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

In the last 25 Years, the iShares MSCI Netherlands ETF (EWN) ETF obtained a 4.65% compound annual return, with a 20.71% standard deviation.

In 2021, the ETF granted a 1.24% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Netherlands ETF (EWN) 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: Broad Developed Europe

Historical Returns as of Aug 31, 2022

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

ISHARES MSCI NETHERLANDS ETF (EWN) 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
-9.96
-9.93
-9.96
Aug 2022 - Aug 2022
0 - 1
3M
-12.11
-13.26
-12.11
Jun 2022 - Aug 2022
1 - 2
6M
-18.96
-22.37
-18.96
Mar 2022 - Aug 2022
2 - 4
YTD
-30.89
-34.94
-30.89
Jan 2022 - Aug 2022
2 - 6
1Y
-34.21
-39.23
21.89
-34.21
Sep 2021 - Aug 2022
4 - 8
33% pos
3Y(*)
5.12
0.20
22.46
-34.21
Sep 2021 - Aug 2022
22 - 14
61% pos
5Y(*)
4.06
0.23
19.72
-34.21
Sep 2021 - Aug 2022
35 - 25
58% pos
10Y(*)
8.53
5.84
16.97
-34.21
Sep 2021 - Aug 2022
73 - 47
61% pos
15Y(*)
3.45
1.04
21.80
-60.81
Nov 2007 - Feb 2009
106 - 74
59% pos
20Y(*)
6.84
4.23
20.88
-60.81
Nov 2007 - Feb 2009
146 - 94
61% pos
25Y(*)
4.65
2.12
20.71
-60.81
Nov 2007 - Feb 2009
178 - 122
59% pos
MAX(*)
01 Jan 1997
5.07
2.54
20.65
-60.81
Nov 2007 - Feb 2009
183 - 125
59% 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 Netherlands ETF (EWN) ETF vs the main Asset Classes, over different timeframes.

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

ISHARES MSCI NETHERLANDS ETF (EWN) ETF
Monthly correlations as of 31 Aug 2022
Swipe left to see all data
Correlation vs EWN
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 1997
US Total Stock Market
VTI
0.92
0.90
0.84
0.83
US Large Cap
SPY
0.93
0.90
0.84
0.82
US Small Cap
IJR
0.89
0.85
0.74
0.74
US REITs
VNQ
0.82
0.74
0.56
0.57
US Technology
QQQ
0.86
0.82
0.78
0.64
Preferred Stocks
PFF
0.95
0.76
0.66
0.45
EAFE Stocks
EFA
0.96
0.95
0.92
0.91
World All Countries
VT
0.95
0.94
0.90
0.90
Emerging Markets
EEM
0.70
0.79
0.72
0.76
Europe
VGK
0.96
0.95
0.94
0.94
Pacific
VPL
0.83
0.88
0.77
0.70
Latin America
FLLA
0.39
0.60
0.55
0.68
US Total Bond Market
BND
0.76
0.40
0.29
0.10
Long Term Treasuries
TLT
0.54
-0.06
-0.10
-0.19
US Cash
BIL
-0.24
-0.25
-0.17
-0.04
TIPS
TIP
0.73
0.50
0.35
0.15
Investment Grade Bonds
LQD
0.85
0.63
0.50
0.31
High Yield Bonds
HYG
0.85
0.80
0.73
0.67
International Bond Market
BNDX
0.68
0.42
0.30
0.15
Emerging Market Bonds
EMB
0.90
0.75
0.64
0.56
Gold
GLD
0.10
0.15
0.08
0.12
Commodities
DBC
0.18
0.49
0.38
0.33

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 Netherlands ETF (EWN) ETF: Dividend Yield page.

An investment of 1000$, since September 1997, now would be worth 3112.05$, with a total return of 211.20% (4.65% annualized).

The Inflation Adjusted Capital now would be 1689.62$, with a net total return of 68.96% (2.12% annualized).
An investment of 1000$, since January 1997, now would be worth 3558.59$, with a total return of 255.86% (5.07% annualized).

The Inflation Adjusted Capital now would be 1905.63$, with a net total return of 90.56% (2.54% annualized).

Drawdowns

Worst drawdowns since September 1997.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-60.81% Nov 2007 Feb 2009 16 May 2015 75 91
-54.80% Jan 2000 Mar 2003 39 Mar 2006 36 75
-34.21% Sep 2021 Aug 2022 12 in progress 12
-23.24% Jan 2020 Mar 2020 3 Jul 2020 4 7
-20.00% Feb 2018 Dec 2018 11 Nov 2019 11 22
-16.71% Jun 1998 Sep 1998 4 Dec 1999 15 19
-13.66% Aug 2015 Feb 2016 7 Mar 2017 13 20
-5.33% Oct 1997 Nov 1997 2 Feb 1998 3 5
-4.42% May 2006 May 2006 1 Aug 2006 3 4
-3.90% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.03% May 2007 Aug 2007 4 Sep 2007 1 5
-2.17% Jun 2015 Jun 2015 1 Jul 2015 1 2
-1.47% Jun 2021 Jun 2021 1 Jul 2021 1 2
-0.79% Feb 2007 Feb 2007 1 Mar 2007 1 2
-0.68% Oct 2006 Oct 2006 1 Nov 2006 1 2
-0.56% Jun 2017 Jun 2017 1 Jul 2017 1 2
-0.54% Nov 2017 Nov 2017 1 Dec 2017 1 2
-0.33% Aug 2017 Aug 2017 1 Sep 2017 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
-60.81% Nov 2007 Feb 2009 16 May 2015 75 91
-54.80% Jan 2000 Mar 2003 39 Mar 2006 36 75
-34.21% Sep 2021 Aug 2022 12 in progress 12
-23.24% Jan 2020 Mar 2020 3 Jul 2020 4 7
-20.00% Feb 2018 Dec 2018 11 Nov 2019 11 22
-16.71% Jun 1998 Sep 1998 4 Dec 1999 15 19
-13.66% Aug 2015 Feb 2016 7 Mar 2017 13 20
-8.70% Aug 1997 Aug 1997 1 Feb 1998 6 7
-4.42% May 2006 May 2006 1 Aug 2006 3 4
-3.90% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.03% May 2007 Aug 2007 4 Sep 2007 1 5
-2.17% Jun 2015 Jun 2015 1 Jul 2015 1 2
-1.47% Jun 2021 Jun 2021 1 Jul 2021 1 2
-0.79% Feb 2007 Feb 2007 1 Mar 2007 1 2
-0.68% Oct 2006 Oct 2006 1 Nov 2006 1 2
-0.61% Mar 1997 Mar 1997 1 May 1997 2 3
-0.56% Jun 2017 Jun 2017 1 Jul 2017 1 2
-0.54% Nov 2017 Nov 2017 1 Dec 2017 1 2
-0.33% Aug 2017 Aug 2017 1 Sep 2017 1 2
-0.32% Jan 1997 Jan 1997 1 Feb 1997 1 2

Rolling Returns ( more details)

iShares MSCI Netherlands ETF (EWN) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
8.33 79.22
Apr 2020 - Mar 2021
-54.29
Mar 2008 - Feb 2009
33.33%
2 Years
6.66 41.19
Mar 2009 - Feb 2011
-30.80
Apr 2007 - Mar 2009
31.58%
3 Years
5.65 31.17
Apr 2003 - Mar 2006
-22.02
Apr 2000 - Mar 2003
29.67%
5 Years
5.19 24.40
Apr 2003 - Mar 2008
-12.78
Apr 1998 - Mar 2003
27.31%
7 Years
5.40 13.99
Nov 2014 - Oct 2021
-2.84
Jun 1998 - May 2005
10.22%
10 Years
5.37 13.90
Oct 2011 - Sep 2021
-3.95
Mar 1999 - Feb 2009
6.88%
15 Years
5.05 10.24
Apr 2003 - Mar 2018
1.25
Aug 1997 - Jul 2012
0.00%
20 Years
5.02 8.56
Nov 2001 - Oct 2021
2.78
Jan 1999 - Dec 2018
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 Netherlands ETF (EWN) ETF: Rolling Returns page.

Seasonality

iShares MSCI Netherlands ETF (EWN) 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 %
-1.27
50%
0.22
58%
1.10
65%
2.83
73%
0.45
62%
-0.43
42%
1.73
65%
-1.02
50%
-1.20
48%
0.88
64%
0.65
56%
3.25
80%
Best
Year
7.7
2019
9.8
1998
8.2
2016
15.3
2003
14.8
2009
8.0
2012
14.0
2009
6.3
2009
14.4
2010
12.6
2011
14.6
2020
12.0
2010
Worst
Year
-13.3
2000
-12.2
2009
-14.6
2020
-9.2
2022
-12.3
2010
-13.9
2008
-16.8
2002
-13.2
1998
-17.3
2002
-25.7
2008
-9.4
2010
-7.0
2018
Statistics calculated for the period Jan 1997 - Aug 2022

Monthly/Yearly Returns

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

MONTHLY RETURNS HISTOGRAM
183 Positive Months (59%) - 125 Negative Months (41%)
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
-30.89 -34.94 -7.6 -7.7 -1.2 -9.2 2.8 -10.1 8.5 -10.0
2021
+22.74 +14.67 2.4 4.0 4.8 4.2 3.0 -1.5 3.1 6.0 -7.0 5.8 -5.6 2.5
2020
+23.22 +21.57 -3.5 -6.9 -14.6 9.5 7.9 7.1 3.8 4.1 -1.4 -2.5 14.6 6.6
2019
+32.46 +29.50 7.7 4.6 0.8 6.2 -6.6 6.6 0.0 -0.7 2.5 2.0 1.9 4.3
2018
-15.36 -16.95 5.8 -5.2 0.5 0.5 -2.4 -1.1 4.0 -2.1 -2.7 -8.0 2.3 -7.0
2017
+33.75 +30.99 2.4 2.9 5.3 4.7 4.9 -0.6 6.3 -0.3 2.4 1.0 -0.5 1.2
2016
+4.09 +1.97 -2.0 -2.7 8.2 0.5 0.8 -5.7 4.0 3.2 0.9 -2.3 -3.9 4.0
2015
+1.50 +0.77 0.3 6.7 -1.2 3.3 1.8 -2.2 3.2 -7.7 -4.4 6.8 -1.1 -3.0
2014
-5.77 -6.48 -6.2 5.7 1.6 -1.6 0.9 0.6 -5.8 2.0 -1.9 -1.6 4.8 -3.7
2013
+28.71 +26.81 5.9 -6.8 1.7 3.4 2.6 -3.4 10.0 -1.6 5.7 5.1 1.0 3.0
2012
+22.12 +20.03 4.6 4.0 1.3 -4.2 -10.9 8.0 2.4 4.1 1.6 3.2 3.1 4.3
2011
-16.02 -18.43 2.9 3.4 2.7 4.1 -5.3 -3.2 -6.0 -8.9 -11.2 12.6 -5.0 -0.9
2010
+4.85 +3.31 -3.8 -3.1 7.0 -1.3 -12.3 -1.7 13.3 -8.4 14.4 2.6 -9.4 12.0
2009
+40.77 +37.04 -10.3 -12.2 6.0 11.2 14.8 -1.8 14.0 6.3 8.2 -3.1 4.0 1.9
2008
-47.51 -47.55 -9.9 0.5 4.6 3.6 1.3 -13.9 -3.4 0.7 -16.9 -25.7 -7.8 10.8
2007
+17.87 +13.25 1.0 -0.8 7.7 8.1 -0.3 -0.8 -1.0 -1.0 7.7 2.2 -5.4 0.2
2006
+31.73 +28.47 4.9 1.8 4.3 4.0 -4.4 0.2 2.8 4.7 3.4 -0.7 3.4 3.9
2005
+12.99 +9.25 -0.1 6.1 -3.5 -4.4 0.0 3.7 2.1 1.1 0.5 -3.3 5.0 5.8
2004
+14.13 +10.53 0.7 2.3 -5.9 -0.2 2.5 2.2 -6.2 0.8 2.1 5.3 6.1 4.5
2003
+28.73 +26.36 -8.3 -7.6 -3.3 15.3 5.8 0.1 5.5 2.9 -2.4 6.3 4.4 9.4
2002
-20.70 -22.54 -2.8 0.6 7.3 1.6 -1.3 -2.6 -16.8 1.9 -17.3 10.3 5.2 -5.0
2001
-23.91 -25.07 0.6 -5.1 -10.6 7.0 -3.9 -3.3 0.5 -2.9 -13.6 0.4 3.5 2.3
2000
-8.55 -11.55 -13.3 8.0 1.8 -4.4 3.5 4.5 -3.5 -0.9 -4.0 0.3 -3.8 4.8
1999
+5.55 +2.79 -6.1 -1.0 -0.8 8.4 -5.8 2.3 -1.0 2.2 -2.7 3.0 -2.4 10.7
1998
+23.70 +21.74 1.7 9.8 4.7 3.3 4.8 -1.5 0.2 -13.2 -2.7 6.4 3.2 6.8
1997
+20.05 +18.04 -0.3 4.5 -0.6 0.0 7.7 6.9 5.1 -8.7 8.7 -4.3 -1.1 2.0
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