iShares MSCI United Kingdom ETF

10-Year Study

EWU.US · · US · ETF

Executive Summary: iShares MSCI United Kingdom ETF has compounded at 8.2% annually over the last 10 years, with a maximum drawdown of 30.0% and an annualized volatility of 15.3%.

1Y CAGR
+27.2%
3Y CAGR
+19.8%
5Y CAGR
+11.7%
10Y CAGR
+8.2%

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 →
30.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.5%
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 →
2018 · -14.3%
% 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.
20265.05.5-6.45.0————————8.8%
20255.04.01.21.74.81.50.24.11.21.71.13.934.9%
2024-1.91.04.51.44.7-2.14.03.5-0.3-5.00.7-3.36.7%
20236.2-0.9-0.15.2-6.03.42.9-3.9-1.1-3.66.24.412.4%
20222.3-1.20.4-4.02.7-8.13.2-6.5-9.37.012.4-1.3-4.4%
2021-0.23.93.13.93.9-1.60.30.7-2.34.4-4.96.218.2%
2020-4.3-10.2-18.55.71.91.60.72.7-4.3-4.516.14.8-11.8%
20197.33.41.42.3-6.14.6-2.4-3.83.63.51.25.421.3%
20183.7-6.70.24.3-0.6-1.20.9-4.41.6-6.8-1.2-4.6-14.3%
20172.51.52.01.74.6-1.62.4-0.83.00.6-0.14.221.5%
2016———4.0-1.2-2.31.51.10.4-5.30.23.51.7%

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 15.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 59.4% of variance. Idiosyncratic stock-specific factors contribute 5.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110401.793079392313
2016-05-0110280.60466935974
2016-06-0110046.24108527497
2016-07-0110196.607101612548
2016-08-0110307.708261646296
2016-09-0110353.477980098893
2016-10-019804.429905396679
2016-11-019824.038765207471
2016-12-0110168.796459092431
2017-01-0110420.60061560507
2017-02-0110573.040645961091
2017-03-0110785.061442665297
2017-04-0110967.338992877647
2017-05-0111467.647738146303
2017-06-0111287.11424517674
2017-07-0111554.6620535567
2017-08-0111459.823048894881
2017-09-0111801.846815210065
2017-10-0111872.976068706428
2017-11-0111859.400704222035
2017-12-0112359.096672621601
2018-01-0112821.460388689084
2018-02-0111962.30008154646
2018-03-0111989.922177337627
2018-04-0112507.482948305202
2018-05-0112431.545753220615
2018-06-0112283.866527770575
2018-07-0112400.388406261638
2018-08-0111856.478229923308
2018-09-0112050.72849742398
2018-10-0111234.886801257606
2018-11-0111100.68866692749
2018-12-0110592.083865585038
2019-01-0111364.371267363975
2019-02-0111754.14449278573
2019-03-0111912.947975243815
2019-04-0112183.606804651448
2019-05-0111436.537527869563
2019-06-0111962.252944864222
2019-07-0111673.540766159633
2019-08-0111229.41894611806
2019-09-0111632.814672706447
2019-10-0112039.981333873835
2019-11-0112187.990516099533
2019-12-0112846.725650368373
2020-01-0112296.68770533917
2020-02-0111038.373973009537
2020-03-018996.460035163964
2020-04-019512.606705664415
2020-05-019693.423018727402
2020-06-019853.074961465762
2020-07-019918.076446271252
2020-08-0110189.630872641397
2020-09-019749.798490683435
2020-10-019309.918972043233
2020-11-0110809.289697335362
2020-12-0111331.328453115499
2021-01-0111304.271997511183
2021-02-0111749.148004468558
2021-03-0112112.807507930745
2021-04-0112584.787107174672
2021-05-0113072.274674874736
2021-06-0112865.061819758754
2021-07-0112900.461468119107
2021-08-0112987.004416707126
2021-09-0112688.016441274765
2021-10-0113250.592743779138
2021-11-0112605.385837312455
2021-12-0113393.039797500813
2022-01-0113696.128664287837
2022-02-0113534.496980895503
2022-03-0113595.114754252905
2022-04-0113053.561412026453
2022-05-0113405.153924835846
2022-06-0112325.299671457324
2022-07-0112716.109903888304
2022-08-0111893.339115433022
2022-09-0110782.56319850671
2022-10-0111535.430287203804
2022-11-0112971.16649147533
2022-12-0112804.208362990164
2023-01-0113601.855299812869
2023-02-0113480.76116314477
2023-03-0113472.417970388737
2023-04-0114169.805184092313
2023-05-0113322.051954051161
2023-06-0113772.254406101372
2023-07-0114176.687139698985
2023-08-0113623.255353548684
2023-09-0113470.013999594623
2023-10-0112984.69471927749
2023-11-0113789.317885071341
2023-12-0114391.771820748625
2024-01-0114121.772904892316
2024-02-0114261.10893758632
2024-03-0114896.888507605503
2024-04-0115110.276268094594
2024-05-0115815.72385446078
2024-06-0115482.23182763058
2024-07-0116094.773013306685
2024-08-0116658.480596184756
2024-09-0116605.2161452564
2024-10-0115779.617155866867
2024-11-0115890.576905853904
2024-12-0115362.033287924996
2025-01-0116136.913207226995
2025-02-0116784.90117794569
2025-03-0116979.764222315447
2025-04-0117265.27110662789
2025-05-0118090.021635737146
2025-06-0118367.939514209353
2025-07-0118409.56120462505
2025-08-0119172.562680003204
2025-09-0119408.38750123734
2025-10-0119732.122234844377
2025-11-0119954.08887150069
2025-12-0120730.712848045478
2026-01-0121758.29252082263
2026-02-0122946.136913207225
2026-03-0121475.472427397726
2026-04-0122550.188782412362
Annual Return Matrix
YearAnnual Return
20170.21539424280350428
2018-0.14297265033543483
20190.21286102087134529
2020-0.11795980069126966
20210.18194789365746922
2022-0.04396548083285223
20230.12398763068767482
20240.06741779116992008
20250.34947714664441043
20260.08776716689404296
Total Factor Risk
0.1531982456100723
VTI.US Exposure
-0.12060810102955812
VEA.US Exposure
0.593944638390673
VWO.US Exposure
0.09872190772612774
QQQ.US Exposure
0.04024491224346287
VTV.US Exposure
0.2561785088580113
IJR.US Exposure
-0.05981577139070657
QUAL.US Exposure
-0.09435537689032546
SHV.US Exposure
0.1209258776368973
TLT.US Exposure
0.017819407921320644
LQD.US Exposure
-0.06501403908355377
HYG.US Exposure
0.09149411390032562
GLD.US Exposure
-0.008889966710348996
USO.US Exposure
0.000886833103307351
VNQ.US Exposure
-0.02373760268484358
BTC-USD.CC Exposure
-0.00132858624957156
CPER.US Exposure
0.007592138946510358
VIX.INDX Exposure
0.027774301403579452
UUP.US Exposure
0.036745661141991556
TIP.US Exposure
0.027600598764295717
Idiosyncratic Exposure
0.05382054400240512
Value Score
44.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.3%

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 →13.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.37%
Market Cap$88.4B
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 →
+2.6%
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 →
+11.3%
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 →
1.7% 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 →
0.87
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI United Kingdom ETF a high-risk investment?

iShares MSCI United Kingdom ETF (EWU.US) has an annualized volatility of 15.3% and experienced a maximum drawdown of 30.0% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, EWU.US has generated a Compound Annual Growth Rate (CAGR) of 8.2%. 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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