Data Source: from January 1997 to November 2023 (~27 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
Category: Stocks
ETF: iShares MSCI Australia ETF (EWA)
ETF • LIVE PERFORMANCE (USD currency)
2.14%
1 Day
Dec 01 2023
2.14%
Current Month
December 2023
In the last 20 Years, the iShares MSCI Australia ETF (EWA) ETF obtained a 7.76% compound annual return, with a 22.45% standard deviation.
Table of contents
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Blend
- Region: Developed Asia Pacific
- Country: Australia
Investment Returns as of Nov 30, 2023
The iShares MSCI Australia ETF (EWA) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES MSCI AUSTRALIA ETF (EWA) ETF
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y | 20Y |
MAX
(~27Y) |
|||
| iShares MSCI Australia ETF (EWA) ETF | 2.14 | 2.14 | 8.24 | 4.59 | -1.64 | 6.10 | 3.33 | 7.76 | 6.91 | |||
| US Inflation Adjusted return | 8.24 | 3.39 | -4.83 | 1.95 | 0.50 | 5.04 | 4.31 | |||||
Returns over 1 year are annualized | Available data source: since Jan 1997
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
, 10Y: 2.82%
, 20Y: 2.59%
Live update: World Markets and Indexes
In 2022, the iShares MSCI Australia ETF (EWA) ETF granted a 4.78% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Australia ETF (EWA) ETF: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 2003,
now would be worth 4.46$, with a total return of 345.78% (7.76% annualized).
The Inflation Adjusted Capital now would be 2.67$, with a net total return of 167.32% (5.04% annualized).
The Inflation Adjusted Capital now would be 2.67$, with a net total return of 167.32% (5.04% annualized).
An investment of 1$, since January 1997,
now would be worth 6.04$, with a total return of 503.56% (6.91% annualized).
The Inflation Adjusted Capital now would be 3.11$, with a net total return of 211.13% (4.31% annualized).
The Inflation Adjusted Capital now would be 3.11$, with a net total return of 211.13% (4.31% annualized).
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Investment Metrics as of Nov 30, 2023
Metrics of iShares MSCI Australia ETF (EWA) ETF, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES MSCI AUSTRALIA ETF (EWA) ETF
Advanced Metrics
Data Source: 1 January 1997 - 30 November 2023 (~27 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y |
MAX
(~27Y) |
|
| Investment Return (%) | 8.24 | 1.08 | 4.59 | -1.64 | 3.91 | 6.10 | 3.33 | 7.76 | 6.91 |
| Infl. Adjusted Return (%) details | 8.24 | 0.87 | 3.39 | -4.83 | -1.73 | 1.95 | 0.50 | 5.04 | 4.31 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.49 |
| Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | |||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | MAX | |||
| Deepest Drawdown Depth (%) | -15.00 | -23.37 | -31.36 | -31.36 | -63.81 | -63.81 | |||
| Start to Recovery (# months) details | 10* | 20* | 11 | 11 | 64 | 64 | |||
| Start (yyyy mm) | 2023 02 | 2022 04 | 2020 01 | 2020 01 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 9 | 6 | 3 | 3 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 8 | 8 | 48 | 48 | |||
| End (yyyy mm) | - | - | 2020 11 | 2020 11 | 2013 02 | 2013 02 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
-23.37 | -30.84 |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 20* | 40 | |||||||
| Start (yyyy mm) | 2023 02 | 2022 04 | 2022 04 | 2014 09 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 9 | 6 | 6 | 18 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2016 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 22 | 48 | 48 | |||
| End (yyyy mm) | - | - | - | 2017 12 | 2013 02 | 2013 02 | |||
| Longest negative period (# months) details | 12* | 34 | 39 | 78 | 151 | 151 | |||
| Period Start (yyyy mm) | 2022 12 | 2021 01 | 2019 07 | 2013 12 | 2007 10 | 2007 10 | |||
| Period End (yyyy mm) | 2023 11 | 2023 10 | 2022 09 | 2020 05 | 2020 04 | 2020 04 | |||
| Annualized Return (%) | -1.64 | -0.89 | -0.44 | -0.49 | -0.08 | -0.08 | |||
| Drawdowns / Negative periods marked with * are in progress | |||||||||
| Deepest Drawdown Depth (%) | -17.34 | -27.81 | -31.66 | -31.66 | -64.36 | -64.36 | |||
| Start to Recovery (# months) details | 10* | 30* | 11 | 11 | 158 | 158 | |||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2020 01 | 2020 01 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 9 | 16 | 3 | 3 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 8 | 8 | 142 | 142 | |||
| End (yyyy mm) | - | - | 2020 11 | 2020 11 | 2020 12 | 2020 12 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
-27.81 | -30.62 |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 30* | 64 | |||||||
| Start (yyyy mm) | 2023 02 | 2021 06 | 2021 06 | 2014 09 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 9 | 16 | 16 | 18 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2016 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 46 | 142 | 142 | |||
| End (yyyy mm) | - | - | - | 2019 12 | 2020 12 | 2020 12 | |||
| Longest negative period (# months) details | 12* | 36* | 57 | 119 | 193 | 193 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2019 02 | 2013 12 | 2007 10 | 2007 10 | |||
| Period End (yyyy mm) | 2023 11 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -4.83 | -1.73 | -0.25 | -0.30 | -0.38 | -0.38 | |||
| Drawdowns / Negative periods marked with * are in progress | |||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | MAX | |||
| Standard Deviation (%) | 20.18 | 21.65 | 22.83 | 19.43 | 22.45 | 22.18 | |||
| Sharpe Ratio | -0.32 | 0.09 | 0.19 | 0.12 | 0.29 | 0.13 | |||
| Sortino Ratio | -0.51 | 0.13 | 0.26 | 0.16 | 0.39 | 0.18 | |||
| Ulcer Index | 8.41 | 9.25 | 9.87 | 12.30 | 17.25 | 16.01 | |||
| Ratio: Return / Standard Deviation | -0.08 | 0.18 | 0.27 | 0.17 | 0.35 | 0.31 | |||
| Ratio: Return / Deepest Drawdown | -0.11 | 0.17 | 0.19 | 0.11 | 0.12 | 0.11 | |||
| % Positive Months details | 50% | 55% | 61% | 58% | 60% | 59% | |||
| Positive Months | 6 | 20 | 37 | 70 | 144 | 191 | |||
| Negative Months | 6 | 16 | 23 | 50 | 96 | 132 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 3.33 | 12.38 | 17.21 | ||||||
| Worst 10 Years Return (%) - Annualized | 0.35 | 0.35 | |||||||
| Best 10 Years Return (%) - Annualized | 0.50 | 9.78 | 14.24 | ||||||
| Worst 10 Years Return (%) - Annualized | -1.35 | -1.35 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | MAX | |||
| Over the latest 20Y | |||||||||
| Best Rolling Return (%) - Annualized | 103.51 | 36.08 | 22.56 | 12.38 | 7.76 | ||||
| Worst Rolling Return (%) - Annualized | -54.85 | -12.83 | -3.18 | 0.35 | |||||
| % Positive Periods | 67% | 79% | 90% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 99.24 | 32.04 | 20.11 | 9.78 | 5.04 | ||||
| Worst Rolling Return (%) - Annualized | -56.43 | -14.72 | -4.68 | -1.35 | |||||
| % Positive Periods | 62% | 70% | 77% | 95% | 100% | ||||
| Over all the available data source (Jan 1997 - Nov 2023) | |||||||||
| Best Rolling Return (%) - Annualized | 103.51 | 36.59 | 35.75 | 17.21 | 10.63 | ||||
| Worst Rolling Return (%) - Annualized | -54.85 | -12.83 | -3.18 | 0.35 | 6.79 | ||||
| % Positive Periods | 66% | 79% | 92% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 99.24 | 32.39 | 31.96 | 14.24 | 8.28 | ||||
| Worst Rolling Return (%) - Annualized | -56.43 | -14.72 | -4.87 | -1.35 | 4.62 | ||||
| % Positive Periods | 59% | 67% | 78% | 97% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | MAX | |||
| Safe WR (%) | 34.37 | 22.59 | 10.05 | 10.37 | 6.79 | ||||
| Perpetual WR (%) | 0.00 | 1.91 | 0.50 | 4.80 | 4.13 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- 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 portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio 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 portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum 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).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
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Correlations as of Nov 30, 2023
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.
Asset correlations are calculated based on monthly returns.
Monthly correlations of iShares MSCI Australia ETF (EWA) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
ISHARES MSCI AUSTRALIA ETF (EWA) ETF
Monthly correlations as of 30 November 2023
Swipe left to see all data
| Correlation vs EWA | |||||
|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | Since Jan 1997 |
|
|
VTI
|
US Total Stock Market |
0.87
|
0.86
|
0.82
|
0.77
|
|
SPY
|
US Large Cap |
0.85
|
0.85
|
0.80
|
0.75
|
|
IJR
|
US Small Cap |
0.83
|
0.85
|
0.77
|
0.72
|
|
VNQ
|
US REITs |
0.94
|
0.86
|
0.74
|
0.63
|
|
QQQ
|
US Technology |
0.67
|
0.73
|
0.68
|
0.61
|
|
PFF
|
Preferred Stocks |
0.89
|
0.80
|
0.70
|
0.49
|
|
EFA
|
EAFE Stocks |
0.96
|
0.91
|
0.86
|
0.85
|
|
VT
|
World All Countries |
0.93
|
0.91
|
0.87
|
0.84
|
|
EEM
|
Emerging Markets |
0.95
|
0.78
|
0.77
|
0.83
|
|
VGK
|
Europe |
0.93
|
0.89
|
0.82
|
0.80
|
|
VPL
|
Pacific |
0.96
|
0.89
|
0.86
|
0.79
|
|
FLLA
|
Latin America |
0.92
|
0.77
|
0.69
|
0.75
|
|
BND
|
US Total Bond Market |
0.82
|
0.48
|
0.37
|
0.22
|
|
TLT
|
Long Term Treasuries |
0.81
|
0.13
|
0.07
|
-0.05
|
|
BIL
|
US Cash |
-0.11
|
-0.12
|
-0.06
|
-0.06
|
|
TIP
|
TIPS |
0.75
|
0.55
|
0.48
|
0.30
|
|
LQD
|
Invest. Grade Bonds |
0.85
|
0.66
|
0.57
|
0.38
|
|
HYG
|
High Yield Bonds |
0.91
|
0.80
|
0.74
|
0.67
|
|
CWB
|
US Convertible Bonds |
0.85
|
0.82
|
0.77
|
0.73
|
|
BNDX
|
International Bonds |
0.70
|
0.47
|
0.34
|
0.22
|
|
EMB
|
Emerg. Market Bonds |
0.91
|
0.80
|
0.72
|
0.64
|
|
GLD
|
Gold |
0.41
|
0.32
|
0.21
|
0.30
|
|
DBC
|
Commodities |
0.47
|
0.64
|
0.55
|
0.48
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
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.
ISHARES MSCI AUSTRALIA ETF (EWA) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 2003 - 30 November 2023 (20 Years)
Data Source: 1 January 1997 - 30 November 2023 (~27 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -63.81% | Nov 2007 | Feb 2009 | 16 | Feb 2013 | 48 | 64 | 28.20 |
| -31.36% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 15.12 |
| -30.84% | Sep 2014 | Feb 2016 | 18 | Dec 2017 | 22 | 40 | 16.79 |
| -23.37% | Apr 2022 | Sep 2022 | 6 | in progress | 14 | 20 | 11.77 |
| -17.76% | May 2013 | Jun 2013 | 2 | Jul 2014 | 13 | 15 | 9.33 |
| -14.24% | Feb 2018 | Dec 2018 | 11 | Jun 2019 | 6 | 17 | 6.56 |
| -10.53% | Nov 2021 | Jan 2022 | 3 | Mar 2022 | 2 | 5 | 5.90 |
| -7.53% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 | 4.86 |
| -5.89% | Jun 2021 | Sep 2021 | 4 | Oct 2021 | 1 | 5 | 2.74 |
| -5.61% | Oct 2005 | Oct 2005 | 1 | Jan 2006 | 3 | 4 | 3.06 |
| -5.58% | Mar 2005 | May 2005 | 3 | Jul 2005 | 2 | 5 | 3.57 |
| -5.42% | May 2006 | Jun 2006 | 2 | Oct 2006 | 4 | 6 | 3.61 |
| -3.82% | Jul 2019 | Aug 2019 | 2 | Nov 2019 | 3 | 5 | 1.66 |
| -2.65% | Feb 2006 | Feb 2006 | 1 | Apr 2006 | 2 | 3 | 1.62 |
| -1.86% | Jul 2007 | Aug 2007 | 2 | Sep 2007 | 1 | 3 | 1.20 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -64.36% | Nov 2007 | Feb 2009 | 16 | Dec 2020 | 142 | 158 | 23.21 |
| -27.81% | Jun 2021 | Sep 2022 | 16 | in progress | 14 | 30 | 14.90 |
| -7.83% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 | 5.54 |
| -6.84% | Mar 2005 | May 2005 | 3 | Aug 2005 | 3 | 6 | 4.10 |
| -6.08% | May 2006 | Jun 2006 | 2 | Oct 2006 | 4 | 6 | 4.20 |
| -5.80% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 | 3.33 |
| -2.84% | Feb 2006 | Feb 2006 | 1 | Apr 2006 | 2 | 3 | 1.93 |
| -1.66% | Jul 2007 | Aug 2007 | 2 | Sep 2007 | 1 | 3 | 1.11 |
| -1.26% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 | 0.72 |
| -1.23% | Jan 2004 | Jan 2004 | 1 | Feb 2004 | 1 | 2 | 0.71 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -63.81% | Nov 2007 | Feb 2009 | 16 | Feb 2013 | 48 | 64 | 28.20 |
| -31.36% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 15.12 |
| -30.84% | Sep 2014 | Feb 2016 | 18 | Dec 2017 | 22 | 40 | 16.79 |
| -30.60% | Jul 1997 | Aug 1998 | 14 | Apr 1999 | 8 | 22 | 14.03 |
| -27.74% | May 1999 | Sep 2001 | 29 | May 2003 | 20 | 49 | 11.64 |
| -23.37% | Apr 2022 | Sep 2022 | 6 | in progress | 14 | 20 | 11.77 |
| -17.76% | May 2013 | Jun 2013 | 2 | Jul 2014 | 13 | 15 | 9.33 |
| -14.24% | Feb 2018 | Dec 2018 | 11 | Jun 2019 | 6 | 17 | 6.56 |
| -10.53% | Nov 2021 | Jan 2022 | 3 | Mar 2022 | 2 | 5 | 5.90 |
| -7.53% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 | 4.86 |
| -5.89% | Jun 2021 | Sep 2021 | 4 | Oct 2021 | 1 | 5 | 2.74 |
| -5.61% | Oct 2005 | Oct 2005 | 1 | Jan 2006 | 3 | 4 | 3.06 |
| -5.58% | Mar 2005 | May 2005 | 3 | Jul 2005 | 2 | 5 | 3.57 |
| -5.42% | May 2006 | Jun 2006 | 2 | Oct 2006 | 4 | 6 | 3.61 |
| -4.55% | Jan 1997 | Jan 1997 | 1 | Apr 1997 | 3 | 4 | 2.60 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -64.36% | Nov 2007 | Feb 2009 | 16 | Dec 2020 | 142 | 158 | 23.21 |
| -32.64% | May 1999 | Sep 2001 | 29 | Sep 2003 | 24 | 53 | 15.49 |
| -31.91% | Jul 1997 | Aug 1998 | 14 | Apr 1999 | 8 | 22 | 15.17 |
| -27.81% | Jun 2021 | Sep 2022 | 16 | in progress | 14 | 30 | 14.90 |
| -7.83% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 | 5.54 |
| -6.84% | Mar 2005 | May 2005 | 3 | Aug 2005 | 3 | 6 | 4.10 |
| -6.08% | May 2006 | Jun 2006 | 2 | Oct 2006 | 4 | 6 | 4.20 |
| -5.80% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 | 3.33 |
| -4.85% | Jan 1997 | Jan 1997 | 1 | May 1997 | 4 | 5 | 2.78 |
| -2.84% | Feb 2006 | Feb 2006 | 1 | Apr 2006 | 2 | 3 | 1.93 |
| -1.66% | Jul 2007 | Aug 2007 | 2 | Sep 2007 | 1 | 3 | 1.11 |
| -1.26% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 | 0.72 |
| -1.23% | Jan 2004 | Jan 2004 | 1 | Feb 2004 | 1 | 2 | 0.71 |
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
ISHARES MSCI AUSTRALIA ETF (EWA) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 2003 - 30 November 2023 (20 Years)
Data Source: 1 January 1997 - 30 November 2023 (~27 years)
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -54.85 |
12/2007 11/2008 |
0.45$ | -11.02 | 0.88$ | 9.19 | 1.09$ | 31.36 | 1.31$ | 103.51 |
03/2009 02/2010 |
2.03$ | -1.64 | 32.75% |
| 2Y | -28.54 |
03/2007 02/2009 |
0.51$ | -6.48 | 0.87$ | 6.16 | 1.12$ | 23.56 | 1.52$ | 57.62 |
03/2009 02/2011 |
2.48$ | 0.96 | 27.19% |
| 3Y | -12.83 |
03/2006 02/2009 |
0.66$ | -1.72 | 0.94$ | 5.92 | 1.18$ | 13.48 | 1.46$ | 36.08 |
11/2004 10/2007 |
2.51$ | 3.91 | 20.98% |
| 5Y | -3.18 |
03/2011 02/2016 |
0.85$ | 0.96 | 1.04$ | 4.66 | 1.25$ | 10.03 | 1.61$ | 22.56 |
03/2009 02/2014 |
2.76$ | 6.10 | 9.39% |
| 7Y | -3.13 |
04/2013 03/2020 |
0.80$ | 2.87 | 1.21$ | 4.98 | 1.40$ | 9.25 | 1.85$ | 16.52 |
05/2004 04/2011 |
2.91$ | 5.96 | 1.27% |
| 10Y | 0.35 |
04/2010 03/2020 |
1.03$ | 2.93 | 1.33$ | 4.58 | 1.56$ | 8.42 | 2.24$ | 12.38 |
12/2003 11/2013 |
3.21$ | 3.33 | 0.00% |
| 15Y | 1.36 |
11/2007 10/2022 |
1.22$ | 3.45 | 1.66$ | 5.62 | 2.27$ | 7.71 | 3.04$ | 8.59 |
08/2004 07/2019 |
3.44$ | 8.38 | 0.00% |
| 20Y | 7.76 |
12/2003 11/2023 |
4.45$ | 7.76 | 4.45$ | 7.76 | 4.45$ | 7.76 | 4.45$ | 7.76 |
12/2003 11/2023 |
4.45$ | 7.76 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -56.43 |
11/2007 10/2008 |
0.43$ | -13.07 | 0.86$ | 6.70 | 1.06$ | 27.60 | 1.27$ | 99.24 |
03/2009 02/2010 |
1.99$ | -4.83 | 37.12% |
| 2Y | -30.02 |
03/2007 02/2009 |
0.48$ | -7.92 | 0.84$ | 3.17 | 1.06$ | 19.63 | 1.43$ | 54.34 |
03/2009 02/2011 |
2.38$ | -4.05 | 34.56% |
| 3Y | -14.72 |
03/2006 02/2009 |
0.62$ | -3.56 | 0.89$ | 3.55 | 1.11$ | 10.08 | 1.33$ | 32.04 |
11/2004 10/2007 |
2.30$ | -1.73 | 29.27% |
| 5Y | -4.68 |
04/2015 03/2020 |
0.78$ | -0.82 | 0.95$ | 2.59 | 1.13$ | 7.82 | 1.45$ | 20.11 |
03/2009 02/2014 |
2.49$ | 1.95 | 22.65% |
| 7Y | -4.55 |
04/2013 03/2020 |
0.72$ | 1.26 | 1.09$ | 2.69 | 1.20$ | 6.83 | 1.58$ | 13.58 |
05/2004 04/2011 |
2.43$ | 2.35 | 7.64% |
| 10Y | -1.35 |
04/2010 03/2020 |
0.87$ | 0.78 | 1.08$ | 2.66 | 1.30$ | 6.20 | 1.82$ | 9.78 |
12/2003 11/2013 |
2.54$ | 0.50 | 4.96% |
| 15Y | -1.02 |
11/2007 10/2022 |
0.85$ | 1.10 | 1.17$ | 3.54 | 1.68$ | 5.54 | 2.24$ | 6.41 |
08/2004 07/2019 |
2.54$ | 5.74 | 3.28% |
| 20Y | 5.04 |
12/2003 11/2023 |
2.67$ | 5.04 | 2.67$ | 5.04 | 2.67$ | 5.04 | 2.67$ | 5.04 |
12/2003 11/2023 |
2.67$ | 5.04 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -54.85 |
12/2007 11/2008 |
0.45$ | -9.98 | 0.90$ | 6.62 | 1.06$ | 29.40 | 1.29$ | 103.51 |
03/2009 02/2010 |
2.03$ | -1.64 | 33.97% |
| 2Y | -28.54 |
03/2007 02/2009 |
0.51$ | -4.36 | 0.91$ | 5.62 | 1.11$ | 25.13 | 1.56$ | 57.62 |
03/2009 02/2011 |
2.48$ | 0.96 | 27.00% |
| 3Y | -12.83 |
03/2006 02/2009 |
0.66$ | -1.36 | 0.95$ | 5.91 | 1.18$ | 24.07 | 1.90$ | 36.59 |
10/2002 09/2005 |
2.54$ | 3.91 | 20.83% |
| 5Y | -3.18 |
03/2011 02/2016 |
0.85$ | 1.14 | 1.05$ | 5.92 | 1.33$ | 18.22 | 2.30$ | 35.75 |
11/2002 10/2007 |
4.61$ | 6.10 | 7.95% |
| 7Y | -3.13 |
04/2013 03/2020 |
0.80$ | 3.46 | 1.26$ | 7.00 | 1.60$ | 15.77 | 2.78$ | 25.22 |
11/2000 10/2007 |
4.82$ | 5.96 | 0.83% |
| 10Y | 0.35 |
04/2010 03/2020 |
1.03$ | 3.39 | 1.39$ | 7.77 | 2.11$ | 14.18 | 3.76$ | 17.21 |
11/1997 10/2007 |
4.89$ | 3.33 | 0.00% |
| 15Y | 1.36 |
11/2007 10/2022 |
1.22$ | 4.82 | 2.02$ | 9.20 | 3.74$ | 10.73 | 4.61$ | 12.02 |
09/1998 08/2013 |
5.49$ | 8.38 | 0.00% |
| 20Y | 6.79 |
04/2000 03/2020 |
3.72$ | 7.84 | 4.52$ | 8.54 | 5.15$ | 9.51 | 6.15$ | 10.63 |
10/2001 09/2021 |
7.54$ | 7.76 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -56.43 |
11/2007 10/2008 |
0.43$ | -12.14 | 0.87$ | 3.96 | 1.03$ | 26.07 | 1.26$ | 99.24 |
03/2009 02/2010 |
1.99$ | -4.83 | 40.38% |
| 2Y | -30.02 |
03/2007 02/2009 |
0.48$ | -7.07 | 0.86$ | 3.07 | 1.06$ | 21.56 | 1.47$ | 54.34 |
03/2009 02/2011 |
2.38$ | -4.05 | 37.33% |
| 3Y | -14.72 |
03/2006 02/2009 |
0.62$ | -3.48 | 0.89$ | 3.52 | 1.10$ | 20.98 | 1.77$ | 32.39 |
10/2002 09/2005 |
2.32$ | -1.73 | 32.64% |
| 5Y | -4.87 |
10/1997 09/2002 |
0.77$ | -0.83 | 0.95$ | 3.53 | 1.18$ | 15.70 | 2.07$ | 31.96 |
11/2002 10/2007 |
4.00$ | 1.95 | 21.59% |
| 7Y | -4.55 |
04/2013 03/2020 |
0.72$ | 1.67 | 1.12$ | 4.65 | 1.37$ | 12.88 | 2.33$ | 21.99 |
11/2000 10/2007 |
4.02$ | 2.35 | 5.00% |
| 10Y | -1.35 |
04/2010 03/2020 |
0.87$ | 1.54 | 1.16$ | 5.47 | 1.70$ | 11.29 | 2.91$ | 14.24 |
11/1997 10/2007 |
3.78$ | 0.50 | 2.94% |
| 15Y | -1.02 |
11/2007 10/2022 |
0.85$ | 2.65 | 1.48$ | 6.65 | 2.62$ | 8.21 | 3.26$ | 9.38 |
09/1998 08/2013 |
3.83$ | 5.74 | 1.39% |
| 20Y | 4.62 |
04/2000 03/2020 |
2.46$ | 5.57 | 2.95$ | 6.20 | 3.32$ | 7.12 | 3.95$ | 8.28 |
10/2001 09/2021 |
4.90$ | 5.04 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the iShares MSCI Australia ETF (EWA) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in iShares MSCI Australia ETF (EWA) ETF?
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 |
1.65
40% |
-1.15
60% |
-2.07
80% |
1.82
80% |
0.87
80% |
1.22
60% |
2.54
60% |
-1.37
40% |
-4.07
20% |
2.03
80% |
6.25
80% |
0.87
60% |
| Best |
11.8 2023 |
5.3 2022 |
9.9 2022 |
9.7 2020 |
6.0 2020 |
8.3 2020 |
7.2 2022 |
4.4 2020 |
2.6 2019 |
6.6 2021 |
14.9 2020 |
6.3 2020 |
| Worst |
-8.0 2022 |
-9.6 2020 |
-22.8 2020 |
-7.0 2022 |
-5.5 2023 |
-11.2 2022 |
-0.8 2021 |
-4.9 2023 |
-10.5 2022 |
-3.6 2023 |
-7.6 2021 |
-4.4 2022 |
Monthly Seasonality over the period Feb 1997 - Nov 2023
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 |
0.23
40% |
0.79
60% |
0.12
70% |
1.66
80% |
-0.36
60% |
0.82
60% |
2.74
70% |
-2.08
30% |
-3.53
20% |
1.33
70% |
2.72
80% |
0.78
60% |
| Best |
11.8 2023 |
8.3 2014 |
11.8 2016 |
9.7 2020 |
6.0 2020 |
8.3 2020 |
7.4 2016 |
4.4 2020 |
3.4 2016 |
6.6 2021 |
14.9 2020 |
6.3 2020 |
| Worst |
-8.0 2022 |
-9.6 2020 |
-22.8 2020 |
-7.0 2022 |
-5.5 2023 |
-11.2 2022 |
-0.8 2021 |
-10.9 2015 |
-11.9 2014 |
-6.9 2018 |
-7.6 2021 |
-4.4 2022 |
Monthly Seasonality over the period Feb 1997 - Nov 2023
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 |
0.25
52% |
0.72
52% |
0.94
67% |
3.14
77% |
-1.47
52% |
1.18
62% |
1.10
48% |
-1.29
48% |
-0.67
48% |
1.76
67% |
1.39
67% |
2.22
69% |
| Best |
11.8 2023 |
8.3 2014 |
19.3 2009 |
13.3 2001 |
12.1 2009 |
14.6 2000 |
13.5 2010 |
7.1 2009 |
13.8 2007 |
18.3 2011 |
14.9 2020 |
11.0 2003 |
| Worst |
-17.1 2009 |
-9.6 2020 |
-22.8 2020 |
-7.5 2004 |
-14.2 2010 |
-11.2 2022 |
-8.6 2002 |
-15.9 1998 |
-17.6 2011 |
-27.0 2008 |
-8.9 2008 |
-5.0 2011 |
Monthly Seasonality over the period Feb 1997 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the iShares MSCI Australia ETF (EWA) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ISHARES MSCI AUSTRALIA ETF (EWA) ETF
Monthly Returns Distribution
Data Source: 1 December 2003 - 30 November 2023 (20 Years)
Data Source: 1 January 1997 - 30 November 2023 (~27 years)
144 Positive Months (60%) - 96 Negative Months (40%)
191 Positive Months (59%) - 132 Negative Months (41%)
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(Scroll down to see all data)
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