iShares MSCI France ETF

10-Year Study

EWQ.US · · US · ETF

Executive Summary: iShares MSCI France ETF has compounded at 9.4% annually over the last 10 years, with a maximum drawdown of 29.1% and an annualized volatility of 25.1%.

1Y CAGR
+12.5%
3Y CAGR
+11.0%
5Y CAGR
+6.8%
10Y CAGR
+9.4%

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 →
29.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +29.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -12.9%
% 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.
20260.85.6-9.46.2————————2.4%
20257.72.40.73.13.53.0-2.01.53.10.80.71.528.9%
2024-1.03.73.0-3.34.1-7.31.93.61.3-6.2-4.4-0.3-5.6%
202311.6-1.23.54.7-6.56.51.6-3.8-5.5-3.29.15.021.7%
2022-2.5-6.80.0-6.74.1-10.06.5-7.3-9.610.813.8-1.6-12.0%
2021-2.64.62.86.25.4-1.81.30.9-3.75.6-3.95.721.4%
2020-4.0-7.9-19.04.45.96.41.94.7-4.5-4.521.82.92.9%
20196.14.30.44.8-6.18.3-2.8-1.02.23.61.43.526.7%
20186.8-5.1-0.74.1-2.6-2.13.9-2.21.2-9.5-1.2-5.1-12.9%
20171.4-0.46.45.74.9-0.52.40.94.01.6-0.1-0.129.1%
2016———2.4-0.2-5.04.7-0.31.2-0.5-2.55.65.0%

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 25.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.5% of variance. Idiosyncratic stock-specific factors contribute 3.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110235.770730678321
2016-05-0110215.054926629275
2016-06-019701.86550412964
2016-07-0110160.047164963788
2016-08-0110126.079736914697
2016-09-0110249.130531200813
2016-10-0110202.452361763928
2016-11-019947.913004440647
2016-12-0110503.020829389397
2017-01-0110647.761016426606
2017-02-0110605.193554842794
2017-03-0111286.381116706241
2017-04-0111929.274189622627
2017-05-0112512.507910408205
2017-06-0112453.930323501892
2017-07-0112748.386817608976
2017-08-0112860.944489217505
2017-09-0113380.6245030641
2017-10-0113592.812751848467
2017-11-0113579.777480893323
2017-12-0113560.305706852443
2018-01-0114476.77720504319
2018-02-0113738.364262804043
2018-03-0113638.463244322085
2018-04-0114194.43648145043
2018-05-0113820.902949432884
2018-06-0113530.070368827855
2018-07-0114062.028417972448
2018-08-0113751.724063326537
2018-09-0113915.77375962095
2018-10-0112594.667979208474
2018-11-0112448.35923259575
2018-12-0111811.09133884673
2019-01-0112537.009892742979
2019-02-0113071.456001903907
2019-03-0113124.895203993878
2019-04-0113757.29515423268
2019-05-0112915.573633054419
2019-06-0113990.30738358854
2019-07-0113597.734783619913
2019-08-0113460.783306199059
2019-09-0113757.511507277577
2019-10-0114255.015334022059
2019-11-0114451.301634006373
2019-12-0114962.706143885593
2020-01-0114363.462297777514
2020-02-0113233.612609055455
2020-03-0110722.294640394195
2020-04-0111198.000897865137
2020-05-0111861.285245263221
2020-06-0112625.606464628981
2020-07-0112869.652699274679
2020-08-0113472.844988452158
2020-09-0112865.05519707058
2020-10-0112280.307004970711
2020-11-0114960.10990734681
2020-12-0115390.382025389032
2021-01-0114987.80309709384
2021-02-0115672.668660720563
2021-03-0116116.89555015875
2021-04-0117111.74093886404
2021-05-0118037.191088418083
2021-06-0117709.416225396602
2021-07-0117938.64227646674
2021-08-0118093.064262263164
2021-09-0117423.99247091404
2021-10-0118392.496876402918
2021-11-0117681.344417821
2021-12-0118688.089223995717
2022-01-0118212.220701741106
2022-02-0116981.766847141167
2022-03-0116981.766847141167
2022-04-0115837.800122239472
2022-05-0116486.696992151796
2022-06-0114839.00629046478
2022-07-0115808.159755088356
2022-08-0114656.025702741736
2022-09-0113251.73217656572
2022-10-0114680.744038121407
2022-11-0116703.158213572908
2022-12-0116436.557173996527
2023-01-0118342.2488817252
2023-02-0118123.89457116122
2023-03-0118759.107110983707
2023-04-0119637.554561533514
2023-05-0118362.099273594653
2023-06-0119546.57810615362
2023-07-0119861.10134517506
2023-08-0119105.217894560345
2023-09-0118055.094302883448
2023-10-0117476.782613869313
2023-11-0119059.567402086726
2023-12-0120004.435237420425
2024-01-0119795.113666480964
2024-02-0120530.335401307857
2024-03-0121143.047224460875
2024-04-0120443.523742042267
2024-05-0121291.086795432784
2024-06-0119730.802723884837
2024-07-0120112.07087725751
2024-08-0120827.550396737395
2024-09-0121099.127556346448
2024-10-0119798.73757998302
2024-11-0118931.756840812843
2024-12-0118878.858521335114
2025-01-0120325.77359735617
2025-02-0120804.61697397814
2025-03-0120941.40618661532
2025-04-0121593.87288176847
2025-05-0122356.787806342392
2025-06-0123032.94515991195
2025-07-0122570.1659968737
2025-08-0122919.95478221362
2025-09-0123641.05948086087
2025-10-0123829.394806445158
2025-11-0123985.493528339546
2025-12-0124334.30872497742
2026-01-0124529.02646538622
2026-02-0125892.050648247812
2026-03-0123463.48771926029
2026-04-0124913.05312008135
Annual Return Matrix
YearAnnual Return
20170.29108624338896827
2018-0.12899520156996014
20190.26683519029890035
20200.028582789596399705
20210.2142706524871547
2022-0.12047952163606945
20230.21706967132195176
2024-0.056266358071423994
20250.2889714013946907
20260.023783062902867247
Total Factor Risk
0.25088779948515033
VTI.US Exposure
-0.03684126524839618
VEA.US Exposure
0.441045041842484
VWO.US Exposure
-0.017328805747665144
QQQ.US Exposure
-0.0028347969132373725
VTV.US Exposure
0.029604973993695504
IJR.US Exposure
-0.006183030304296441
QUAL.US Exposure
0.035765867522628704
SHV.US Exposure
0.464844789693468
TLT.US Exposure
0.016610038927773053
LQD.US Exposure
-0.0300576053448367
HYG.US Exposure
0.042833178595719494
GLD.US Exposure
-0.017437167618335907
USO.US Exposure
0.006366654640352388
VNQ.US Exposure
-0.03680897828727723
BTC-USD.CC Exposure
0.004590563309532385
CPER.US Exposure
0.022971588144217993
VIX.INDX Exposure
-0.008170643015803343
UUP.US Exposure
0.0591667757153377
TIP.US Exposure
-0.004789227137037158
Idiosyncratic Exposure
0.036652047231676435
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.1%

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 →14.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.47%
Market Cap$87.0B
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 →
+2.1%
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 →
+4.2%
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 →
4.7% 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 →
1.07
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI France ETF a high-risk investment?

iShares MSCI France ETF (EWQ.US) has an annualized volatility of 25.1% and experienced a maximum drawdown of 29.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EWQ.US has generated a Compound Annual Growth Rate (CAGR) of 9.4%. 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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