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.
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
|
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).
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.
The Inflation Adjusted Capital now would be 2252.35$, with a net total return of 125.24% (3.30% annualized).
The Inflation Adjusted Capital now would be 2464.50$, with a net total return of 146.45% (3.59% annualized).
Drawdowns
Worst drawdowns since August 1997.
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.
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
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% |
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?
For further information about the seasonality, check the Asset Class Seasonality page.
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 |
Monthly/Yearly Returns
iShares MSCI France ETF (EWQ) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?
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 |