Data Source: from January 1997 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 15 2022
Category: Stocks
ETF: iShares MSCI France ETF (EWQ)
ETF • LIVE PERFORMANCE (USD currency)
1.04%
1 Day
Aug 15 2022
0.94%
Current Month
August 2022

In the last 25 Years, the iShares MSCI France ETF (EWQ) ETF obtained a 5.87% compound annual return, with a 21.39% standard deviation.

In 2021, the ETF granted a 4.46% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI France ETF (EWQ) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Developed Europe
  • Country: U.S.

Historical Returns as of Jul 31, 2022

Historical returns and stats of iShares MSCI France ETF (EWQ) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES MSCI FRANCE ETF (EWQ) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 1997 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
6.53
6.54
0.00
1 - 0
3M
-0.11
-2.53
-9.93
Jun 2022 - Jun 2022
2 - 1
6M
-13.14
-17.57
-18.46
Feb 2022 - Jun 2022
3 - 3
YTD
-15.35
-20.34
-20.54
Jan 2022 - Jun 2022
3 - 4
1Y
-11.78
-18.71
18.41
-20.54
Jan 2022 - Jun 2022
6 - 6
50% pos
3Y(*)
5.19
0.26
22.81
-28.34
Jan 2020 - Mar 2020
22 - 14
61% pos
5Y(*)
4.42
0.51
20.06
-28.34
Jan 2020 - Mar 2020
34 - 26
57% pos
10Y(*)
7.87
5.13
17.31
-28.34
Jan 2020 - Mar 2020
68 - 52
57% pos
15Y(*)
2.04
-0.33
22.19
-57.77
Nov 2007 - Feb 2009
96 - 84
53% pos
20Y(*)
6.38
3.77
20.92
-57.77
Nov 2007 - Feb 2009
138 - 102
58% pos
25Y(*)
5.87
3.30
21.39
-57.77
Nov 2007 - Feb 2009
171 - 129
57% pos
MAX(*)
01 Jan 1997
6.15
3.59
21.22
-57.77
Nov 2007 - Feb 2009
177 - 130
58% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%

Correlations as of Jul 31, 2022

Monthly correlations of iShares MSCI France ETF (EWQ) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

ISHARES MSCI FRANCE ETF (EWQ) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs EWQ
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 1997
US Total Stock Market
VTI
0.88
0.85
0.79
0.81
US Large Cap
SPY
0.89
0.85
0.78
0.80
US Small Cap
IJR
0.83
0.82
0.70
0.74
US REITs
VNQ
0.77
0.68
0.53
0.55
US Technology
QQQ
0.78
0.72
0.69
0.64
Preferred Stocks
PFF
0.92
0.68
0.60
0.41
EAFE Stocks
EFA
0.97
0.97
0.95
0.93
World All Countries
VT
0.92
0.91
0.88
0.89
Emerging Markets
EEM
0.85
0.76
0.70
0.75
Europe
VGK
0.98
0.98
0.97
0.97
Pacific
VPL
0.83
0.87
0.77
0.69
Latin America
FLLA
0.53
0.70
0.62
0.68
US Total Bond Market
BND
0.66
0.26
0.21
0.08
Long Term Treasuries
TLT
0.40
-0.17
-0.15
-0.20
US Cash
BIL
-0.05
-0.23
-0.15
0.00
TIPS
TIP
0.60
0.34
0.28
0.12
Investment Grade Bonds
LQD
0.77
0.54
0.45
0.27
High Yield Bonds
HYG
0.83
0.74
0.70
0.63
International Bond Market
BNDX
0.54
0.25
0.19
0.10
Emerging Market Bonds
EMB
0.94
0.73
0.65
0.55
Gold
GLD
0.01
0.07
0.05
0.11
Commodities
DBC
0.24
0.65
0.50
0.37

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares MSCI France ETF (EWQ) ETF: Dividend Yield page.

An investment of 1000$, since August 1997, now would be worth 4157.74$, with a total return of 315.77% (5.87% annualized).

The Inflation Adjusted Capital now would be 2252.35$, with a net total return of 125.24% (3.30% annualized).
An investment of 1000$, since January 1997, now would be worth 4603.85$, with a total return of 360.39% (6.15% annualized).

The Inflation Adjusted Capital now would be 2464.50$, with a net total return of 146.45% (3.59% annualized).

Drawdowns

Worst drawdowns since August 1997.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-57.77% Nov 2007 Feb 2009 16 Jul 2017 101 117
-48.36% Jul 2000 Sep 2002 27 Feb 2005 29 56
-28.34% Jan 2020 Mar 2020 3 Dec 2020 9 12
-20.54% Jan 2022 Jun 2022 6 in progress 1 7
-18.40% Feb 2018 Dec 2018 11 Dec 2019 12 23
-17.96% Jul 1998 Sep 1998 3 Dec 1998 3 6
-8.37% Jan 2000 Jan 2000 1 Feb 2000 1 2
-7.94% Aug 1997 Aug 1997 1 Sep 1997 1 2
-7.73% Feb 1999 Feb 1999 1 Aug 1999 6 7
-5.94% Jun 2007 Aug 2007 3 Oct 2007 2 5
-5.84% Oct 1997 Oct 1997 1 Jan 1998 3 4
-5.35% Mar 2005 Apr 2005 2 Jul 2005 3 5
-4.20% Mar 2000 Apr 2000 2 Jun 2000 2 4
-3.89% Oct 2005 Oct 2005 1 Dec 2005 2 3
-3.87% Nov 2021 Nov 2021 1 Dec 2021 1 2
-3.70% Sep 2021 Sep 2021 1 Oct 2021 1 2
-2.62% Jan 2021 Jan 2021 1 Feb 2021 1 2
-2.05% May 2006 May 2006 1 Aug 2006 3 4
-1.81% Jun 2021 Jun 2021 1 Aug 2021 2 3
-1.50% Feb 2006 Feb 2006 1 Mar 2006 1 2

Worst drawdowns since January 1997.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-57.77% Nov 2007 Feb 2009 16 Jul 2017 101 117
-48.36% Jul 2000 Sep 2002 27 Feb 2005 29 56
-28.34% Jan 2020 Mar 2020 3 Dec 2020 9 12
-20.54% Jan 2022 Jun 2022 6 in progress 1 7
-18.40% Feb 2018 Dec 2018 11 Dec 2019 12 23
-17.96% Jul 1998 Sep 1998 3 Dec 1998 3 6
-8.37% Jan 2000 Jan 2000 1 Feb 2000 1 2
-7.94% Aug 1997 Aug 1997 1 Sep 1997 1 2
-7.73% Feb 1999 Feb 1999 1 Aug 1999 6 7
-5.94% Jun 2007 Aug 2007 3 Oct 2007 2 5
-5.84% Oct 1997 Oct 1997 1 Jan 1998 3 4
-5.35% Mar 2005 Apr 2005 2 Jul 2005 3 5
-4.20% Mar 2000 Apr 2000 2 Jun 2000 2 4
-4.17% Apr 1997 Apr 1997 1 Jun 1997 2 3
-3.89% Oct 2005 Oct 2005 1 Dec 2005 2 3
-3.87% Nov 2021 Nov 2021 1 Dec 2021 1 2
-3.70% Sep 2021 Sep 2021 1 Oct 2021 1 2
-2.62% Jan 2021 Jan 2021 1 Feb 2021 1 2
-2.05% May 2006 May 2006 1 Aug 2006 3 4
-1.81% Jun 2021 Jun 2021 1 Aug 2021 2 3

Rolling Returns ( more details)

iShares MSCI France ETF (EWQ) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
8.97 60.36
Apr 2003 - Mar 2004
-50.81
Mar 2008 - Feb 2009
37.16%
2 Years
7.09 38.74
Apr 2003 - Mar 2005
-29.70
Mar 2007 - Feb 2009
33.45%
3 Years
5.99 33.02
Apr 2003 - Mar 2006
-18.72
Apr 2000 - Mar 2003
28.68%
5 Years
5.20 25.77
Oct 2002 - Sep 2007
-11.05
Jun 2007 - May 2012
17.34%
7 Years
5.23 12.86
Oct 2002 - Sep 2009
-2.94
Nov 2007 - Oct 2014
11.16%
10 Years
4.91 13.63
Jun 1997 - May 2007
-0.70
Jul 2000 - Jun 2010
3.72%
15 Years
4.58 8.74
Apr 2003 - Mar 2018
1.34
Jul 2007 - Jun 2022
0.00%
20 Years
5.03 6.79
Nov 1997 - Oct 2017
1.99
Apr 2000 - Mar 2020
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares MSCI France ETF (EWQ) ETF: Rolling Returns page.

Seasonality

iShares MSCI France ETF (EWQ) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
-0.85
54%
-0.01
46%
0.72
62%
2.93
69%
0.73
58%
-0.15
46%
0.91
58%
-1.20
44%
-0.79
60%
1.36
64%
1.15
60%
3.49
72%
Best
Year
8.0
2006
11.6
2000
10.2
1998
17.3
2003
14.6
2009
8.4
2012
14.5
2010
7.7
2009
15.1
2010
12.9
2011
21.8
2020
16.3
2000
Worst
Year
-16.7
2009
-11.4
2001
-19.0
2020
-6.7
2022
-12.7
2010
-10.8
2008
-14.8
2002
-14.3
1998
-15.6
2011
-23.4
2008
-11.2
2010
-5.5
2014
Statistics calculated for the period Jan 1997 - Jul 2022

Monthly/Yearly Returns

iShares MSCI France ETF (EWQ) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
177 Positive Months (58%) - 130 Negative Months (42%)
Jan 1997 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-15.35 -20.34 -2.5 -6.8 0.0 -6.7 4.1 -9.9 6.5
2021
+21.47 +13.49 -2.6 4.6 2.8 6.2 5.4 -1.8 1.3 0.9 -3.7 5.6 -3.9 5.7
2020
+2.85 +1.47 -4.0 -7.9 -19.0 4.4 5.9 6.4 1.9 4.7 -4.5 -4.5 21.8 2.9
2019
+26.67 +23.84 6.1 4.3 0.4 4.8 -6.1 8.3 -2.8 -1.0 2.2 3.6 1.4 3.5
2018
-12.88 -14.51 6.8 -5.1 -0.7 4.1 -2.6 -2.1 3.9 -2.2 1.2 -9.5 -1.2 -5.1
2017
+29.13 +26.46 1.4 -0.4 6.4 5.7 4.9 -0.5 2.4 0.9 4.0 1.6 -0.1 -0.1
2016
+4.90 +2.77 -3.8 -2.5 6.5 2.4 -0.2 -5.0 4.7 -0.3 1.2 -0.5 -2.5 5.6
2015
+0.24 -0.49 1.2 6.2 -2.0 4.5 -0.8 -2.8 4.1 -6.6 -3.8 7.1 -2.3 -3.5
2014
-10.75 -11.42 -5.5 8.1 0.5 2.9 0.5 -1.5 -6.6 1.2 -3.7 -3.8 3.0 -5.5
2013
+24.07 +22.24 3.1 -3.5 -1.1 5.7 1.9 -4.5 9.2 -2.1 7.8 3.8 0.1 2.3
2012
+24.40 +22.28 6.3 6.2 -0.2 -6.1 -10.4 8.4 -0.4 5.7 1.8 2.9 3.9 5.7
2011
-17.68 -20.05 6.3 3.3 0.3 7.4 -2.9 0.3 -9.0 -10.3 -15.6 12.9 -4.5 -3.8
2010
-2.55 -3.98 -7.8 -0.9 6.1 -6.0 -12.7 -2.7 14.5 -6.9 15.1 5.5 -11.2 9.5
2009
+27.18 +23.81 -16.7 -9.8 9.3 11.3 14.6 -4.4 10.5 7.7 6.6 -5.7 5.6 0.4
2008
-41.61 -41.66 -10.6 -0.2 3.0 4.4 2.9 -10.8 -2.0 -3.4 -12.3 -23.4 -5.6 10.6
2007
+12.14 +7.74 0.4 -0.8 3.2 7.6 2.8 -1.3 -4.0 -0.7 5.1 3.7 -2.2 -1.6
2006
+33.56 +30.25 8.0 -1.5 5.7 3.7 -2.0 0.9 0.8 3.6 0.7 2.1 4.5 3.1
2005
+10.13 +6.49 -1.5 5.0 -2.1 -3.3 1.9 0.9 5.0 1.3 1.5 -3.9 1.4 3.9
2004
+18.60 +14.86 1.6 2.4 -3.8 -2.4 3.7 2.5 -3.5 0.3 3.2 5.0 5.3 3.5
2003
+41.00 +38.40 -3.6 -4.8 -4.1 17.3 6.0 1.9 2.0 0.2 1.1 5.9 5.5 9.5
2002
-20.10 -21.95 -5.4 0.5 5.2 -0.5 -0.3 -1.6 -14.8 -0.8 -15.0 11.4 5.9 -3.5
2001
-23.85 -25.02 1.2 -11.4 -8.4 9.4 -6.5 -3.7 0.3 -2.0 -13.9 4.9 2.3 3.5
2000
+0.78 -2.52 -8.4 11.6 -1.8 -2.5 3.9 2.4 -2.0 -1.8 -6.6 -1.8 -5.9 16.3
1999
+31.97 +28.52 4.6 -7.7 1.2 2.7 -1.4 5.3 -0.6 3.6 0.5 4.6 3.6 12.9
1998
+41.96 +39.70 2.0 10.1 10.2 3.5 5.2 3.5 -0.8 -14.3 -3.4 12.3 3.4 6.7
1997
+11.72 +9.85 1.3 0.8 0.8 -4.2 1.3 7.7 2.8 -7.9 10.8 -5.8 0.4 4.6
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