iShares MSCI Mexico ETF (EWW): Historical Returns

Data Source: from January 1997 to February 2024 (~27 years)
Consolidated Returns as of 29 February 2024
Category: Stocks
iShares MSCI Mexico ETF (EWW) ETF
ETF • LIVE PERFORMANCE (USD currency)
2.13%
February 2024

In the last 20 Years, the iShares MSCI Mexico ETF (EWW) ETF obtained a 8.13% compound annual return, with a 24.37% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Multi Cap
  • Style: Blend
  • Region: Latin America
  • Country: Mexico

Investment Returns as of Feb 29, 2024

The iShares MSCI Mexico ETF (EWW) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES MSCI MEXICO ETF (EWW) ETF
Consolidated returns as of 29 February 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 20Y MAX
(~27Y)
iShares MSCI Mexico ETF (EWW) ETF n.a. n.a. -2.13 7.44 15.78 11.16 3.01 8.13 8.83
US Inflation Adjusted return -2.13 6.23 12.72 6.78 0.23 5.42 6.19
Returns over 1 year are annualized | Available data source: since Jan 1997
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 20Y: 2.56%

In 2023, the iShares MSCI Mexico ETF (EWW) ETF granted a 3.02% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Mexico ETF (EWW) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2004, now would be worth 4.77$, with a total return of 377.05% (8.13% annualized).

The Inflation Adjusted Capital now would be 2.88$, with a net total return of 187.60% (5.42% annualized).
An investment of 1$, since January 1997, now would be worth 9.95$, with a total return of 895.31% (8.83% annualized).

The Inflation Adjusted Capital now would be 5.11$, with a net total return of 411.34% (6.19% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of iShares MSCI Mexico ETF (EWW) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES MSCI MEXICO ETF (EWW) ETF
Advanced Metrics
Data Source: 1 January 1997 - 29 February 2024 (~27 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~27Y)
Investment Return (%) -2.13 4.75 7.44 15.78 20.24 11.16 3.01 8.13 8.83
Infl. Adjusted Return (%) details -2.13 4.19 6.23 12.72 13.95 6.78 0.23 5.42 6.19
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.48
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Deepest Drawdown Depth (%) -15.73 -18.30 -38.18 -55.47 -61.23 -61.23
Start to Recovery (# months) details 5 10 15 103 31 31
Start (yyyy mm) 2023 08 2022 04 2020 02 2014 09 2008 06 2008 06
Start to Bottom (# months) 3 6 2 67 9 9
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02
Bottom to End (# months) 2 4 13 36 22 22
End (yyyy mm) 2023 12 2023 01 2021 04 2023 03 2010 12 2010 12
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-56.14 -56.14
Start to Recovery (# months) details 121 121
Start (yyyy mm) 2023 08 2022 04 2020 02 2014 09 2013 04 2013 04
Start to Bottom (# months) 3 6 2 67 84 84
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2020 03 2020 03
Bottom to End (# months) 2 4 13 36 37 37
End (yyyy mm) 2023 12 2023 01 2021 04 2023 03 2023 04 2023 04
Longest negative period (# months) details 8 16 24 112 184 184
Period Start (yyyy mm) 2023 03 2021 06 2019 03 2014 07 2007 06 2007 06
Period End (yyyy mm) 2023 10 2022 09 2021 02 2023 10 2022 09 2022 09
Annualized Return (%) -6.27 -3.46 -1.19 -0.14 -0.41 -0.41
Deepest Drawdown Depth (%) -16.53 -20.73 -38.00 -59.04 -61.53 -61.53
Start to Recovery (# months) details 5 10 16 114* 47 47
Start (yyyy mm) 2023 08 2022 04 2020 02 2014 09 2007 06 2007 06
Start to Bottom (# months) 3 6 2 67 21 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02
Bottom to End (# months) 2 4 14 47 26 26
End (yyyy mm) 2023 12 2023 01 2021 05 - 2011 04 2011 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-60.53 -60.53
Start to Recovery (# months) details 131* 131*
Start (yyyy mm) 2023 08 2022 04 2020 02 2014 09 2013 04 2013 04
Start to Bottom (# months) 3 6 2 67 84 84
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2020 03 2020 03
Bottom to End (# months) 2 4 14 47 47 47
End (yyyy mm) 2023 12 2023 01 2021 05 - - -
Longest negative period (# months) details 8 19 43 119* 202 202
Period Start (yyyy mm) 2023 03 2021 06 2019 03 2014 04 2007 01 2007 01
Period End (yyyy mm) 2023 10 2022 12 2022 09 2024 02 2023 10 2023 10
Annualized Return (%) -9.01 -1.40 -1.65 -0.33 -0.19 -0.19
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y MAX
Standard Deviation (%) 21.33 23.57 26.51 23.53 24.37 26.94
Sharpe Ratio 0.50 0.76 0.35 0.08 0.28 0.18
Sortino Ratio 0.79 1.14 0.47 0.10 0.37 0.24
Ulcer Index 5.63 7.14 12.92 26.30 22.88 22.03
Ratio: Return / Standard Deviation 0.74 0.86 0.42 0.13 0.33 0.33
Ratio: Return / Deepest Drawdown 1.00 1.11 0.29 0.05 0.13 0.14
% Positive Months details 50% 58% 65% 57% 58% 58%
Positive Months 6 21 39 69 141 192
Negative Months 6 15 21 51 99 134
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Best 10 Years Return (%) - Annualized 3.01 15.68 23.36
Worst 10 Years Return (%) - Annualized -4.44 -4.44
Best 10 Years Return (%) - Annualized 0.23 13.08 19.82
Worst 10 Years Return (%) - Annualized -6.06 -6.06
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Over the latest 20Y
Best Rolling Return (%) - Annualized 106.91 49.77 22.10 15.68 8.13
Worst Rolling Return (%) - Annualized -56.07 -15.85 -11.38 -4.44
% Positive Periods 58% 60% 62% 73% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 58.44 23.57 14.41 6.66 10.68
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 6.97
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 102.55 45.14 19.63 13.08 5.42
Worst Rolling Return (%) - Annualized -56.07 -17.43 -12.96 -6.06
% Positive Periods 54% 50% 53% 39% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 58.44 23.57 14.41 6.66 10.68
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 6.97
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1997 - Feb 2024)
Best Rolling Return (%) - Annualized 106.91 52.77 41.09 23.36 11.80
Worst Rolling Return (%) - Annualized -56.07 -15.85 -11.38 -4.44 4.22
% Positive Periods 59% 67% 71% 84% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 58.44 23.57 14.41 6.66 7.58
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.91
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 102.55 48.62 36.94 19.82 9.41
Worst Rolling Return (%) - Annualized -56.07 -17.43 -12.96 -6.06 2.09
% Positive Periods 55% 57% 64% 64% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 58.44 23.57 14.41 6.66 7.58
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.91
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • 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 initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

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.

Monthly correlations of iShares MSCI Mexico ETF (EWW) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES MSCI MEXICO ETF (EWW) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs EWW
Asset Class 1 Year 5 Years 10 Years Since
Jan 1997
VTI
US Total Stock Market
0.86
0.76
0.64
0.73
SPY
US Large Cap
0.85
0.75
0.63
0.71
IJR
US Small Cap
0.78
0.79
0.59
0.68
VNQ
US REITs
0.90
0.76
0.55
0.54
QQQ
US Technology
0.74
0.59
0.51
0.58
PFF
Preferred Stocks
0.75
0.72
0.63
0.40
EFA
EAFE Stocks
0.90
0.82
0.74
0.73
VT
World All Countries
0.90
0.80
0.71
0.76
EEM
Emerging Markets
0.82
0.64
0.64
0.79
VGK
Europe
0.91
0.83
0.74
0.71
VPL
Pacific
0.90
0.75
0.67
0.67
FLLA
Latin America
0.91
0.85
0.77
0.84
BND
US Total Bond Market
0.89
0.39
0.32
0.15
TLT
Long Term Treasuries
0.90
0.09
0.06
-0.10
BIL
US Cash
0.09
-0.06
0.00
0.02
TIP
TIPS
0.79
0.39
0.35
0.19
LQD
Invest. Grade Bonds
0.93
0.57
0.50
0.29
HYG
High Yield Bonds
0.94
0.76
0.66
0.57
CWB
US Convertible Bonds
0.87
0.67
0.59
0.66
BNDX
International Bonds
0.80
0.44
0.32
0.15
EMB
Emerg. Market Bonds
0.96
0.72
0.66
0.68
GLD
Gold
0.21
0.21
0.17
0.18
DBC
Commodities
0.01
0.53
0.44
0.37

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 MEXICO ETF (EWW) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 January 1997 - 29 February 2024 (~27 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-61.23% Jun 2008 Feb 2009 9 Dec 2010 22 31 31.50
-56.14% Apr 2013 Mar 2020 84 Apr 2023 37 121 27.33
-23.29% May 2011 Sep 2011 5 Sep 2012 12 17 9.31
-15.73% Aug 2023 Oct 2023 3 Dec 2023 2 5 8.08
-12.32% Mar 2005 Apr 2005 2 Jun 2005 2 4 7.33
-11.19% May 2006 May 2006 1 Aug 2006 3 4 6.27
-10.09% Jun 2007 Jan 2008 8 May 2008 4 12 6.37
-9.39% Apr 2004 Apr 2004 1 Oct 2004 6 7 5.96
-3.85% Jan 2024 Feb 2024 2 in progress 2 2.44
-3.72% Feb 2007 Feb 2007 1 Mar 2007 1 2 2.15
-3.12% Feb 2013 Feb 2013 1 Mar 2013 1 2 1.80
-2.11% Oct 2005 Oct 2005 1 Nov 2005 1 2 1.22
-1.87% Jan 2011 Jan 2011 1 Mar 2011 2 3 1.14
-1.69% May 2023 May 2023 1 Jun 2023 1 2 0.98
-1.42% Feb 2006 Feb 2006 1 Apr 2006 2 3 0.96
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 36 6.7 Months 14.94%
 
DD = 0% 14.94%
 
0% < DD <= -5% 34 7.1 Months 14.11%
 
DD <= -5% 29.05%
 
-5% < DD <= -10% 26 9.3 Months 10.79%
 
DD <= -10% 39.83%
 
-10% < DD <= -15% 22 11.0 Months 9.13%
 
DD <= -15% 48.96%
 
-15% < DD <= -20% 22 11.0 Months 9.13%
 
DD <= -20% 58.09%
 
-20% < DD <= -25% 27 8.9 Months 11.20%
 
DD <= -25% 69.29%
 
-25% < DD <= -30% 26 9.3 Months 10.79%
 
DD <= -30% 80.08%
 
-30% < DD <= -35% 18 13.4 Months 7.47%
 
DD <= -35% 87.55%
 
-35% < DD <= -40% 14 17.2 Months 5.81%
 
DD <= -40% 93.36%
 
-40% < DD <= -45% 1 241.0 Months 0.41%
 
DD <= -45% 93.78%
 
-45% < DD <= -50% 6 40.2 Months 2.49%
 
DD <= -50% 96.27%
 
-50% < DD <= -55% 5 48.2 Months 2.07%
 
DD <= -55% 98.34%
 
-55% < DD <= -60% 3 80.3 Months 1.24%
 
DD <= -60% 99.59%
 
-60% < DD <= -65% 1 241.0 Months 0.41%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-61.53% Jun 2007 Feb 2009 21 Apr 2011 26 47 26.96
-60.53% Apr 2013 Mar 2020 84 in progress 47 131 32.34
-24.14% May 2011 Sep 2011 5 Sep 2012 12 17 10.24
-12.91% Mar 2005 Apr 2005 2 Jun 2005 2 4 7.68
-11.45% May 2006 May 2006 1 Aug 2006 3 4 6.56
-9.54% Apr 2004 Apr 2004 1 Oct 2004 6 7 6.56
-4.09% Feb 2007 Feb 2007 1 Mar 2007 1 2 2.36
-3.65% Feb 2013 Feb 2013 1 Mar 2013 1 2 2.11
-2.25% Oct 2005 Oct 2005 1 Nov 2005 1 2 1.30
-1.49% Feb 2006 Mar 2006 2 Apr 2006 1 3 1.04
-1.25% Aug 2005 Aug 2005 1 Sep 2005 1 2 0.72
-0.23% Jan 2005 Jan 2005 1 Feb 2005 1 2 0.13
-0.06% Oct 2012 Oct 2012 1 Nov 2012 1 2 0.03
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 28 8.6 Months 11.62%
 
DD = 0% 11.62%
 
0% < DD <= -5% 28 8.6 Months 11.62%
 
DD <= -5% 23.24%
 
-5% < DD <= -10% 24 10.0 Months 9.96%
 
DD <= -10% 33.20%
 
-10% < DD <= -15% 20 12.1 Months 8.30%
 
DD <= -15% 41.49%
 
-15% < DD <= -20% 14 17.2 Months 5.81%
 
DD <= -20% 47.30%
 
-20% < DD <= -25% 21 11.5 Months 8.71%
 
DD <= -25% 56.02%
 
-25% < DD <= -30% 22 11.0 Months 9.13%
 
DD <= -30% 65.15%
 
-30% < DD <= -35% 27 8.9 Months 11.20%
 
DD <= -35% 76.35%
 
-35% < DD <= -40% 22 11.0 Months 9.13%
 
DD <= -40% 85.48%
 
-40% < DD <= -45% 20 12.1 Months 8.30%
 
DD <= -45% 93.78%
 
-45% < DD <= -50% 2 120.5 Months 0.83%
 
DD <= -50% 94.61%
 
-50% < DD <= -55% 6 40.2 Months 2.49%
 
DD <= -55% 97.10%
 
-55% < DD <= -60% 5 48.2 Months 2.07%
 
DD <= -60% 99.17%
 
-60% < DD <= -65% 2 120.5 Months 0.83%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-61.23% Jun 2008 Feb 2009 9 Dec 2010 22 31 31.50
-56.14% Apr 2013 Mar 2020 84 Apr 2023 37 121 27.33
-52.53% Oct 1997 Aug 1998 11 Dec 1999 16 27 24.44
-32.99% Apr 2002 Feb 2003 11 Dec 2003 10 21 20.57
-30.35% Apr 2000 Sep 2001 18 Mar 2002 6 24 15.89
-23.29% May 2011 Sep 2011 5 Sep 2012 12 17 9.31
-15.73% Aug 2023 Oct 2023 3 Dec 2023 2 5 8.08
-12.32% Mar 2005 Apr 2005 2 Jun 2005 2 4 7.33
-11.19% May 2006 May 2006 1 Aug 2006 3 4 6.27
-10.09% Jun 2007 Jan 2008 8 May 2008 4 12 6.37
-10.03% Jan 2000 Jan 2000 1 Mar 2000 2 3 5.09
-9.39% Apr 2004 Apr 2004 1 Oct 2004 6 7 5.96
-9.31% Aug 1997 Aug 1997 1 Sep 1997 1 2 5.38
-3.85% Jan 2024 Feb 2024 2 in progress 2 2.44
-3.72% Feb 2007 Feb 2007 1 Mar 2007 1 2 2.15
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 48 6.8 Months 14.68%
 
DD = 0% 14.68%
 
0% < DD <= -5% 41 8.0 Months 12.54%
 
DD <= -5% 27.22%
 
-5% < DD <= -10% 39 8.4 Months 11.93%
 
DD <= -10% 39.14%
 
-10% < DD <= -15% 36 9.1 Months 11.01%
 
DD <= -15% 50.15%
 
-15% < DD <= -20% 34 9.6 Months 10.40%
 
DD <= -20% 60.55%
 
-20% < DD <= -25% 36 9.1 Months 11.01%
 
DD <= -25% 71.56%
 
-25% < DD <= -30% 33 9.9 Months 10.09%
 
DD <= -30% 81.65%
 
-30% < DD <= -35% 24 13.6 Months 7.34%
 
DD <= -35% 88.99%
 
-35% < DD <= -40% 18 18.2 Months 5.50%
 
DD <= -40% 94.50%
 
-40% < DD <= -45% 2 163.5 Months 0.61%
 
DD <= -45% 95.11%
 
-45% < DD <= -50% 6 54.5 Months 1.83%
 
DD <= -50% 96.94%
 
-50% < DD <= -55% 6 54.5 Months 1.83%
 
DD <= -55% 98.78%
 
-55% < DD <= -60% 3 109.0 Months 0.92%
 
DD <= -60% 99.69%
 
-60% < DD <= -65% 1 327.0 Months 0.31%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-61.53% Jun 2007 Feb 2009 21 Apr 2011 26 47 26.96
-60.53% Apr 2013 Mar 2020 84 in progress 47 131 32.34
-53.17% Oct 1997 Aug 1998 11 Dec 1999 16 27 25.53
-36.88% Apr 2000 Feb 2003 35 Jan 2004 11 46 20.94
-24.14% May 2011 Sep 2011 5 Sep 2012 12 17 10.24
-12.91% Mar 2005 Apr 2005 2 Jun 2005 2 4 7.68
-11.45% May 2006 May 2006 1 Aug 2006 3 4 6.56
-10.30% Jan 2000 Jan 2000 1 Mar 2000 2 3 5.29
-9.54% Apr 2004 Apr 2004 1 Oct 2004 6 7 6.56
-9.54% Aug 1997 Aug 1997 1 Sep 1997 1 2 5.51
-4.09% Feb 2007 Feb 2007 1 Mar 2007 1 2 2.36
-3.65% Feb 2013 Feb 2013 1 Mar 2013 1 2 2.11
-2.25% Oct 2005 Oct 2005 1 Nov 2005 1 2 1.30
-1.58% Mar 1997 Apr 1997 2 May 1997 1 3 1.10
-1.49% Feb 2006 Mar 2006 2 Apr 2006 1 3 1.04
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 38 8.6 Months 11.62%
 
DD = 0% 11.62%
 
0% < DD <= -5% 34 9.6 Months 10.40%
 
DD <= -5% 22.02%
 
-5% < DD <= -10% 32 10.2 Months 9.79%
 
DD <= -10% 31.80%
 
-10% < DD <= -15% 35 9.3 Months 10.70%
 
DD <= -15% 42.51%
 
-15% < DD <= -20% 28 11.7 Months 8.56%
 
DD <= -20% 51.07%
 
-20% < DD <= -25% 32 10.2 Months 9.79%
 
DD <= -25% 60.86%
 
-25% < DD <= -30% 30 10.9 Months 9.17%
 
DD <= -30% 70.03%
 
-30% < DD <= -35% 33 9.9 Months 10.09%
 
DD <= -35% 80.12%
 
-35% < DD <= -40% 27 12.1 Months 8.26%
 
DD <= -40% 88.38%
 
-40% < DD <= -45% 21 15.6 Months 6.42%
 
DD <= -45% 94.80%
 
-45% < DD <= -50% 3 109.0 Months 0.92%
 
DD <= -50% 95.72%
 
-50% < DD <= -55% 7 46.7 Months 2.14%
 
DD <= -55% 97.86%
 
-55% < DD <= -60% 5 65.4 Months 1.53%
 
DD <= -60% 99.39%
 
-60% < DD <= -65% 2 163.5 Months 0.61%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

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 MEXICO ETF (EWW) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 January 1997 - 29 February 2024 (~27 years)
Inflation Adjusted:
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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 -56.07 03/2008
02/2009
0.43$ -14.25 0.85$ 7.56 1.07$ 42.22 1.42$ 106.91 03/2009
02/2010
2.06$ 15.78 41.48%
2Y -29.80 03/2007
02/2009
0.49$ -10.84 0.79$ 5.09 1.10$ 30.96 1.71$ 62.02 03/2009
02/2011
2.62$ 17.20 40.09%
3Y -15.85 04/2017
03/2020
0.59$ -6.42 0.81$ 2.61 1.08$ 23.24 1.87$ 49.77 06/2004
05/2007
3.35$ 20.24 39.51%
5Y -11.38 04/2015
03/2020
0.54$ -4.59 0.79$ 3.16 1.16$ 13.30 1.86$ 22.10 03/2009
02/2014
2.71$ 11.16 37.02%
7Y -11.11 04/2013
03/2020
0.43$ -3.03 0.80$ 2.38 1.17$ 11.74 2.17$ 20.91 05/2004
04/2011
3.77$ 7.65 35.03%
10Y -4.44 04/2010
03/2020
0.63$ -1.28 0.87$ 1.31 1.13$ 7.96 2.15$ 15.68 09/2004
08/2014
4.29$ 3.01 26.45%
15Y 0.02 10/2007
09/2022
1.00$ 1.31 1.21$ 2.83 1.52$ 7.03 2.77$ 9.02 03/2009
02/2024
3.65$ 9.02 0.00%
20Y 8.13 03/2004
02/2024
4.77$ 8.13 4.77$ 8.13 4.77$ 8.13 4.77$ 8.13 03/2004
02/2024
4.77$ 8.13 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -56.07 03/2008
02/2009
0.43$ -15.54 0.84$ 3.52 1.03$ 37.95 1.37$ 102.55 03/2009
02/2010
2.02$ 12.72 45.41%
2Y -31.21 03/2007
02/2009
0.47$ -11.75 0.77$ 2.64 1.05$ 24.69 1.55$ 58.62 03/2009
02/2011
2.51$ 12.34 41.94%
3Y -17.43 04/2017
03/2020
0.56$ -7.82 0.78$ 0.13 1.00$ 17.85 1.63$ 45.14 06/2004
05/2007
3.05$ 13.95 49.76%
5Y -12.96 04/2015
03/2020
0.49$ -6.05 0.73$ 0.86 1.04$ 10.85 1.67$ 19.63 03/2009
02/2014
2.45$ 6.78 46.96%
7Y -12.44 04/2013
03/2020
0.39$ -4.92 0.70$ 0.62 1.04$ 9.30 1.86$ 17.86 05/2004
04/2011
3.15$ 4.05 45.22%
10Y -6.06 04/2010
03/2020
0.53$ -3.31 0.71$ -0.68 0.93$ 6.09 1.80$ 13.08 09/2004
08/2014
3.41$ 0.23 60.33%
15Y -2.30 07/2007
06/2022
0.70$ -0.89 0.87$ 0.79 1.12$ 4.68 1.98$ 6.32 03/2009
02/2024
2.50$ 6.32 32.79%
20Y 5.42 03/2004
02/2024
2.87$ 5.42 2.87$ 5.42 2.87$ 5.42 2.87$ 5.42 03/2004
02/2024
2.87$ 5.42 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -56.07 03/2008
02/2009
0.43$ -15.48 0.84$ 8.44 1.08$ 42.85 1.42$ 106.91 03/2009
02/2010
2.06$ 15.78 40.63%
2Y -29.80 03/2007
02/2009
0.49$ -8.81 0.83$ 6.27 1.12$ 34.58 1.81$ 62.02 03/2009
02/2011
2.62$ 17.20 36.63%
3Y -15.85 04/2017
03/2020
0.59$ -5.57 0.84$ 4.78 1.15$ 27.20 2.05$ 52.77 03/2003
02/2006
3.56$ 20.24 32.65%
5Y -11.38 04/2015
03/2020
0.54$ -2.94 0.86$ 5.92 1.33$ 19.26 2.41$ 41.09 04/2003
03/2008
5.59$ 11.16 28.09%
7Y -11.11 04/2013
03/2020
0.43$ -2.25 0.85$ 7.67 1.67$ 21.65 3.94$ 26.71 04/2003
03/2010
5.24$ 7.65 22.63%
10Y -4.44 04/2010
03/2020
0.63$ -0.10 0.99$ 8.37 2.23$ 17.56 5.04$ 23.36 09/1998
08/2008
8.16$ 3.01 15.46%
15Y 0.02 10/2007
09/2022
1.00$ 2.20 1.38$ 9.90 4.12$ 13.15 6.38$ 16.85 09/1998
08/2013
10.33$ 9.02 0.00%
20Y 4.22 04/2000
03/2020
2.28$ 7.36 4.13$ 8.31 4.93$ 9.41 6.04$ 11.80 09/1998
08/2018
9.31$ 8.13 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -56.07 03/2008
02/2009
0.43$ -16.76 0.83$ 5.37 1.05$ 38.32 1.38$ 102.55 03/2009
02/2010
2.02$ 12.72 44.13%
2Y -31.21 03/2007
02/2009
0.47$ -10.01 0.80$ 3.86 1.07$ 31.26 1.72$ 58.62 03/2009
02/2011
2.51$ 12.34 39.60%
3Y -17.43 04/2017
03/2020
0.56$ -6.84 0.80$ 2.33 1.07$ 22.50 1.83$ 48.62 03/2003
02/2006
3.28$ 13.95 42.61%
5Y -12.96 04/2015
03/2020
0.49$ -4.89 0.77$ 3.66 1.19$ 16.29 2.12$ 36.94 04/2003
03/2008
4.81$ 6.78 35.96%
7Y -12.44 04/2013
03/2020
0.39$ -3.78 0.76$ 5.26 1.43$ 18.23 3.22$ 23.72 04/2003
03/2010
4.43$ 4.05 29.22%
10Y -6.06 04/2010
03/2020
0.53$ -2.22 0.79$ 6.22 1.82$ 14.87 4.00$ 19.82 09/1998
08/2008
6.09$ 0.23 35.27%
15Y -2.30 07/2007
06/2022
0.70$ 0.13 1.01$ 7.61 3.00$ 10.49 4.46$ 14.10 09/1998
08/2013
7.23$ 6.32 13.61%
20Y 2.09 04/2000
03/2020
1.51$ 4.94 2.62$ 5.93 3.16$ 6.89 3.79$ 9.41 09/1998
08/2018
6.04$ 5.42 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 Mexico ETF (EWW) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares MSCI Mexico ETF (EWW) 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.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.22
40%
-1.31
40%
-2.31
80%
1.01
80%
2.29
60%
-0.10
80%
0.87
80%
-0.92
60%
-1.38
40%
2.95
80%
6.54
60%
5.50
80%
Best 16.6
2023
3.7
2022
9.2
2022
5.9
2019
9.0
2020
4.7
2023
4.6
2023
4.3
2021
2.9
2019
14.3
2022
18.8
2020
13.3
2021
Worst -6.5
2021
-9.2
2020
-31.9
2020
-10.1
2022
-7.0
2019
-9.2
2022
-4.9
2019
-5.4
2022
-5.6
2021
-5.9
2023
-6.3
2021
-6.4
2022
Monthly Seasonality over the period Feb 1997 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.69
50%
-0.57
50%
1.58
80%
0.80
80%
-0.65
40%
1.52
80%
1.71
70%
-0.71
60%
-1.91
30%
-0.04
60%
0.84
30%
1.60
60%
Best 16.6
2023
7.0
2015
11.0
2017
5.9
2019
9.0
2020
6.9
2018
10.3
2018
5.0
2014
2.9
2019
14.3
2022
18.8
2020
13.3
2021
Worst -6.5
2021
-9.2
2020
-31.9
2020
-10.1
2022
-13.4
2018
-9.2
2022
-4.9
2019
-6.2
2015
-5.6
2021
-17.9
2018
-13.2
2016
-8.3
2014
Monthly Seasonality over the period Feb 1997 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.63
46%
0.15
54%
3.66
81%
1.44
60%
-0.45
44%
1.64
70%
1.21
59%
-2.33
41%
-0.31
52%
0.91
70%
2.34
56%
3.46
70%
Best 16.6
2023
9.4
1999
20.6
1999
16.2
2003
17.6
2009
13.9
2012
15.1
1997
5.0
2000
16.0
1998
15.9
1998
18.8
2020
13.3
1999
Worst -14.7
1998
-13.8
2009
-31.9
2020
-10.1
2022
-13.4
2018
-9.5
2002
-12.1
1999
-35.3
1998
-19.7
2001
-33.8
2008
-13.2
2016
-8.3
2014
Monthly Seasonality over the period Feb 1997 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares MSCI Mexico ETF (EWW) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES MSCI MEXICO ETF (EWW) ETF
Monthly Returns Distribution
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 January 1997 - 29 February 2024 (~27 years)
141 Positive Months (59%) - 99 Negative Months (41%)
192 Positive Months (59%) - 134 Negative Months (41%)
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