iShares MSCI South Korea ETF

10-Year Study

EWY.US · · US · ETF

Executive Summary: iShares MSCI South Korea ETF has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 48.1% and an annualized volatility of 36.9%.

1Y CAGR
+170.0%
3Y CAGR
+37.3%
5Y CAGR
+12.4%
10Y CAGR
+13.7%

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 →
48.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
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 →
27.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +95.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202625.923.7-18.719.9————————51.7%
20256.11.3-1.24.07.918.41.4-0.810.921.1-6.39.495.3%
2024-9.27.84.7-6.0-1.46.30.7-1.6-2.4-6.3-4.1-9.3-20.5%
202312.4-7.84.6-0.93.51.06.6-7.6-5.6-6.814.76.719.1%
2022-7.00.0-1.6-6.42.1-14.54.1-4.4-18.29.417.2-5.8-26.6%
20212.4-0.12.01.01.61.2-4.8-2.3-7.0-1.5-4.75.0-7.6%
2020-7.3-4.7-14.610.03.86.75.54.73.6-0.717.813.539.4%
201910.0-2.7-3.20.9-9.67.7-7.5-3.95.84.6-0.88.78.0%
20184.4-7.94.70.2-4.6-6.1-0.70.11.4-14.64.0-1.6-20.4%
20178.81.25.70.49.00.12.8-1.80.98.30.52.745.0%
2016———-1.1-4.84.66.91.23.2-4.8-3.81.12.0%

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 36.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.0% of variance. Idiosyncratic stock-specific factors contribute 7.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019892.095707608865
2016-05-019420.668965454162
2016-06-019858.002615861635
2016-07-0110537.669322162568
2016-08-0110668.302342385192
2016-09-0111005.300321037566
2016-10-0110478.995362790742
2016-11-0110083.300558843166
2016-12-0110196.944198000603
2017-01-0111089.789907896062
2017-02-0111220.079939268107
2017-03-0111854.289189906067
2017-04-0111898.351824243367
2017-05-0112975.13102174092
2017-06-0112992.394793886568
2017-07-0113354.499556401088
2017-08-0113118.843350132165
2017-09-0113231.892475281938
2017-10-0114324.014707361914
2017-11-0114398.717679017314
2017-12-0114782.682264275198
2018-01-0115435.71016984808
2018-02-0114222.398543898
2018-03-0114885.281662444095
2018-04-0114914.870167287098
2018-05-0114232.253756871209
2018-06-0113358.272433757422
2018-07-0113269.506919228414
2018-08-0113281.32860161159
2018-09-0113468.76057548956
2018-10-0111495.888706977767
2018-11-0111959.51816926271
2018-12-0111771.560279147194
2019-01-0112943.507449717836
2019-02-0112593.521626590325
2019-03-0112189.54935838219
2019-04-0112295.532913210103
2019-05-0111113.570468202646
2019-06-0111973.557846212945
2019-07-0111079.591706072277
2019-08-0110651.587352400464
2019-09-0111267.572462111166
2019-10-0111785.554224250685
2019-11-0111693.564614526264
2019-12-0112709.246064774588
2020-01-0111781.438358043777
2020-02-0111231.718694264313
2020-03-019588.642038542801
2020-04-0110549.148015695171
2020-05-0110945.597395114011
2020-06-0111675.180412135403
2020-07-0112314.83175253583
2020-08-0112889.086552093147
2020-09-0113352.990405458555
2020-10-0113263.058728837588
2020-11-0115617.31133326626
2020-12-0117720.747624230564
2021-01-0118142.921167442586
2021-02-0118116.145171174303
2021-03-0118472.419123229032
2021-04-0118649.515699742988
2021-05-0118952.260525184527
2021-06-0119189.08289354541
2021-07-0118276.778282860618
2021-08-0117852.546806545146
2021-09-0116610.767105997274
2021-10-0116369.828871429489
2021-11-0115595.497242369642
2021-12-0116376.757246211118
2022-01-0115224.268976429808
2022-02-0115228.476306330205
2022-03-0114980.312439976953
2022-04-0114014.98175299315
2022-05-0114309.426248250758
2022-06-0112237.887920390003
2022-07-0112734.215653096506
2022-08-0112178.985301784458
2022-09-019960.236159256583
2022-10-0110896.115536937614
2022-11-0112765.747761426102
2022-12-0112022.216531147962
2023-01-0113510.102164945627
2023-02-0112452.210220153112
2023-03-0113031.175399925001
2023-04-0112914.101872261806
2023-05-0113363.234339129083
2023-06-0113490.940521160126
2023-07-0114382.82586227397
2023-08-0113292.990222531167
2023-09-0112545.869042283666
2023-10-0111696.560050487959
2023-11-0113418.569873688642
2023-12-0114312.650343446172
2024-01-0112989.056369074297
2024-02-0114002.496958832193
2024-03-0114657.742858972131
2024-04-0113770.979484693551
2024-05-0113580.96366147458
2024-06-0114434.960167561489
2024-07-0114535.410168933442
2024-08-0114306.087823438487
2024-09-0113969.73009064052
2024-10-0113085.161845005627
2024-11-0112543.490986253008
2024-12-0111380.850246494656
2025-01-0112069.640456220903
2025-02-0112226.203433547054
2025-03-0112085.30361373053
2025-04-0112566.128250391008
2025-05-0113559.058106884471
2025-06-0116052.609916493648
2025-07-0116282.961228540331
2025-08-0116155.483705743005
2025-09-0117913.255833097053
2025-10-0121692.718575361512
2025-11-0120321.83787145693
2025-12-0122230.25070198385
2026-01-0127990.176799319514
2026-02-0134612.14820776893
2026-03-0128127.37233954982
2026-04-0133720.37719627194
Annual Return Matrix
YearAnnual Return
20170.44971689333886466
2018-0.20369253233595364
20190.0796568817889387
20200.3943193430919585
2021-0.07584275824693387
2022-0.2658976163349195
20230.19051676588622413
2024-0.2048397764634836
20250.9533031557840637
20260.5168689570047316
Total Factor Risk
0.3689602960139118
VTI.US Exposure
-0.12451764018575018
VEA.US Exposure
0.27950938973018546
VWO.US Exposure
-0.007719605431053773
QQQ.US Exposure
0.13297540313648373
VTV.US Exposure
0.0851588517231767
IJR.US Exposure
-0.009022681185790127
QUAL.US Exposure
-0.004640682640547603
SHV.US Exposure
0.5003140247730898
TLT.US Exposure
0.07492511737948514
LQD.US Exposure
-0.03384525422788488
HYG.US Exposure
0.0004044148736804261
GLD.US Exposure
0.03939397549935971
USO.US Exposure
-0.004113193856915254
VNQ.US Exposure
0.02233891048884133
BTC-USD.CC Exposure
-0.00353088121691161
CPER.US Exposure
0.004196971429338765
VIX.INDX Exposure
-0.005990708885095205
UUP.US Exposure
-0.016196721361324894
TIP.US Exposure
-0.002577330269781946
Idiosyncratic Exposure
0.07293764022741434
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
36.9%

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 →
+11.2%
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 →
+50.9%
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 →
2.6% 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 →
1.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI South Korea ETF a high-risk investment?

iShares MSCI South Korea ETF (EWY.US) has an annualized volatility of 36.9% and experienced a maximum drawdown of 48.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EWY.US has generated a Compound Annual Growth Rate (CAGR) of 13.7%. It has had a positive return in 60% 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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