iShares MSCI Austria ETF

10-Year Study

EWO.US · · US · ETF

Executive Summary: iShares MSCI Austria ETF has compounded at 13.8% annually over the last 10 years, with a maximum drawdown of 47.6% and an annualized volatility of 23.1%.

1Y CAGR
+43.8%
3Y CAGR
+33.9%
5Y CAGR
+14.6%
10Y CAGR
+13.8%

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 →
47.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +74.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -22.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.90.9-6.410.9————————10.9%
20255.67.95.15.010.04.30.04.80.61.54.97.574.2%
2024-2.0-2.55.20.87.2-2.93.43.1-2.0-5.4-2.32.14.1%
202311.51.2-5.64.4-7.06.34.0-4.2-2.8-1.59.25.320.6%
2022-0.2-12.8-2.6-5.65.6-14.22.8-6.2-10.910.615.5-2.0-21.9%
20214.62.53.35.58.9-4.11.63.9-1.72.4-4.25.831.5%
2020-3.9-9.4-27.69.81.91.8-0.64.9-6.1-2.726.910.9-3.7%
20198.70.8-1.16.8-8.24.6-2.6-2.52.26.4-1.03.017.1%
20188.6-5.80.6-0.6-5.8-2.55.1-4.20.4-7.4-2.5-10.0-22.9%
20175.6-0.34.47.88.01.97.60.42.11.80.83.352.5%
2016———3.3-5.0-6.47.03.04.50.7-2.23.17.4%

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 23.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 64.1% of variance. Idiosyncratic stock-specific factors contribute 10.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110330.764724437835
2016-05-019809.111802081925
2016-06-019178.495786580146
2016-07-019819.746744175567
2016-08-0110111.216258843677
2016-09-0110571.132441079719
2016-10-0110648.821594340048
2016-11-0110419.17894641972
2016-12-0110743.815060159524
2017-01-0111341.805236357082
2017-02-0111309.269523680772
2017-03-0111809.742688477312
2017-04-0112732.729484926322
2017-05-0113753.14316614844
2017-06-0114010.544815465732
2017-07-0115072.50687215538
2017-08-0115125.321076111937
2017-09-0115448.515163805145
2017-10-0115732.143661844893
2017-11-0115850.930557433194
2017-12-0116380.87512955703
2018-01-0117783.60596638277
2018-02-0116753.098102834483
2018-03-0116859.537650398812
2018-04-0116759.767473299988
2018-05-0115782.524446847823
2018-06-0115381.370826010547
2018-07-0116162.318056869903
2018-08-0115483.21391555135
2018-09-0115537.560272182416
2018-10-0114383.128295254835
2018-11-0114030.01216709477
2018-12-0112633.04943445541
2019-01-0113733.946194403137
2019-02-0113837.141183362624
2019-03-0113685.818575098014
2019-04-0114614.663602361317
2019-05-0113417.421477175432
2019-06-0114032.715965932137
2019-07-0113665.089450678204
2019-08-0113321.706998332658
2019-09-0113618.94461718715
2019-10-0114492.181515028615
2019-11-0114350.86296246226
2019-12-0114787.165968185302
2020-01-0114211.346942454149
2020-02-0112881.979180748953
2020-03-019320.174845658152
2020-04-0110237.303411292869
2020-05-0110436.393132350953
2020-06-0110621.242846198911
2020-07-0110554.368888288043
2020-08-0111076.20206389978
2020-09-0110400.793114325628
2020-10-0110123.563606867649
2020-11-0112846.379162723626
2020-12-0114243.792528502545
2021-01-0114897.480960749854
2021-02-0115263.845703213015
2021-03-0115761.254562660539
2021-04-0116635.753233292777
2021-05-0118122.66234058853
2021-06-0117376.68424135911
2021-07-0117652.201342886754
2021-08-0118340.137893740706
2021-09-0118029.11090081565
2021-10-0118464.152133747917
2021-11-0117695.642377540447
2021-12-0118730.566445856428
2022-01-0118701.095038529133
2022-02-0116316.614843855617
2022-03-0115897.075390924248
2022-04-0115013.924564012437
2022-05-0115852.913343247263
2022-06-0113602.902077418776
2022-07-0113987.021765580641
2022-08-0113113.334234599612
2022-09-0111684.556802307243
2022-10-0112917.489072146367
2022-11-0114923.34730296066
2022-12-0114620.071200036049
2023-01-0116295.975846063719
2023-02-0116497.589112703346
2023-03-0115578.658014510387
2023-04-0116265.783425713127
2023-05-0115120.273984948855
2023-06-0116079.401559190665
2023-07-0116725.69960794917
2023-08-0116023.883556396739
2023-09-0115567.211932765536
2023-10-0115334.775359379932
2023-11-0116752.647469694923
2023-12-0117635.167410211347
2024-01-0117281.330269027985
2024-02-0116846.559415979453
2024-03-0117723.85201207697
2024-04-0117871.83993510883
2024-05-0119161.281600648916
2024-06-0118613.311702942636
2024-07-0119243.477085304858
2024-08-0119839.033842548783
2024-09-0119442.927312874588
2024-10-0118390.969311883196
2024-11-0117973.502771393807
2024-12-0118350.232076066874
2025-01-0119386.237663917807
2025-02-0120924.699202379343
2025-03-0121983.68708034789
2025-04-0123077.553963318464
2025-05-0125396.69235275562
2025-06-0126497.228606191697
2025-07-0126497.228606191697
2025-08-0127768.014059753954
2025-09-0127930.241989995946
2025-10-0128344.82447839214
2025-11-0129741.7872110315
2025-12-0131967.914920463252
2026-01-0133860.5741066198
2026-02-0134148.979315938894
2026-03-0131949.889594880813
2026-04-0135437.79009508359
Annual Return Matrix
YearAnnual Return
20170.524679551707939
2018-0.22879276384563751
20190.17051437540129855
2020-0.03674628666857638
20210.3149985446906518
2022-0.21945386743654516
20230.20622992657982842
20240.04054765397018456
20250.7420986714471649
20260.10854243022272336
Total Factor Risk
0.2313835691498771
VTI.US Exposure
0.11164351270681559
VEA.US Exposure
0.6414960386761506
VWO.US Exposure
0.053103177022220616
QQQ.US Exposure
-0.06489643879147085
VTV.US Exposure
-0.028715740427671207
IJR.US Exposure
0.01685937020654052
QUAL.US Exposure
-0.0662832348597953
SHV.US Exposure
0.00020006359396074216
TLT.US Exposure
-0.007722196089776291
LQD.US Exposure
-0.0497937972237452
HYG.US Exposure
0.21963309603290845
GLD.US Exposure
-0.0335541644832589
USO.US Exposure
0.004552334426722096
VNQ.US Exposure
-0.01782689362536158
BTC-USD.CC Exposure
-0.008854713037214412
CPER.US Exposure
0.018448895225988467
VIX.INDX Exposure
-0.019055332355065055
UUP.US Exposure
0.12534948090351208
TIP.US Exposure
-0.0035475629449604647
Idiosyncratic Exposure
0.10896410504350022
Value Score
45.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.1%

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 →10.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.22%
Market Cap$10.6B
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 →
+6.7%
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 →
+17.7%
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 →
0.7% 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 →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Austria ETF a high-risk investment?

iShares MSCI Austria ETF (EWO.US) has an annualized volatility of 23.1% and experienced a maximum drawdown of 47.6% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, EWO.US has generated a Compound Annual Growth Rate (CAGR) of 13.8%. It has had a positive return in 70% 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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