Data Source: from January 2001 to August 2022
Consolidated Returns as of 31 Aug 2022
Category: Stocks
ETF: iShares MSCI South Korea ETF (EWY)

In the last 20 Years, the iShares MSCI South Korea ETF (EWY) ETF obtained a 6.46% compound annual return, with a 26.46% standard deviation.

In 2021, the ETF granted a 1.95% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI South Korea ETF (EWY) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Value
  • Region: Developed Asia Pacific
  • Country: South Korea

Historical Returns as of Aug 31, 2022

Historical returns and stats of iShares MSCI South Korea ETF (EWY) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES MSCI SOUTH KOREA ETF (EWY) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from January 2001 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
-4.36
-4.33
-4.36
Aug 2022 - Aug 2022
0 - 1
3M
-14.89
-16.00
-14.89
Jun 2022 - Aug 2022
1 - 2
6M
-20.02
-23.39
-20.02
Mar 2022 - Aug 2022
2 - 4
YTD
-25.63
-29.99
-25.63
Jan 2022 - Aug 2022
3 - 5
1Y
-31.76
-36.97
18.28
-31.76
Sep 2021 - Aug 2022
4 - 8
33% pos
3Y(*)
4.57
-0.31
23.18
-36.51
Jul 2021 - Aug 2022
20 - 16
56% pos
5Y(*)
-1.47
-5.10
22.08
-37.90
Feb 2018 - Mar 2020
33 - 27
55% pos
10Y(*)
1.91
-0.62
19.64
-37.90
Feb 2018 - Mar 2020
69 - 51
58% pos
15Y(*)
0.75
-1.60
26.81
-70.13
Nov 2007 - Feb 2009
100 - 80
56% pos
20Y(*)
6.46
3.86
26.46
-70.13
Nov 2007 - Feb 2009
139 - 101
58% pos
MAX(*)
01 Jan 2001
8.67
6.03
27.76
-70.13
Nov 2007 - Feb 2009
151 - 109
58% 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 South Korea ETF (EWY) ETF vs the main Asset Classes, over different timeframes.

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

ISHARES MSCI SOUTH KOREA ETF (EWY) ETF
Monthly correlations as of 31 Aug 2022
Swipe left to see all data
Correlation vs EWY
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2001
US Total Stock Market
VTI
0.79
0.74
0.65
0.73
US Large Cap
SPY
0.79
0.72
0.64
0.72
US Small Cap
IJR
0.88
0.77
0.62
0.70
US REITs
VNQ
0.71
0.57
0.45
0.54
US Technology
QQQ
0.66
0.64
0.59
0.66
Preferred Stocks
PFF
0.81
0.61
0.52
0.45
EAFE Stocks
EFA
0.87
0.84
0.78
0.78
World All Countries
VT
0.83
0.82
0.76
0.80
Emerging Markets
EEM
0.63
0.87
0.86
0.88
Europe
VGK
0.83
0.82
0.75
0.75
Pacific
VPL
0.90
0.90
0.81
0.75
Latin America
FLLA
0.68
0.64
0.63
0.70
US Total Bond Market
BND
0.56
0.29
0.27
0.06
Long Term Treasuries
TLT
0.26
-0.11
-0.06
-0.19
US Cash
BIL
-0.20
-0.27
-0.19
-0.02
TIPS
TIP
0.66
0.38
0.36
0.18
Investment Grade Bonds
LQD
0.66
0.50
0.47
0.25
High Yield Bonds
HYG
0.86
0.70
0.64
0.64
International Bond Market
BNDX
0.45
0.26
0.24
0.13
Emerging Market Bonds
EMB
0.78
0.64
0.61
0.55
Gold
GLD
0.36
0.19
0.21
0.18
Commodities
DBC
0.37
0.54
0.44
0.40

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 South Korea ETF (EWY) ETF: Dividend Yield page.

An investment of 1000$, since September 2002, now would be worth 3497.94$, with a total return of 249.79% (6.46% annualized).

The Inflation Adjusted Capital now would be 2134.17$, with a net total return of 113.42% (3.86% annualized).
An investment of 1000$, since January 2001, now would be worth 6052.88$, with a total return of 505.29% (8.67% annualized).

The Inflation Adjusted Capital now would be 3556.06$, with a net total return of 255.61% (6.03% annualized).

Drawdowns

Worst drawdowns since September 2002.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-70.13% Nov 2007 Feb 2009 16 May 2017 99 115
-37.90% Feb 2018 Mar 2020 26 Nov 2020 8 34
-36.51% Jul 2021 Aug 2022 14 in progress 14
-29.15% Dec 2002 Mar 2003 4 Jul 2003 4 8
-21.78% Apr 2004 Jul 2004 4 Nov 2004 4 8
-16.78% Sep 2002 Sep 2002 1 Nov 2002 2 3
-10.17% Mar 2005 Apr 2005 2 Jul 2005 3 5
-9.03% May 2006 Jun 2006 2 Dec 2006 6 8
-8.72% Sep 2003 Sep 2003 1 Oct 2003 1 2
-5.58% Oct 2005 Oct 2005 1 Nov 2005 1 2
-4.23% Jan 2007 Jan 2007 1 Mar 2007 2 3
-3.73% Feb 2006 Feb 2006 1 Apr 2006 2 3
-2.83% Aug 2007 Aug 2007 1 Sep 2007 1 2
-2.47% Aug 2005 Aug 2005 1 Sep 2005 1 2
-2.15% Nov 2003 Nov 2003 1 Dec 2003 1 2
-1.76% Aug 2017 Aug 2017 1 Oct 2017 2 3
-0.15% Feb 2021 Feb 2021 1 Mar 2021 1 2

Worst drawdowns since January 2001.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-70.13% Nov 2007 Feb 2009 16 May 2017 99 115
-37.90% Feb 2018 Mar 2020 26 Nov 2020 8 34
-36.51% Jul 2021 Aug 2022 14 in progress 14
-34.78% Jun 2002 Mar 2003 10 Aug 2003 5 15
-26.54% Feb 2001 Sep 2001 8 Nov 2001 2 10
-21.78% Apr 2004 Jul 2004 4 Nov 2004 4 8
-10.17% Mar 2005 Apr 2005 2 Jul 2005 3 5
-9.03% May 2006 Jun 2006 2 Dec 2006 6 8
-8.72% Sep 2003 Sep 2003 1 Oct 2003 1 2
-5.58% Oct 2005 Oct 2005 1 Nov 2005 1 2
-4.23% Jan 2007 Jan 2007 1 Mar 2007 2 3
-3.73% Feb 2006 Feb 2006 1 Apr 2006 2 3
-2.83% Aug 2007 Aug 2007 1 Sep 2007 1 2
-2.47% Aug 2005 Aug 2005 1 Sep 2005 1 2
-2.15% Nov 2003 Nov 2003 1 Dec 2003 1 2
-1.79% Apr 2002 Apr 2002 1 May 2002 1 2
-1.76% Aug 2017 Aug 2017 1 Oct 2017 2 3
-0.15% Feb 2021 Feb 2021 1 Mar 2021 1 2

Rolling Returns ( more details)

iShares MSCI South Korea ETF (EWY) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
13.73 110.75
Mar 2009 - Feb 2010
-63.31
Dec 2007 - Nov 2008
34.14%
2 Years
10.72 64.59
Mar 2009 - Feb 2011
-32.49
Mar 2007 - Feb 2009
29.96%
3 Years
9.60 46.82
Apr 2003 - Mar 2006
-21.47
Mar 2006 - Feb 2009
23.11%
5 Years
8.72 33.75
Oct 2001 - Sep 2006
-4.20
Jun 2011 - May 2016
13.43%
7 Years
7.24 27.54
Jan 2001 - Dec 2007
-2.39
Nov 2007 - Oct 2014
2.82%
10 Years
7.29 18.93
Apr 2001 - Mar 2011
0.90
Apr 2010 - Mar 2020
0.00%
15 Years
7.32 12.74
Oct 2001 - Sep 2016
0.75
Sep 2007 - Aug 2022
0.00%
20 Years
9.36 11.73
Apr 2001 - Mar 2021
6.28
Jul 2002 - Jun 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 South Korea ETF (EWY) ETF: Rolling Returns page.

Seasonality

iShares MSCI South Korea ETF (EWY) 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 %
1.11
55%
-0.59
55%
1.66
59%
3.53
68%
-0.64
50%
-1.09
45%
1.86
64%
-0.86
50%
-0.30
67%
1.40
57%
2.46
57%
3.80
71%
Best
Year
23.3
2001
10.9
2002
30.6
2009
20.2
2009
9.5
2007
8.1
2003
19.7
2009
10.0
2004
13.9
2009
19.0
2011
26.8
2001
17.7
2008
Worst
Year
-12.4
2008
-17.8
2009
-14.6
2020
-8.3
2004
-15.1
2010
-14.5
2022
-9.4
2004
-13.7
2011
-17.9
2011
-28.5
2008
-15.7
2008
-13.4
2002
Statistics calculated for the period Jan 2001 - Aug 2022

Monthly/Yearly Returns

iShares MSCI South Korea ETF (EWY) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
151 Positive Months (58%) - 109 Negative Months (42%)
Jan 2001 - Aug 2022
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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
-25.63 -29.99 -7.0 0.0 -1.6 -6.4 2.1 -14.5 4.1 -4.4
2021
-7.56 -13.64 2.4 -0.1 2.0 1.0 1.6 1.2 -4.8 -2.3 -7.0 -1.5 -4.7 5.0
2020
+39.44 +37.56 -7.3 -4.7 -14.6 10.0 3.8 6.7 5.5 4.7 3.6 -0.7 17.8 13.5
2019
+7.95 +5.54 10.0 -2.7 -3.2 0.9 -9.6 7.7 -7.5 -3.9 5.8 4.6 -0.8 8.7
2018
-20.38 -21.88 4.4 -7.9 4.7 0.2 -4.6 -6.1 -0.7 0.1 1.4 -14.6 4.0 -1.6
2017
+45.00 +42.00 8.8 1.2 5.7 0.4 9.0 0.1 2.8 -1.8 0.9 8.3 0.5 2.7
2016
+8.44 +6.24 -3.9 -2.4 13.4 -1.1 -4.8 4.6 6.9 1.2 3.2 -4.8 -3.8 1.1
2015
-8.03 -8.70 0.7 1.8 1.1 6.9 -5.5 -4.7 -7.1 -6.5 2.0 11.5 -2.9 -3.7
2014
-13.48 -14.13 -8.7 3.5 0.7 1.7 3.3 0.6 1.7 0.5 -8.9 -3.1 -3.0 -1.6
2013
+3.54 +2.01 -6.0 3.6 -3.7 -1.7 -1.3 -7.7 4.9 2.5 7.5 3.9 1.8 0.9
2012
+21.93 +19.84 9.8 4.4 -0.6 -0.5 -11.2 4.2 1.4 1.3 5.0 -2.6 3.6 6.8
2011
-13.53 -16.01 0.3 -5.4 10.8 7.2 -4.3 -1.0 1.0 -13.7 -17.9 19.0 1.2 -6.1
2010
+29.55 +27.64 -4.6 0.3 9.7 3.7 -15.1 2.2 9.7 -2.6 11.9 1.7 -0.8 13.7
2009
+71.76 +67.21 -5.1 -17.8 30.6 20.2 5.5 -3.1 19.7 -0.1 13.9 -9.5 3.5 7.6
2008
-55.97 -56.01 -12.4 0.5 -2.0 7.8 -1.2 -13.1 -2.1 -13.4 -8.2 -28.5 -15.7 17.7
2007
+31.70 +26.54 -4.2 3.6 3.2 4.9 9.5 3.8 9.4 -2.8 6.2 9.8 -11.3 -1.9
2006
+11.13 +8.38 7.7 -3.7 0.5 6.3 -8.7 -0.4 0.1 1.6 0.9 2.1 4.8 0.5
2005
+53.89 +48.80 5.9 10.8 -7.3 -3.0 4.2 -0.5 12.5 -2.5 12.4 -5.6 9.5 10.4
2004
+17.23 +13.53 6.2 3.9 2.1 -8.3 -3.9 -2.1 -9.4 10.0 3.1 2.2 10.6 3.9
2003
+37.77 +35.22 -3.9 -3.6 -11.6 15.0 7.1 8.1 8.6 7.8 -8.7 13.3 -2.1 6.8
2002
+3.61 +1.21 8.4 10.9 7.8 -1.8 2.2 -5.0 -7.5 3.9 -16.8 7.6 12.5 -13.4
2001
+45.65 +43.43 23.3 -8.8 -11.1 14.5 7.6 -5.2 -8.3 1.5 -16.6 16.4 26.8 8.9
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