Data Source: from January 1997 to August 2022
Consolidated Returns as of 31 Aug 2022
Category: Stocks
ETF: iShares MSCI Malaysia ETF (EWM)

In the last 25 Years, the iShares MSCI Malaysia ETF (EWM) ETF obtained a 3.00% compound annual return, with a 34.42% standard deviation.

In 2021, the ETF granted a 5.72% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Malaysia ETF (EWM) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Emerging Asia Pacific
  • Country: Malaysia

Historical Returns as of Aug 31, 2022

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

ISHARES MSCI MALAYSIA ETF (EWM) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from January 1997 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
-1.20
-1.16
-1.20
Aug 2022 - Aug 2022
0 - 1
3M
-5.77
-7.00
-7.33
Jun 2022 - Jun 2022
1 - 2
6M
-12.16
-15.86
-13.62
Mar 2022 - Jun 2022
1 - 5
YTD
-9.00
-14.34
-13.62
Mar 2022 - Jun 2022
2 - 6
1Y
-11.36
-18.13
13.68
-13.62
Mar 2022 - Jun 2022
4 - 8
33% pos
3Y(*)
-3.54
-8.05
15.65
-18.63
Jan 2020 - Mar 2020
15 - 21
42% pos
5Y(*)
-2.79
-6.37
14.37
-31.40
Apr 2018 - Mar 2020
24 - 36
40% pos
10Y(*)
-2.68
-5.09
14.81
-38.97
Sep 2014 - Mar 2020
56 - 64
47% pos
15Y(*)
1.19
-1.17
17.16
-45.11
Feb 2008 - Nov 2008
90 - 90
50% pos
20Y(*)
4.95
2.39
17.32
-45.11
Feb 2008 - Nov 2008
126 - 114
53% pos
25Y(*)
3.00
0.52
34.42
-74.84
Sep 1997 - Aug 1998
154 - 146
51% pos
MAX(*)
01 Jan 1997
0.50
-1.92
34.72
-86.88
Mar 1997 - Aug 1998
157 - 151
51% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54%

Correlations as of Aug 31, 2022

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

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

ISHARES MSCI MALAYSIA ETF (EWM) ETF
Monthly correlations as of 31 Aug 2022
Swipe left to see all data
Correlation vs EWM
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 1997
US Total Stock Market
VTI
0.64
0.58
0.50
0.40
US Large Cap
SPY
0.63
0.57
0.50
0.38
US Small Cap
IJR
0.72
0.55
0.41
0.39
US REITs
VNQ
0.63
0.44
0.40
0.29
US Technology
QQQ
0.50
0.46
0.41
0.31
Preferred Stocks
PFF
0.50
0.46
0.40
0.15
EAFE Stocks
EFA
0.65
0.68
0.62
0.43
World All Countries
VT
0.67
0.65
0.60
0.43
Emerging Markets
EEM
0.49
0.68
0.69
0.55
Europe
VGK
0.62
0.69
0.60
0.40
Pacific
VPL
0.70
0.65
0.61
0.40
Latin America
FLLA
0.48
0.69
0.65
0.46
US Total Bond Market
BND
0.31
0.18
0.20
0.01
Long Term Treasuries
TLT
0.24
-0.08
0.01
-0.09
US Cash
BIL
-0.22
-0.21
-0.09
-0.02
TIPS
TIP
0.58
0.28
0.29
0.04
Investment Grade Bonds
LQD
0.38
0.39
0.37
0.10
High Yield Bonds
HYG
0.58
0.56
0.47
0.28
International Bond Market
BNDX
0.24
0.15
0.17
0.09
Emerging Market Bonds
EMB
0.43
0.57
0.55
0.43
Gold
GLD
0.69
0.32
0.11
0.14
Commodities
DBC
0.47
0.50
0.32
0.17

Capital Growth as of Aug 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 Malaysia ETF (EWM) ETF: Dividend Yield page.

An investment of 1000$, since September 1997, now would be worth 2094.42$, with a total return of 109.44% (3.00% annualized).

The Inflation Adjusted Capital now would be 1137.12$, with a net total return of 13.71% (0.52% annualized).
An investment of 1000$, since January 1997, now would be worth 1136.86$, with a total return of 13.69% (0.50% annualized).

The Inflation Adjusted Capital now would be 608.79$, with a net total return of -39.12% (-1.92% annualized).

Drawdowns

Worst drawdowns since September 1997.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-74.84% Sep 1997 Aug 1998 12 Feb 2004 66 78
-45.11% Feb 2008 Nov 2008 10 Jul 2010 20 30
-38.97% Sep 2014 Mar 2020 67 in progress 29 96
-20.22% Jul 2011 Sep 2011 3 Oct 2012 13 16
-13.58% Apr 2004 May 2004 2 Nov 2004 6 8
-8.51% Jun 2013 Aug 2013 3 Oct 2013 2 5
-7.20% Jun 2007 Aug 2007 3 Oct 2007 2 5
-7.08% Jan 2014 Jan 2014 1 Apr 2014 3 4
-6.64% Feb 2005 May 2005 4 Jul 2005 2 6
-6.54% May 2006 Jun 2006 2 Oct 2006 4 6
-5.38% Aug 2005 Nov 2005 4 Jan 2006 2 6
-4.65% Nov 2007 Nov 2007 1 Dec 2007 1 2
-4.49% Jan 2013 Jan 2013 1 Apr 2013 3 4
-3.20% Nov 2010 Nov 2010 1 Dec 2010 1 2
-2.16% Jan 2011 Feb 2011 2 Mar 2011 1 3
-1.87% Nov 2012 Nov 2012 1 Dec 2012 1 2
-1.08% Feb 2007 Feb 2007 1 Mar 2007 1 2
-0.69% Nov 2013 Nov 2013 1 Dec 2013 1 2
-0.57% Jul 2014 Jul 2014 1 Aug 2014 1 2
-0.45% Dec 2004 Dec 2004 1 Jan 2005 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
-86.88% Mar 1997 Aug 1998 18 Oct 2007 110 128
-45.11% Feb 2008 Nov 2008 10 Jul 2010 20 30
-38.97% Sep 2014 Mar 2020 67 in progress 29 96
-20.22% Jul 2011 Sep 2011 3 Oct 2012 13 16
-8.51% Jun 2013 Aug 2013 3 Oct 2013 2 5
-7.08% Jan 2014 Jan 2014 1 Apr 2014 3 4
-4.65% Nov 2007 Nov 2007 1 Dec 2007 1 2
-4.49% Jan 2013 Jan 2013 1 Apr 2013 3 4
-3.20% Nov 2010 Nov 2010 1 Dec 2010 1 2
-2.16% Jan 2011 Feb 2011 2 Mar 2011 1 3
-1.87% Nov 2012 Nov 2012 1 Dec 2012 1 2
-0.69% Nov 2013 Nov 2013 1 Dec 2013 1 2
-0.57% Jul 2014 Jul 2014 1 Aug 2014 1 2

Rolling Returns ( more details)

iShares MSCI Malaysia ETF (EWM) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.59 200.99
Sep 1998 - Aug 1999
-74.84
Sep 1997 - Aug 1998
40.07%
2 Years
6.11 79.02
Sep 1998 - Aug 2000
-53.15
Apr 1997 - Mar 1999
38.60%
3 Years
5.66 39.34
Sep 1998 - Aug 2001
-19.94
Mar 1997 - Feb 2000
33.70%
5 Years
6.20 27.86
Sep 1998 - Aug 2003
-17.14
Jan 1997 - Dec 2001
32.53%
7 Years
6.55 23.25
Oct 1998 - Sep 2005
-9.20
Jan 1997 - Dec 2003
26.67%
10 Years
7.36 19.95
Sep 1998 - Aug 2008
-2.68
Sep 2012 - Aug 2022
15.34%
15 Years
7.31 17.74
Oct 1998 - Sep 2013
0.66
Jul 2007 - Jun 2022
0.00%
20 Years
5.98 12.43
Sep 1998 - Aug 2018
0.65
Jan 1997 - Dec 2016
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 Malaysia ETF (EWM) ETF: Rolling Returns page.

Seasonality

iShares MSCI Malaysia ETF (EWM) 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 %
1.88
62%
0.97
54%
-0.18
50%
3.79
58%
-1.56
38%
-0.29
54%
0.46
46%
-3.56
38%
-2.50
36%
2.58
68%
0.46
36%
3.60
72%
Best
Year
12.7
1999
26.6
1998
13.8
2016
112.8
1999
10.0
2000
27.9
1999
10.5
2001
7.5
2021
7.3
2007
16.7
1999
40.9
1998
31.4
1999
Worst
Year
-7.1
2014
-9.7
1999
-16.1
1999
-18.8
1998
-14.0
1999
-24.7
1998
-18.2
1999
-34.3
1998
-14.2
2011
-21.3
1997
-19.0
1997
-7.7
2000
Statistics calculated for the period Jan 1997 - Aug 2022

Monthly/Yearly Returns

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

MONTHLY RETURNS HISTOGRAM
157 Positive Months (51%) - 151 Negative Months (49%)
Jan 1997 - Aug 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
-9.00 -14.34 -2.2 5.9 -1.2 -3.1 -2.6 -7.3 2.9 -1.2
2021
-7.41 -13.49 -6.1 0.6 -0.4 2.6 -1.4 -3.9 -3.3 7.5 -4.5 3.6 -5.2 4.0
2020
+3.17 +1.78 -5.9 -5.1 -8.9 1.5 6.6 2.6 8.3 -2.9 -1.3 -3.2 9.3 3.9
2019
-1.42 -3.62 3.3 -0.7 -2.0 -0.8 -0.3 2.2 -2.8 -3.4 -0.3 1.0 -2.1 4.7
2018
-6.27 -8.03 8.0 -1.8 3.3 -3.0 -6.8 -2.6 6.0 -1.6 -0.5 -6.5 -0.6 0.8
2017
+24.32 +21.75 4.1 1.0 3.4 4.0 0.7 0.5 -0.1 0.8 1.4 -0.7 1.9 5.4
2016
-4.04 -5.99 4.8 -3.5 13.8 -4.0 -7.4 6.0 -1.0 -0.4 -0.9 -1.6 -8.2 0.1
2015
-20.67 -21.24 -3.8 4.6 -2.1 2.4 -5.7 -4.5 0.3 -16.1 -2.7 3.8 3.0 -0.4
2014
-11.55 -12.22 -7.1 4.3 2.1 1.6 0.8 0.8 -0.6 1.6 -4.0 -0.2 -5.1 -5.7
2013
+7.80 +6.21 -4.5 1.2 2.4 5.7 1.2 -1.5 -2.8 -4.4 4.2 5.5 -0.7 2.1
2012
+14.79 +12.82 5.3 4.0 -0.5 -0.6 -4.3 3.5 0.9 0.9 0.3 2.7 -1.9 4.0
2011
-2.67 -5.47 -1.2 -1.0 5.1 1.5 0.5 2.4 -1.4 -5.8 -14.2 13.9 1.2 -1.3
2010
+38.99 +36.94 -0.7 1.3 9.3 2.8 -7.7 4.1 7.3 5.1 6.6 2.4 -3.2 7.4
2009
+49.42 +45.46 -3.8 -0.3 0.0 16.3 8.5 2.1 9.7 -0.8 4.8 3.5 3.5 -0.9
2008
-40.19 -40.24 2.7 -4.1 -5.4 0.8 -2.6 -8.9 -1.6 -9.0 -7.0 -17.4 -1.5 6.1
2007
+44.60 +38.93 11.9 -1.1 7.5 5.2 4.8 -1.2 -1.0 -5.1 7.3 10.3 -4.7 5.3
2006
+36.34 +32.96 6.5 1.0 1.9 4.4 -3.1 -3.6 3.3 2.4 -0.6 5.6 11.9 2.7
2005
-0.55 -3.83 1.1 -0.8 -5.3 1.3 -1.9 2.5 7.5 -2.4 0.8 -2.0 -1.8 1.0
2004
+13.29 +9.72 2.9 8.3 1.4 -9.9 -4.1 2.4 2.0 -1.7 3.9 1.9 7.2 -0.4
2003
+32.50 +30.06 5.6 -4.0 -2.0 -1.2 8.7 3.5 6.3 3.4 -3.4 14.6 -5.8 4.6
2002
-1.68 -3.96 2.9 1.9 8.6 6.8 -6.2 -3.5 -0.7 1.4 -12.5 6.2 -4.5 0.1
2001
+4.35 +2.76 11.6 -8.8 -9.1 -8.3 -6.1 6.7 10.5 5.2 -11.9 0.9 6.8 11.3
2000
-27.49 -29.86 0.9 2.6 -5.1 -9.9 10.0 -9.1 -4.0 -0.2 -11.6 9.5 -4.3 -7.7
1999
+106.06 +100.67 12.7 -9.7 -16.1 112.8 -14.0 27.9 -18.2 0.3 -13.3 16.7 -5.5 31.4
1998
-24.74 -25.93 -1.2 26.6 1.0 -18.8 -11.0 -24.7 -9.1 -34.3 0.0 15.6 40.9 12.6
1997
-66.72 -67.28 1.2 2.9 -6.3 -11.4 2.9 -4.2 -6.3 -31.9 -3.1 -21.3 -19.0 -0.8
Share this page