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 Italy ETF (EWI)
ETF • LIVE PERFORMANCE (USD currency)
0.98%
1 Day
Aug 15 2022
2.11%
Current Month
August 2022

In the last 25 Years, the iShares MSCI Italy ETF (EWI) ETF obtained a 2.83% compound annual return, with a 24.26% standard deviation.

In 2021, the ETF granted a 2.95% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Italy ETF (EWI) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

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

Historical Returns as of Jul 31, 2022

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

ISHARES MSCI ITALY ETF (EWI) 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
2.33
2.34
0.00
1 - 0
3M
-7.41
-9.65
-13.91
Jun 2022 - Jun 2022
2 - 1
6M
-21.69
-25.69
-23.47
Feb 2022 - Jun 2022
2 - 4
YTD
-22.60
-27.16
-24.36
Jan 2022 - Jun 2022
2 - 5
1Y
-20.72
-26.95
20.31
-24.81
Nov 2021 - Jun 2022
5 - 7
42% pos
3Y(*)
-0.35
-5.02
26.14
-29.59
Jan 2020 - Mar 2020
21 - 15
58% pos
5Y(*)
-0.53
-4.26
23.71
-33.30
Feb 2018 - Mar 2020
35 - 25
58% pos
10Y(*)
4.56
1.91
21.96
-35.53
May 2014 - Jun 2016
68 - 52
57% pos
15Y(*)
-3.25
-5.50
26.23
-66.05
Nov 2007 - May 2012
94 - 86
52% pos
20Y(*)
2.27
-0.24
24.14
-66.05
Nov 2007 - May 2012
135 - 105
56% pos
25Y(*)
2.83
0.34
24.26
-66.05
Nov 2007 - May 2012
167 - 133
56% pos
MAX(*)
01 Jan 1997
3.43
0.93
24.18
-66.05
Nov 2007 - May 2012
173 - 134
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 Italy ETF (EWI) ETF vs the main Asset Classes, over different timeframes.

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

ISHARES MSCI ITALY ETF (EWI) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs EWI
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 1997
US Total Stock Market
VTI
0.75
0.74
0.64
0.69
US Large Cap
SPY
0.77
0.74
0.63
0.68
US Small Cap
IJR
0.72
0.72
0.57
0.65
US REITs
VNQ
0.63
0.60
0.44
0.51
US Technology
QQQ
0.62
0.60
0.54
0.53
Preferred Stocks
PFF
0.80
0.60
0.50
0.43
EAFE Stocks
EFA
0.92
0.92
0.85
0.84
World All Countries
VT
0.83
0.83
0.75
0.79
Emerging Markets
EEM
0.90
0.77
0.64
0.66
Europe
VGK
0.95
0.93
0.89
0.90
Pacific
VPL
0.77
0.82
0.66
0.60
Latin America
FLLA
0.56
0.74
0.61
0.64
US Total Bond Market
BND
0.54
0.23
0.16
0.10
Long Term Treasuries
TLT
0.28
-0.16
-0.17
-0.19
US Cash
BIL
-0.23
-0.20
-0.14
0.01
TIPS
TIP
0.48
0.29
0.20
0.14
Investment Grade Bonds
LQD
0.65
0.51
0.40
0.29
High Yield Bonds
HYG
0.75
0.69
0.61
0.60
International Bond Market
BNDX
0.37
0.26
0.16
0.09
Emerging Market Bonds
EMB
0.85
0.71
0.59
0.53
Gold
GLD
0.06
0.11
0.05
0.09
Commodities
DBC
0.41
0.60
0.47
0.39

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 Italy ETF (EWI) ETF: Dividend Yield page.

An investment of 1000$, since August 1997, now would be worth 2009.09$, with a total return of 100.91% (2.83% annualized).

The Inflation Adjusted Capital now would be 1088.37$, with a net total return of 8.84% (0.34% annualized).
An investment of 1000$, since January 1997, now would be worth 2369.05$, with a total return of 136.90% (3.43% annualized).

The Inflation Adjusted Capital now would be 1268.18$, with a net total return of 26.82% (0.93% annualized).

Drawdowns

Worst drawdowns since August 1997.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-66.05% Nov 2007 May 2012 55 in progress 122 177
-41.48% Feb 2001 Sep 2002 20 Jun 2004 21 41
-18.72% Aug 1998 Sep 1998 2 Dec 1998 3 5
-14.94% Jan 1999 Jul 1999 7 Dec 1999 5 12
-13.06% Mar 2000 Sep 2000 7 Dec 2000 3 10
-6.64% May 2007 Jul 2007 3 Oct 2007 3 6
-6.50% Jan 2000 Jan 2000 1 Feb 2000 1 2
-6.49% Oct 1997 Oct 1997 1 Dec 1997 2 3
-6.28% Jun 1998 Jun 1998 1 Jul 1998 1 2
-6.12% Oct 2005 Oct 2005 1 Jan 2006 3 4
-5.96% Mar 2005 May 2005 3 Aug 2005 3 6
-4.39% Aug 1997 Aug 1997 1 Sep 1997 1 2
-3.47% Jul 2004 Jul 2004 1 Sep 2004 2 3
-1.86% Apr 1998 Apr 1998 1 May 1998 1 2
-1.84% Jan 2005 Jan 2005 1 Feb 2005 1 2
-1.70% Feb 2007 Feb 2007 1 Mar 2007 1 2
-1.16% May 2006 May 2006 1 Jul 2006 2 3
-0.49% Sep 2006 Sep 2006 1 Oct 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
-66.05% Nov 2007 May 2012 55 in progress 122 177
-41.48% Feb 2001 Sep 2002 20 Jun 2004 21 41
-18.72% Aug 1998 Sep 1998 2 Dec 1998 3 5
-14.94% Jan 1999 Jul 1999 7 Dec 1999 5 12
-13.06% Mar 2000 Sep 2000 7 Dec 2000 3 10
-8.08% Feb 1997 Feb 1997 1 Jun 1997 4 5
-6.64% May 2007 Jul 2007 3 Oct 2007 3 6
-6.50% Jan 2000 Jan 2000 1 Feb 2000 1 2
-6.49% Oct 1997 Oct 1997 1 Dec 1997 2 3
-6.28% Jun 1998 Jun 1998 1 Jul 1998 1 2
-6.12% Oct 2005 Oct 2005 1 Jan 2006 3 4
-5.96% Mar 2005 May 2005 3 Aug 2005 3 6
-4.39% Aug 1997 Aug 1997 1 Sep 1997 1 2
-3.47% Jul 2004 Jul 2004 1 Sep 2004 2 3
-1.86% Apr 1998 Apr 1998 1 May 1998 1 2
-1.84% Jan 2005 Jan 2005 1 Feb 2005 1 2
-1.70% Feb 2007 Feb 2007 1 Mar 2007 1 2
-1.16% May 2006 May 2006 1 Jul 2006 2 3
-0.49% Sep 2006 Sep 2006 1 Oct 2006 1 2

Rolling Returns ( more details)

iShares MSCI Italy ETF (EWI) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
6.88 86.90
Jun 1997 - May 1998
-57.86
Mar 2008 - Feb 2009
42.57%
2 Years
4.25 42.25
Jan 1997 - Dec 1998
-36.92
Mar 2007 - Feb 2009
39.08%
3 Years
3.08 30.28
Oct 2002 - Sep 2005
-22.98
Jun 2007 - May 2010
45.59%
5 Years
2.37 24.95
Oct 2002 - Sep 2007
-19.26
Jun 2007 - May 2012
39.11%
7 Years
2.06 12.18
Mar 1997 - Feb 2004
-8.99
Jan 2008 - Dec 2014
30.80%
10 Years
1.19 15.25
May 1997 - Apr 2007
-7.54
Dec 2006 - Nov 2016
35.11%
15 Years
0.71 4.51
Oct 2002 - Sep 2017
-3.64
Jul 2007 - Jun 2022
34.38%
20 Years
1.98 4.02
Jun 1997 - May 2017
-0.48
Apr 2000 - Mar 2020
4.41%
(*) 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 Italy ETF (EWI) ETF: Rolling Returns page.

Seasonality

iShares MSCI Italy ETF (EWI) 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 %
0.00
50%
-0.89
50%
0.90
58%
2.23
73%
-0.50
50%
-0.66
38%
1.03
58%
-1.34
52%
-0.32
52%
0.92
64%
1.51
64%
3.51
68%
Best
Year
11.0
2018
15.0
2000
19.4
1998
18.8
2009
14.0
2009
14.5
2012
18.2
2010
11.3
2012
16.2
1997
13.6
2011
25.2
2020
15.6
1999
Worst
Year
-16.7
2009
-13.9
2009
-23.8
2020
-8.3
2012
-15.7
2012
-13.9
2022
-10.3
2011
-16.1
1998
-15.0
2001
-23.5
2008
-15.6
2010
-8.0
2014
Statistics calculated for the period Jan 1997 - Jul 2022

Monthly/Yearly Returns

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

MONTHLY RETURNS HISTOGRAM
173 Positive Months (56%) - 134 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
-22.60 -27.16 -1.2 -6.7 -2.4 -7.1 5.1 -13.9 2.3
2021
+14.41 +6.89 -3.7 5.5 5.3 0.3 6.0 -2.2 0.3 1.4 -3.9 5.8 -6.0 5.8
2020
+1.67 +0.31 -2.4 -5.4 -23.8 1.8 6.2 8.3 2.7 4.1 -5.3 -6.4 25.2 3.9
2019
+26.97 +24.13 8.1 3.7 2.4 1.8 -8.3 9.9 -1.9 -0.4 2.5 4.7 0.1 2.8
2018
-17.20 -18.75 11.0 -6.1 1.4 4.4 -9.8 -2.0 3.4 -9.3 2.1 -9.4 1.4 -3.4
2017
+28.73 +26.07 -1.9 -0.4 8.8 2.8 5.4 1.6 7.1 1.8 3.5 -1.3 0.2 -1.3
2016
-8.56 -10.41 -12.2 -6.5 8.2 4.2 -4.4 -8.2 3.1 0.9 -2.4 2.4 -3.6 12.3
2015
+3.12 +2.38 0.8 8.5 -0.5 3.2 1.9 -2.6 4.0 -4.4 -3.2 3.4 -2.8 -4.2
2014
-10.92 -11.59 -0.3 6.8 6.7 1.9 -2.0 -0.3 -6.0 -2.3 -1.8 -5.0 -0.1 -8.0
2013
+19.05 +17.29 5.6 -12.4 -5.1 11.4 1.2 -9.5 10.1 0.3 8.3 11.0 -2.2 2.4
2012
+15.44 +13.46 8.0 3.2 -2.2 -8.3 -15.7 14.5 -6.8 11.3 2.6 3.7 2.2 6.0
2011
-24.10 -26.29 10.7 2.1 0.4 8.4 -7.5 -3.4 -10.3 -13.8 -12.7 13.6 -5.6 -4.7
2010
-14.22 -15.48 -9.3 -4.1 7.4 -8.1 -14.8 -1.8 18.2 -8.9 13.1 6.6 -15.6 9.0
2009
+22.02 +18.79 -16.7 -13.9 7.5 18.8 14.0 -3.9 8.4 8.5 6.9 -6.0 2.9 0.0
2008
-46.83 -46.88 -7.7 -1.9 -0.9 5.9 0.9 -11.3 -3.2 -4.6 -13.3 -23.5 -5.8 8.5
2007
+3.74 -0.33 1.2 -1.7 2.3 6.6 -0.6 -2.5 -3.7 0.6 3.0 3.8 -2.2 -2.6
2006
+32.47 +29.19 5.4 1.1 2.4 5.3 -1.2 0.7 0.6 4.1 -0.5 3.5 5.9 1.5
2005
+1.89 -1.48 -1.8 2.8 -0.2 -5.0 -0.9 1.4 3.8 1.5 1.4 -6.1 1.1 4.4
2004
+33.10 +28.91 3.0 1.0 -3.7 1.1 1.1 4.2 -3.5 0.2 5.3 6.2 7.5 7.3
2003
+41.82 +39.20 0.2 2.7 -7.3 13.4 11.7 -1.5 -0.8 -3.5 4.1 5.0 7.0 6.5
2002
-6.98 -9.14 -2.8 0.2 6.1 0.4 -0.8 -0.5 -8.9 0.2 -12.6 6.2 10.0 -2.4
2001
-27.61 -28.72 1.0 -9.5 -6.3 4.7 -7.7 -4.2 2.5 -1.5 -15.0 3.6 1.7 1.3
2000
+9.86 +6.26 -6.5 15.0 -7.0 -6.5 5.3 5.6 -3.8 -1.6 -5.0 2.4 4.0 10.4
1999
+0.79 -1.84 -4.4 -3.1 3.2 -1.7 -4.6 0.8 -5.9 2.5 2.0 -2.0 0.0 15.6
1998
+47.96 +45.61 7.8 4.0 19.4 -1.9 5.7 -6.3 9.6 -16.1 -3.1 7.5 10.5 7.5
1997
+36.76 +34.47 8.3 -8.1 1.3 0.0 0.8 9.8 5.6 -4.4 16.2 -6.5 2.1 9.3
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