Data Source: from January 2011 to December 2022 (~12 years)
Consolidated Returns as of 31 December 2022
ETF: iShares MSCI Ireland ETF (EIRL)
In the last 10 Years, the iShares MSCI Ireland ETF (EIRL) ETF obtained a 7.76% compound annual return, with a 19.88% standard deviation.
In 2022, the ETF granted a 0.91% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Ireland ETF (EIRL) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Multi Cap
- Style: Blend
- Region: Developed Europe
- Country: Ireland
Historical Returns as of Dec 31, 2022
Historical returns and Metrics of iShares MSCI Ireland ETF (EIRL) ETF.
Returns and metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
ISHARES MSCI IRELAND ETF (EIRL) ETF
Portfolio Metrics
Data Source: 1 January 2011 - 31 December 2022 (~12 years)
Swipe left to see all data
| Metrics as of Dec 31, 2022 | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~12Y) |
|
| Portfolio Return (%) |
-1.61 | 23.46 | 13.81 | -18.81 | 0.40 | 0.25 | 7.76 | 8.62 |
| US Inflation (%) | -0.31 | 0.00 | 0.16 | 6.45 | 4.92 | 3.78 | 2.60 | 2.56 |
| Infl. Adjusted Return (%) |
-1.31 | 23.47 | 13.63 | -23.73 | -4.31 | -3.40 | 5.03 | 5.91 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||
| RISK INDICATORS | ||||||||
| Standard Deviation (%) | 28.48 | 28.49 | 23.81 | 19.88 | 20.13 | |||
| Sharpe Ratio | -0.71 | -0.01 | -0.04 | 0.36 | 0.23 | |||
| Sortino Ratio | -1.06 | -0.01 | -0.05 | 0.48 | 0.31 | |||
| MAXIMUM DRAWDOWN | ||||||||
| Drawdown Depth (%) | -34.24 | -39.15 | -39.15 | -39.15 | -39.15 | |||
| Start (yyyy mm) | 2022 01 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Start to Bottom (# months) | 9 | 13 | 13 | 13 | 13 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 16
|
> 16
|
> 16
|
> 16
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||
| Best Return (%) | 76.20 | 29.42 | 18.93 | 14.19 | ||||
| Worst Return (%) | -35.46 | -6.22 | -3.05 | 6.70 | ||||
| % Positive Periods | 64% | 92% | 94% | 100% | ||||
| MONTHS | ||||||||
| Positive | 0 | 2 | 3 | 4 | 20 | 33 | 70 | 82 |
| Negative | 1 | 1 | 3 | 8 | 16 | 27 | 50 | 62 |
| % Positive | 0% | 67% | 50% | 33% | 56% | 55% | 58% | 57% |
| WITHDRAWAL RATES (WR) | ||||||||
| Safe WR (%) | 34.52 | 18.85 | 17.05 | 15.18 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 4.79 | 5.58 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Correlations as of Dec 31, 2022
Monthly correlations of iShares MSCI Ireland ETF (EIRL) ETF vs the main Asset Classes, over different timeframes.
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Columns are sortable (click on table header to sort).
ISHARES MSCI IRELAND ETF (EIRL) ETF
Monthly correlations as of 31 December 2022
Swipe left to see all data
| Correlation vs EIRL | |||||
|---|---|---|---|---|---|
|
|
|||||
| Asset Class | 1 Year | 5 Years | 10 Years | Since Jan 2011 |
|
|
US Total Stock Market VTI |
0.77
|
0.83
|
0.76
|
0.78
|
|
|
US Large Cap SPY |
0.77
|
0.82
|
0.76
|
0.77
|
|
|
US Small Cap IJR |
0.78
|
0.84
|
0.73
|
0.74
|
|
|
US REITs VNQ |
0.65
|
0.74
|
0.53
|
0.55
|
|
|
US Technology QQQ |
0.64
|
0.67
|
0.65
|
0.66
|
|
|
Preferred Stocks PFF |
0.57
|
0.72
|
0.62
|
0.63
|
|
|
EAFE Stocks EFA |
0.86
|
0.89
|
0.82
|
0.84
|
|
|
World All Countries VT |
0.83
|
0.88
|
0.81
|
0.82
|
|
|
Emerging Markets EEM |
0.69
|
0.74
|
0.58
|
0.62
|
|
|
Europe VGK |
0.89
|
0.90
|
0.85
|
0.86
|
|
|
Pacific VPL |
0.80
|
0.83
|
0.70
|
0.72
|
|
|
Latin America FLLA |
0.46
|
0.61
|
0.47
|
0.51
|
|
|
US Total Bond Market BND |
0.67
|
0.35
|
0.22
|
0.15
|
|
|
Long Term Treasuries TLT |
0.44
|
-0.10
|
-0.16
|
-0.27
|
|
|
US Cash BIL |
0.25
|
-0.17
|
-0.14
|
-0.14
|
|
|
TIPS TIP |
0.74
|
0.48
|
0.28
|
0.22
|
|
|
Invest. Grade Bonds LQD |
0.72
|
0.56
|
0.41
|
0.38
|
|
|
High Yield Bonds HYG |
0.83
|
0.80
|
0.68
|
0.68
|
|
|
International Bonds BNDX |
0.71
|
0.36
|
0.23
|
0.19
|
|
|
Emerg. Market Bonds EMB |
0.79
|
0.73
|
0.57
|
0.56
|
|
|
Gold GLD |
0.16
|
0.18
|
0.03
|
0.09
|
|
|
Commodities DBC |
0.29
|
0.62
|
0.45
|
0.48
|
|
Capital Growth as of Dec 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 Ireland ETF (EIRL) ETF: Dividend Yield page.
An investment of 1000$, since January 2013,
now would be worth 2111.00$, with a total return of 111.10% (7.76% annualized).
The Inflation Adjusted Capital now would be 1633.06$, with a net total return of 63.31% (5.03% annualized).
The Inflation Adjusted Capital now would be 1633.06$, with a net total return of 63.31% (5.03% annualized).
An investment of 1000$, since January 2011,
now would be worth 2697.06$, with a total return of 169.71% (8.62% annualized).
The Inflation Adjusted Capital now would be 1991.73$, with a net total return of 99.17% (5.91% annualized).
The Inflation Adjusted Capital now would be 1991.73$, with a net total return of 99.17% (5.91% annualized).
Readings that may interest you
Drawdowns
Worst drawdowns since January 2013.
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -39.15% | Sep 2021 | Sep 2022 | 13 | in progress | 3 | 16 |
| -33.66% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 |
| -17.83% | Mar 2014 | Oct 2014 | 8 | Jul 2015 | 9 | 17 |
| -12.86% | Jan 2016 | Jun 2016 | 6 | Apr 2017 | 10 | 16 |
| -5.33% | Aug 2015 | Sep 2015 | 2 | Dec 2015 | 3 | 5 |
| -4.51% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 |
| -3.81% | Jun 2021 | Jun 2021 | 1 | Aug 2021 | 2 | 3 |
| -1.11% | Jun 2013 | Jun 2013 | 1 | Jul 2013 | 1 | 2 |
| -0.41% | Nov 2017 | Nov 2017 | 1 | Dec 2017 | 1 | 2 |
| -0.30% | Aug 2017 | Aug 2017 | 1 | Sep 2017 | 1 | 2 |
| -0.17% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
Worst drawdowns since January 2011.
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -39.15% | Sep 2021 | Sep 2022 | 13 | in progress | 3 | 16 |
| -33.66% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 |
| -22.42% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 |
| -17.83% | Mar 2014 | Oct 2014 | 8 | Jul 2015 | 9 | 17 |
| -12.86% | Jan 2016 | Jun 2016 | 6 | Apr 2017 | 10 | 16 |
| -12.47% | Apr 2012 | May 2012 | 2 | Nov 2012 | 6 | 8 |
| -5.33% | Aug 2015 | Sep 2015 | 2 | Dec 2015 | 3 | 5 |
| -4.51% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 |
| -3.81% | Jun 2021 | Jun 2021 | 1 | Aug 2021 | 2 | 3 |
| -3.20% | Mar 2011 | Mar 2011 | 1 | Apr 2011 | 1 | 2 |
| -1.11% | Jun 2013 | Jun 2013 | 1 | Jul 2013 | 1 | 2 |
| -0.41% | Nov 2017 | Nov 2017 | 1 | Dec 2017 | 1 | 2 |
| -0.30% | Aug 2017 | Aug 2017 | 1 | Sep 2017 | 1 | 2 |
| -0.17% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
Rolling Returns ( more details)
iShares MSCI Ireland ETF (EIRL) ETF: annualized rolling and average returns
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| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
11.10 |
76.20 Apr 2020 - Mar 2021 |
-35.46 Oct 2021 - Sep 2022 |
36.09% |
| 2 Years |
11.32 |
39.80 Jan 2012 - Dec 2013 |
-16.53 Apr 2018 - Mar 2020 |
14.88% |
| 3 Years |
9.84 |
29.42 Aug 2012 - Jul 2015 |
-6.22 Apr 2017 - Mar 2020 |
8.26% |
| 5 Years |
8.71 |
18.93 Aug 2012 - Jul 2017 |
-3.05 Oct 2017 - Sep 2022 |
5.88% |
| 7 Years |
8.62 |
15.91 Oct 2011 - Sep 2018 |
0.65 Oct 2015 - Sep 2022 |
0.00% |
| 10 Years |
10.73 |
14.19 Oct 2011 - Sep 2021 |
6.70 Oct 2012 - Sep 2022 |
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 Ireland ETF (EIRL) ETF: Rolling Returns page.
Seasonality
iShares MSCI Ireland ETF (EIRL) 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.
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 Gain Frequency |
-0.16
40% |
-2.43
40% |
-4.13
60% |
3.38
80% |
2.22
80% |
-2.81
40% |
2.17
60% |
1.24
40% |
-4.52
20% |
2.73
80% |
3.12
60% |
2.36
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
99.84
|
97.41
|
93.39
|
96.54
|
98.68
|
95.91
|
97.99
|
99.21
|
94.73
|
97.31
|
100.36
|
102.73
|
| Best |
7.9 2019 |
5.9 2021 |
7.7 2021 |
10.3 2020 |
6.3 2020 |
3.4 2020 |
6.9 2022 |
6.1 2020 |
3.5 2019 |
12.8 2022 |
15.6 2020 |
9.0 2021 |
| Worst |
-4.5 2021 |
-8.5 2020 |
-22.6 2020 |
-2.9 2022 |
-4.6 2019 |
-14.5 2022 |
-2.7 2019 |
-2.2 2019 |
-12.3 2022 |
-8.6 2018 |
-11.5 2021 |
-6.1 2018 |
Monthly Seasonality over the period Jan 2018 - Dec 2022
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
-0.09
40% |
1.48
60% |
-1.21
60% |
2.58
70% |
1.58
80% |
-2.83
30% |
2.52
70% |
1.25
50% |
-2.02
30% |
1.15
70% |
2.68
70% |
2.42
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
99.91
|
101.40
|
100.17
|
102.76
|
104.38
|
101.42
|
103.97
|
105.28
|
103.15
|
104.34
|
107.13
|
109.72
|
| Best |
7.9 2019 |
14.4 2014 |
7.7 2021 |
10.3 2020 |
6.3 2020 |
3.4 2020 |
7.6 2013 |
6.1 2020 |
5.7 2017 |
12.8 2022 |
15.6 2020 |
9.0 2021 |
| Worst |
-6.7 2016 |
-8.5 2020 |
-22.6 2020 |
-2.9 2022 |
-4.6 2019 |
-14.5 2022 |
-3.2 2014 |
-2.2 2019 |
-12.3 2022 |
-8.6 2018 |
-11.5 2021 |
-6.1 2018 |
Monthly Seasonality over the period Jan 2013 - Dec 2022
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.46
50% |
2.72
67% |
-0.96
58% |
2.92
67% |
0.18
67% |
-2.12
33% |
1.40
58% |
0.76
50% |
-1.71
33% |
1.86
67% |
2.30
67% |
2.56
67% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.46
|
103.20
|
102.20
|
105.18
|
105.37
|
103.13
|
104.57
|
105.37
|
103.57
|
105.49
|
107.92
|
110.68
|
| Best |
7.9 2019 |
14.4 2014 |
7.7 2021 |
11.1 2011 |
6.3 2020 |
3.4 2020 |
7.6 2013 |
6.1 2020 |
7.2 2012 |
12.8 2022 |
15.6 2020 |
9.0 2021 |
| Worst |
-6.7 2016 |
-8.5 2020 |
-22.6 2020 |
-2.9 2022 |
-10.8 2012 |
-14.5 2022 |
-5.5 2011 |
-8.1 2011 |
-12.3 2022 |
-8.6 2018 |
-11.5 2021 |
-6.1 2018 |
Monthly Seasonality over the period Jan 2011 - Dec 2022
Monthly/Yearly Returns
iShares MSCI Ireland ETF (EIRL) ETF data source starts from January 2011: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 2011 - Dec 2022
82 Positive Months (57%) - 62 Negative Months (43%)
MONTHLY RETURNS TABLE
Jan 2011 - Dec 2022
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2022 |
-18.81 | -23.73 | -2.2 | -7.4 | -7.5 | -2.9 | 2.5 | -14.5 | 6.9 | -1.7 | -12.3 | 12.8 | 11.2 | -1.6 |
| 2021 |
+13.72 | +6.24 | -4.5 | 5.9 | 7.7 | 5.0 | 3.9 | -3.8 | 1.5 | 5.9 | -5.7 | 1.7 | -11.5 | 9.0 |
| 2020 |
+9.62 | +8.15 | -4.2 | -8.5 | -22.6 | 10.3 | 6.3 | 3.4 | 5.7 | 6.1 | -5.6 | 2.3 | 15.6 | 6.6 |
| 2019 |
+28.14 | +25.28 | 7.9 | 3.9 | 0.3 | 3.8 | -4.6 | 2.2 | -2.7 | -2.2 | 3.5 | 5.3 | 4.3 | 4.0 |
| 2018 |
-21.91 | -23.37 | 2.2 | -6.1 | 1.4 | 0.7 | 3.0 | -1.4 | -0.5 | -1.9 | -2.4 | -8.6 | -4.0 | -6.1 |
| 2017 |
+29.82 | +27.14 | 2.7 | 1.7 | 2.2 | 5.2 | 3.6 | 0.5 | 0.9 | -0.3 | 5.7 | 0.5 | -0.4 | 4.3 |
| 2016 |
-8.51 | -10.37 | -6.7 | -3.7 | 7.6 | -0.5 | 1.8 | -11.0 | 3.8 | 4.3 | -2.3 | -4.7 | 0.5 | 3.7 |
| 2015 |
+22.81 | +21.92 | -1.5 | 12.7 | -2.5 | 5.4 | 0.8 | -0.1 | 5.2 | -1.5 | -3.9 | 1.3 | 2.3 | 3.6 |
| 2014 |
-1.81 | -2.55 | -0.2 | 14.4 | -4.1 | -1.8 | -3.8 | -2.6 | -3.2 | 1.8 | -2.3 | -3.3 | 6.0 | -1.3 |
| 2013 |
+45.55 | +43.39 | 5.6 | 1.9 | 5.3 | 0.6 | 2.4 | -1.1 | 7.6 | 2.0 | 5.2 | 4.0 | 2.8 | 2.0 |
| 2012 |
+34.27 | +31.97 | 5.7 | 11.0 | 3.7 | -1.9 | -10.8 | 3.3 | -2.9 | 4.7 | 7.2 | -0.4 | 5.3 | 6.7 |
| 2011 |
-4.85 | -7.59 | 0.7 | 6.8 | -3.2 | 11.1 | -2.9 | -0.5 | -5.5 | -8.1 | -7.5 | 11.2 | -4.5 | -0.2 |