B
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 →
-0.9%
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 →
+8.5%
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 →
4.5% 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 →
0.66
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Malaysia ETF a high-risk investment?

iShares MSCI Malaysia ETF (EWM.US) has an annualized volatility of 18.2% and experienced a maximum drawdown of 33.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EWM.US has generated a Compound Annual Growth Rate (CAGR) of 3.1%. 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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