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 Germany ETF (EWG)
ETF • LIVE PERFORMANCE (USD currency)
1.36%
1 Day
Aug 15 2022
1.23%
Current Month
August 2022

In the last 25 Years, the iShares MSCI Germany ETF (EWG) ETF obtained a 3.55% compound annual return, with a 23.70% standard deviation.

In 2021, the ETF granted a 2.80% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Germany ETF (EWG) 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 Germany ETF (EWG) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES MSCI GERMANY ETF (EWG) 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
2.48
2.49
0.00
1 - 0
3M
-6.54
-8.80
-13.20
Jun 2022 - Jun 2022
2 - 1
6M
-24.06
-27.94
-25.89
Feb 2022 - Jun 2022
2 - 4
YTD
-25.84
-30.22
-27.63
Jan 2022 - Jun 2022
2 - 5
1Y
-28.97
-34.55
19.46
-31.54
Sep 2021 - Jun 2022
5 - 7
42% pos
3Y(*)
-1.65
-6.26
23.44
-31.99
Jun 2021 - Jun 2022
20 - 16
56% pos
5Y(*)
-2.60
-6.25
20.62
-35.44
Feb 2018 - Mar 2020
31 - 29
52% pos
10Y(*)
3.92
1.28
18.13
-35.44
Feb 2018 - Mar 2020
66 - 54
55% pos
15Y(*)
0.57
-1.77
23.47
-60.68
Nov 2007 - Feb 2009
96 - 84
53% pos
20Y(*)
5.70
3.10
23.32
-60.68
Nov 2007 - Feb 2009
135 - 105
56% pos
25Y(*)
3.55
1.04
23.70
-64.17
Mar 2000 - Mar 2003
166 - 134
55% pos
MAX(*)
01 Jan 1997
4.45
1.93
23.57
-64.17
Mar 2000 - Mar 2003
172 - 135
56% 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 Germany ETF (EWG) ETF vs the main Asset Classes, over different timeframes.

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

ISHARES MSCI GERMANY ETF (EWG) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs EWG
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 1997
US Total Stock Market
VTI
0.77
0.85
0.81
0.82
US Large Cap
SPY
0.79
0.85
0.80
0.81
US Small Cap
IJR
0.73
0.80
0.71
0.75
US REITs
VNQ
0.63
0.65
0.52
0.55
US Technology
QQQ
0.66
0.75
0.73
0.69
Preferred Stocks
PFF
0.83
0.71
0.62
0.42
EAFE Stocks
EFA
0.93
0.95
0.93
0.90
World All Countries
VT
0.84
0.91
0.89
0.88
Emerging Markets
EEM
0.90
0.80
0.74
0.77
Europe
VGK
0.95
0.96
0.95
0.93
Pacific
VPL
0.77
0.87
0.79
0.67
Latin America
FLLA
0.59
0.69
0.61
0.69
US Total Bond Market
BND
0.60
0.30
0.23
0.06
Long Term Treasuries
TLT
0.30
-0.15
-0.15
-0.21
US Cash
BIL
-0.11
-0.22
-0.16
0.00
TIPS
TIP
0.47
0.36
0.27
0.10
Investment Grade Bonds
LQD
0.70
0.57
0.48
0.27
High Yield Bonds
HYG
0.78
0.74
0.69
0.64
International Bond Market
BNDX
0.44
0.27
0.21
0.06
Emerging Market Bonds
EMB
0.91
0.75
0.65
0.56
Gold
GLD
-0.05
0.14
0.06
0.11
Commodities
DBC
0.29
0.58
0.42
0.31

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 Germany ETF (EWG) ETF: Dividend Yield page.

An investment of 1000$, since August 1997, now would be worth 2390.80$, with a total return of 139.08% (3.55% annualized).

The Inflation Adjusted Capital now would be 1295.15$, with a net total return of 29.52% (1.04% annualized).
An investment of 1000$, since January 1997, now would be worth 3045.67$, with a total return of 204.57% (4.45% annualized).

The Inflation Adjusted Capital now would be 1630.38$, with a net total return of 63.04% (1.93% annualized).

Drawdowns

Worst drawdowns since August 1997.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-64.17% Mar 2000 Mar 2003 37 Apr 2006 37 74
-60.68% Nov 2007 Feb 2009 16 Nov 2013 57 73
-35.44% Feb 2018 Mar 2020 26 Mar 2021 12 38
-31.99% Jun 2021 Jun 2022 13 in progress 1 14
-24.57% Jun 2014 Feb 2016 21 May 2017 15 36
-19.68% Aug 1998 Aug 1998 1 Dec 1999 16 17
-10.92% Aug 1997 Aug 1997 1 Feb 1998 6 7
-6.08% Jan 2014 Jan 2014 1 May 2014 4 5
-5.62% Jan 2000 Jan 2000 1 Feb 2000 1 2
-5.21% May 2006 Jul 2006 3 Oct 2006 3 6
-3.74% Jul 2007 Jul 2007 1 Sep 2007 2 3
-0.52% Jun 2017 Jun 2017 1 Jul 2017 1 2
-0.41% Dec 2017 Dec 2017 1 Jan 2018 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
-64.17% Mar 2000 Mar 2003 37 Apr 2006 37 74
-60.68% Nov 2007 Feb 2009 16 Nov 2013 57 73
-35.44% Feb 2018 Mar 2020 26 Mar 2021 12 38
-31.99% Jun 2021 Jun 2022 13 in progress 1 14
-24.57% Jun 2014 Feb 2016 21 May 2017 15 36
-19.68% Aug 1998 Aug 1998 1 Dec 1999 16 17
-10.92% Aug 1997 Aug 1997 1 Feb 1998 6 7
-6.08% Jan 2014 Jan 2014 1 May 2014 4 5
-5.62% Jan 2000 Jan 2000 1 Feb 2000 1 2
-5.21% May 2006 Jul 2006 3 Oct 2006 3 6
-3.74% Jul 2007 Jul 2007 1 Sep 2007 2 3
-2.02% Apr 1997 Apr 1997 1 May 1997 1 2
-0.52% Jun 2017 Jun 2017 1 Jul 2017 1 2
-0.41% Dec 2017 Dec 2017 1 Jan 2018 1 2

Rolling Returns ( more details)

iShares MSCI Germany ETF (EWG) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.92 81.35
Apr 2003 - Mar 2004
-54.62
Mar 2008 - Feb 2009
38.51%
2 Years
6.00 45.92
Apr 2003 - Mar 2005
-30.72
Oct 2000 - Sep 2002
33.45%
3 Years
5.08 39.76
Apr 2003 - Mar 2006
-28.22
Apr 2000 - Mar 2003
34.56%
5 Years
4.78 32.00
Oct 2002 - Sep 2007
-12.78
Apr 1998 - Mar 2003
30.65%
7 Years
5.28 16.31
Apr 2003 - Mar 2010
-1.44
Jul 1998 - Jun 2005
4.46%
10 Years
5.54 13.20
Apr 2003 - Mar 2013
-1.56
Mar 1999 - Feb 2009
2.66%
15 Years
5.30 11.33
Apr 2003 - Mar 2018
0.15
Jul 2007 - Jun 2022
0.00%
20 Years
4.69 7.15
Oct 2001 - Sep 2021
1.34
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 Germany ETF (EWG) ETF: Rolling Returns page.

Seasonality

iShares MSCI Germany ETF (EWG) 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 %
-0.62
54%
-0.90
50%
0.65
50%
3.31
65%
0.40
58%
-0.16
42%
1.05
54%
-2.53
40%
-1.15
52%
2.03
68%
1.82
68%
3.31
72%
Best
Year
11.0
2012
10.7
2000
11.0
2009
24.7
2003
11.9
2009
8.4
1999
12.0
2009
6.5
2020
13.9
2010
16.0
2011
16.3
2020
19.6
1999
Worst
Year
-19.4
2009
-13.0
2009
-18.1
2020
-8.8
2000
-13.5
2012
-13.2
2022
-16.3
2002
-19.7
1998
-24.0
2002
-22.7
2008
-10.2
2008
-10.1
2002
Statistics calculated for the period Jan 1997 - Jul 2022

Monthly/Yearly Returns

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

MONTHLY RETURNS HISTOGRAM
172 Positive Months (56%) - 135 Negative Months (44%)
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
-25.84 -30.22 -2.3 -9.2 -2.4 -8.4 5.1 -13.2 2.5
2021
+5.84 -1.12 -1.0 1.7 4.5 3.5 3.4 -1.7 -0.2 1.2 -5.8 2.6 -5.8 3.9
2020
+10.56 +9.08 -3.0 -8.1 -18.1 9.8 9.4 6.2 4.2 6.5 -3.2 -9.8 16.3 5.3
2019
+19.15 +16.49 5.7 1.9 -1.4 7.0 -6.5 7.1 -4.4 -2.1 2.5 6.1 1.4 1.6
2018
-21.37 -22.85 6.0 -7.4 -1.2 1.3 -2.5 -3.0 4.4 -3.4 -1.6 -8.4 -1.5 -5.6
2017
+27.44 +24.81 3.9 0.0 4.5 3.2 4.5 -0.5 1.5 0.2 5.4 2.0 0.5 -0.4
2016
+3.60 +1.49 -7.1 -4.0 10.1 1.9 -1.1 -5.0 6.7 2.2 0.2 -1.4 -4.2 6.7
2015
-2.79 -3.50 2.3 5.9 0.5 -0.7 -1.7 -2.6 1.6 -7.0 -6.1 9.6 0.5 -3.9
2014
-11.96 -12.62 -6.1 6.3 -1.1 1.1 1.5 -0.7 -6.8 -0.8 -4.2 -1.7 5.7 -4.8
2013
+30.83 +28.90 4.1 -4.0 -0.8 4.1 2.7 -3.9 6.6 -2.5 8.4 5.5 4.2 3.9
2012
+32.40 +30.14 11.0 7.6 1.4 -3.2 -13.5 4.7 2.1 5.0 6.4 1.6 2.5 5.0
2011
-17.65 -20.02 5.1 3.3 -0.2 10.9 -5.7 1.6 -4.4 -18.7 -12.7 16.0 -2.7 -6.8
2010
+8.22 +6.62 -9.4 -1.4 9.1 -2.2 -10.5 -0.9 10.8 -6.9 13.9 8.3 -5.5 6.3
2009
+20.43 +17.24 -19.4 -13.0 11.0 15.5 11.9 -4.2 12.0 3.8 6.1 -5.4 7.1 -0.2
2008
-43.48 -43.53 -12.0 -0.7 1.7 3.7 2.6 -8.9 -0.9 -6.1 -12.8 -22.7 -10.2 16.3
2007
+33.68 +28.44 2.5 0.1 4.5 8.9 5.3 0.2 -3.7 1.1 7.2 4.9 -1.8 1.0
2006
+34.96 +31.62 8.1 0.5 4.5 4.9 -4.4 -0.7 -0.1 3.7 1.1 4.7 4.8 3.9
2005
+9.64 +6.02 -4.7 4.1 -2.2 -4.3 2.1 0.4 6.8 1.9 0.7 -2.8 3.0 5.0
2004
+16.28 +12.61 1.5 -1.3 -4.1 -1.0 1.0 3.8 -6.3 -0.9 5.1 4.5 7.8 5.9
2003
+66.64 +63.57 -0.2 -7.2 -4.6 24.7 5.8 6.4 4.1 -1.2 -0.7 11.5 6.6 10.8
2002
-34.04 -35.57 -4.6 -1.0 7.6 -2.9 -1.4 -1.0 -16.3 -1.0 -24.0 13.8 6.3 -10.1
2001
-21.64 -22.84 5.1 -9.0 -10.5 5.7 -5.4 -0.6 -1.0 -6.1 -18.4 5.7 10.3 4.1
2000
-18.02 -20.70 -5.6 10.7 -3.1 -8.8 0.5 -2.0 -0.3 -4.6 -6.1 1.0 -6.7 7.2
1999
+22.55 +19.34 1.7 -9.1 -3.3 6.9 -5.3 8.4 -4.6 3.1 -0.3 5.1 1.4 19.6
1998
+28.04 +26.01 2.1 6.6 6.8 6.4 6.3 3.2 2.3 -19.7 1.0 5.7 3.9 3.4
1997
+23.78 +21.71 0.0 3.5 3.8 -2.0 6.6 2.7 10.6 -10.9 8.9 -5.7 1.5 4.6
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