iShares MSCI Netherlands ETF

10-Year Study

EWN.US · · US · ETF

Executive Summary: iShares MSCI Netherlands ETF has compounded at 12.3% annually over the last 10 years, with a maximum drawdown of 41.3% and an annualized volatility of 23.0%.

1Y CAGR
+28.3%
3Y CAGR
+18.7%
5Y CAGR
+7.6%
10Y CAGR
+12.3%

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 →
41.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +34.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -24.4%
% 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.
20269.20.9-8.49.8————————10.7%
20254.21.8-0.94.58.24.5-5.93.49.51.4-1.11.834.9%
20242.04.83.6-3.57.2-0.8-1.62.80.1-8.2-2.4-1.51.7%
202313.3-3.33.40.3-1.14.53.2-7.7-7.8-1.512.66.622.1%
2022-7.6-7.7-1.2-9.22.8-10.18.5-10.0-10.87.119.0-3.9-24.4%
20212.44.04.84.23.0-1.53.16.0-7.05.8-5.62.522.7%
2020-3.5-6.9-14.69.57.97.13.84.1-1.4-2.514.66.623.2%
20197.74.60.86.2-6.66.6-0.0-0.72.52.01.94.332.5%
20185.8-5.20.50.5-2.4-1.14.0-2.1-2.7-8.02.3-7.0-15.4%
20172.42.95.34.74.9-0.66.3-0.32.41.0-0.51.233.7%
2016———0.50.8-5.74.03.20.9-2.3-3.94.00.9%

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 23.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 54.0% of variance. Idiosyncratic stock-specific factors contribute 6.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110048.808207084801
2016-05-0110126.028676090067
2016-06-019546.773686186567
2016-07-019930.288485930854
2016-08-0110243.736618331997
2016-09-0110334.452911749484
2016-10-0110095.282549797561
2016-11-019703.497752387137
2016-12-0110087.976539589441
2017-01-0110334.452911749484
2017-02-0110631.005895544347
2017-03-0111199.149661589665
2017-04-0111729.647180590366
2017-05-0112301.900577377752
2017-06-0112230.971394940587
2017-07-0112996.174491877136
2017-08-0112953.911252270442
2017-09-0113271.012389775646
2017-10-0113402.063947883793
2017-11-0113330.170777988613
2017-12-0113490.750794021247
2018-01-0114273.102720474079
2018-02-0113524.794772143807
2018-03-0113592.781256024922
2018-04-0113660.818476088038
2018-05-0113329.2067905306
2018-06-0113180.44830490416
2018-07-0113703.132451876732
2018-08-0113409.369958091913
2018-09-0113042.19220895189
2018-10-0112001.035018112816
2018-11-0112281.85978548742
2018-12-0111416.503465281228
2019-01-0112297.740210453683
2019-02-0112866.391338319008
2019-03-0112974.916031618788
2019-04-0113777.968320327958
2019-05-0112870.703913789079
2019-06-0113715.816497376938
2019-07-0113711.402449542866
2019-08-0113609.118306629189
2019-09-0113947.122751118732
2019-10-0114222.823164111254
2019-11-0114498.574313285775
2019-12-0115121.563892073993
2020-01-0114599.082689829424
2020-02-0113594.252605302945
2020-03-0111606.916356330352
2020-04-0112709.971689210444
2020-05-0113719.266557752995
2020-06-0114696.496159271022
2020-07-0115258.094957838231
2020-08-0115878.141838070402
2020-09-0115648.966503972644
2020-10-0115258.094957838231
2020-11-0117482.115495844704
2020-12-0118634.3341890836
2021-01-0119076.043389582846
2021-02-0119842.362682523413
2021-03-0120802.44345452516
2021-04-0121667.901247095353
2021-05-0122312.50443941592
2021-06-0121984.647231326548
2021-07-0122669.788633065782
2021-08-0124026.524875950032
2021-09-0122347.6138773605
2021-10-0123640.82842037971
2021-11-0122311.337507229906
2021-12-0122871.718637429094
2022-01-0121131.97495662056
2022-02-0119506.083268221897
2022-03-0119278.379283402166
2022-04-0117502.207023917035
2022-05-0117984.961795654952
2022-06-0116170.230037849191
2022-07-0117549.290200813808
2022-08-0115801.276522339138
2022-09-0114099.382033303229
2022-10-0115104.820952013717
2022-11-0117978.21388344884
2022-12-0117284.650275497468
2023-01-0119586.804533785224
2023-02-0118936.975514718564
2023-03-0119586.804533785224
2023-04-0119642.462125440135
2023-05-0119433.63200032471
2023-06-0120312.027519305117
2023-07-0120969.111812397892
2023-08-0119359.35422987549
2023-09-0117843.45858405463
2023-10-0117575.926696364244
2023-11-0119795.786867446648
2023-12-0121101.178094146057
2024-01-0121531.420917513115
2024-02-0122571.614120894174
2024-03-0123394.250575855665
2024-04-0122585.769515672408
2024-05-0124202.782372220925
2024-06-0124014.348192269837
2024-07-0123631.898852347564
2024-08-0124282.08302468822
2024-09-0124315.568904808777
2024-10-0122312.35223086992
2024-11-0121786.471704431297
2024-12-0121454.45412941785
2025-01-0122351.41909101056
2025-02-0122746.856893525048
2025-03-0122534.678180397565
2025-04-0123557.012247714334
2025-05-0125485.900415021966
2025-06-0126634.3138946108
2025-07-0125050.888390546832
2025-08-0125901.22680088078
2025-09-0128349.653471876933
2025-10-0128735.705080721265
2025-11-0128427.837928340217
2025-12-0128934.84459507453
2026-01-0131593.42053191813
2026-02-0131862.32229652254
2026-03-0129178.378268678523
2026-04-0132029.751697125288
Annual Return Matrix
YearAnnual Return
20170.33730988975617615
2018-0.15375329071079358
20190.3245354795415458
20200.2323020503752813
20210.22739661129550037
2022-0.24427846680434873
20230.22080445700766416
20240.01674200528973291
20250.3486637516169542
20260.10696124846571986
Total Factor Risk
0.22960105626507835
VTI.US Exposure
-0.2094479278459625
VEA.US Exposure
0.5399934483920525
VWO.US Exposure
0.012892823556666303
QQQ.US Exposure
0.12869905307445773
VTV.US Exposure
-0.07067347610411538
IJR.US Exposure
0.07895924950418197
QUAL.US Exposure
0.2357336231713473
SHV.US Exposure
0.18843543234157817
TLT.US Exposure
-0.008765662184426799
LQD.US Exposure
0.04470243693942754
HYG.US Exposure
0.0016290333223838152
GLD.US Exposure
-0.020014279965795623
USO.US Exposure
0.0034271750982988545
VNQ.US Exposure
-0.005476514691554282
BTC-USD.CC Exposure
0.0098222550794685
CPER.US Exposure
0.04896534725864814
VIX.INDX Exposure
-0.05707749744697809
UUP.US Exposure
0.016001327869158876
TIP.US Exposure
-0.0004824205177494898
Idiosyncratic Exposure
0.06267657314891259
Value Score
44.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
54.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.0%

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 →14.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.56%
Market Cap$41.8B
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 →
+4.4%
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 →
+11.7%
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 →
1.1% 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 →
1.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Netherlands ETF a high-risk investment?

iShares MSCI Netherlands ETF (EWN.US) has an annualized volatility of 23.0% and experienced a maximum drawdown of 41.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, EWN.US has generated a Compound Annual Growth Rate (CAGR) of 12.3%. 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.

Run a Full Backtest on iShares MSCI Netherlands ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest