iShares MSCI Singapore ETF

10-Year Study

EWS.US · · US · ETF

Executive Summary: iShares MSCI Singapore ETF has compounded at 8.0% annually over the last 10 years, with a maximum drawdown of 32.1% and an annualized volatility of 16.5%.

1Y CAGR
+19.9%
3Y CAGR
+22.5%
5Y CAGR
+9.0%
10Y CAGR
+8.0%

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 →
32.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +34.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -11.3%
% 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.
20262.52.0-1.93.3————————6.0%
20253.33.02.22.45.82.81.96.20.90.4-0.2-0.731.4%
2024-5.20.43.22.54.0-0.03.34.07.4-3.66.4-1.422.1%
20238.0-5.93.80.2-5.62.38.4-7.4-1.2-4.52.67.26.1%
2022-1.4-0.5-0.7-6.3-2.3-6.05.9-3.0-5.80.811.4-1.1-9.8%
20210.32.56.12.20.6-2.31.1-1.7-1.45.6-6.5-0.45.5%
2020-5.2-4.6-20.56.7-1.54.1-0.72.3-1.8-3.717.33.3-8.5%
20196.6-0.41.15.9-9.110.2-2.1-5.51.64.8-0.93.114.5%
20186.1-3.0-0.14.5-5.1-7.41.8-2.52.0-8.43.1-1.7-11.3%
20179.22.52.20.73.10.85.2-0.4-1.34.53.60.534.8%
2016———0.1-4.14.90.5-3.02.5-4.71.7-2.2-4.7%

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 16.5%. The dominant macroeconomic risk driver is VWO.US, accounting for 24.9% of variance. Idiosyncratic stock-specific factors contribute 19.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110009.208038406658
2016-05-019594.846310107052
2016-06-0110069.657756190823
2016-07-0110115.97910970218
2016-08-019810.28629267504
2016-09-0110060.37942741465
2016-10-019587.957853894437
2016-11-019750.047445999424
2016-12-019531.444396803196
2017-01-0110411.409532779913
2017-02-0110674.436095510553
2017-03-0110908.784187478475
2017-04-0110990.110145009034
2017-05-0111329.682920143114
2017-06-0111419.162560537581
2017-07-0112013.81908664694
2017-08-0111970.309347916243
2017-09-0111810.820499483367
2017-10-0112342.56714487548
2017-11-0112782.514567679083
2017-12-0112846.830255786657
2018-01-0113634.574426957764
2018-02-0113223.375765286399
2018-03-0113213.464823184577
2018-04-0113803.060442688748
2018-05-0113094.533517962705
2018-06-0112121.43364237666
2018-07-0112338.701174552074
2018-08-0112025.416997617158
2018-09-0112262.857865843802
2018-10-0111237.180793859434
2018-11-0111585.821026661139
2018-12-0111389.992057188245
2019-01-0112142.450462862085
2019-02-0112096.129109350728
2019-03-0112230.102553649125
2019-04-0112956.764393710419
2019-05-0111771.387602184626
2019-06-0112977.21889123971
2019-07-0112698.728447215446
2019-08-0111999.971883852195
2019-09-0112189.123268221023
2019-10-0112772.322464099196
2019-11-0112651.493318900377
2019-12-0113045.541130409723
2020-01-0112370.050679356424
2020-02-0111797.18416779717
2020-03-019376.172970541307
2020-04-0110008.434844341979
2020-05-019857.099678773013
2020-06-0110259.23088277675
2020-07-0110182.684670373312
2020-08-0110417.735666036397
2020-09-0110231.887929034845
2020-10-019854.780096578968
2020-11-0111560.094751418108
2020-12-0111939.873617915611
2021-01-0111973.261543435934
2021-02-0112267.848482079471
2021-03-0113018.268467037333
2021-04-0113301.749527297266
2021-05-0113385.113905543802
2021-06-0113070.775373066137
2021-07-0113211.356112099082
2021-08-0112992.050159207687
2021-09-0112806.413293314685
2021-10-0113526.327257902396
2021-11-0112643.339636036468
2021-12-0112592.871150723642
2022-01-0112416.30174249826
2022-02-0112357.398412843457
2022-03-0112269.113708730765
2022-04-0111497.887774396031
2022-05-0111232.963371688445
2022-06-0110560.917148741451
2022-07-0111182.143434528036
2022-08-0110847.631565999143
2022-09-0110220.430598803658
2022-10-0110304.07613852826
2022-11-0111480.807214603528
2022-12-0111358.150519797284
2023-01-0112269.957193164964
2023-02-0111551.378745598067
2023-03-0111986.124681057448
2023-04-0112004.2595963927
2023-05-0111327.9256609052
2023-06-0111587.156543681951
2023-07-0112557.444804487339
2023-08-0111631.01773426023
2023-09-0111486.992767120975
2023-10-0110967.406355655212
2023-11-0111249.130156677234
2023-12-0112056.555631312955
2024-01-0111424.71549972938
2024-02-0111469.841916958956
2024-03-0111837.390259160591
2024-04-0112127.478614155074
2024-05-0112611.076356428408
2024-06-0112606.296611301286
2024-07-0113019.955435905727
2024-08-0113545.235367302326
2024-09-0114543.218033697205
2024-10-0114024.545397035154
2024-11-0114924.051255737451
2024-12-0114721.193249312913
2025-01-0115213.014964819671
2025-02-0115664.419717854456
2025-03-0116007.999044050975
2025-04-0116392.06562308898
2025-05-0117342.03996710411
2025-06-0117821.56086794548
2025-07-0118157.689414973254
2025-08-0119275.798322871786
2025-09-0119440.418368279363
2025-10-0119515.910225140055
2025-11-0119474.7200686034
2025-12-0119336.8806539816
2026-01-0119828.913240596907
2026-02-0120222.539309889155
2026-03-0119835.942277548555
2026-04-0120489.64271405175
Annual Return Matrix
YearAnnual Return
20170.34783666787118106
2018-0.11340059529020408
20190.1453512052430852
2020-0.08475443842775943
20210.0546904895063729
2022-0.09804917529513557
20230.06148933405120394
20240.2210115143565079
20250.313540303866612
20260.05961468556888394
Total Factor Risk
0.16535511995549382
VTI.US Exposure
0.18517421361017816
VEA.US Exposure
0.23653546580158463
VWO.US Exposure
0.2486571659437357
QQQ.US Exposure
0.15850048340290612
VTV.US Exposure
0.14274110172837298
IJR.US Exposure
-0.01760793162413322
QUAL.US Exposure
-0.25155096090299356
SHV.US Exposure
0.003018365469289008
TLT.US Exposure
-0.03670501235973906
LQD.US Exposure
0.1764422114380063
HYG.US Exposure
-0.06024779742264514
GLD.US Exposure
-0.014673360708439803
USO.US Exposure
0.005050181655832628
VNQ.US Exposure
-0.04994998632036933
BTC-USD.CC Exposure
0.0470884694476968
CPER.US Exposure
-0.021209162949694046
VIX.INDX Exposure
0.007596660813759249
UUP.US Exposure
0.046739638528238966
TIP.US Exposure
-0.0008480284184965593
Idiosyncratic Exposure
0.19524828286690998
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.5%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
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 →
+3.0%
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 →
+5.5%
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 →
1.0% 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 →
0.76
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Singapore ETF a high-risk investment?

iShares MSCI Singapore ETF (EWS.US) has an annualized volatility of 16.5% and experienced a maximum drawdown of 32.1% over the last 10 years. Its primary macro risk driver is QUAL.US.

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

Over the past 10 years, EWS.US has generated a Compound Annual Growth Rate (CAGR) of 8.0%. 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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