iShares MSCI South Korea ETF (EWY): Historical Returns

Data Source: from January 2001 to February 2024 (~23 years)
Consolidated Returns as of 29 February 2024
Category: Stocks
iShares MSCI South Korea ETF (EWY) ETF
ETF • LIVE PERFORMANCE (USD currency)
7.80%
February 2024

In the last 20 Years, the iShares MSCI South Korea ETF (EWY) ETF obtained a 5.71% compound annual return, with a 26.40% standard deviation.

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The ETF is related to the following investment themes:

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

Investment Returns as of Feb 29, 2024

The iShares MSCI South Korea ETF (EWY) 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 SOUTH KOREA ETF (EWY) 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
(~23Y)
iShares MSCI South Korea ETF (EWY) ETF n.a. n.a. 7.80 5.34 12.46 2.15 2.29 5.71 8.73
US Inflation Adjusted return 7.80 4.15 9.49 -1.88 -0.47 3.07 6.08
Returns over 1 year are annualized | Available data source: since Jan 2001
(*) 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 South Korea ETF (EWY) ETF granted a 2.92% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI South Korea ETF (EWY) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2004, now would be worth 3.03$, with a total return of 203.42% (5.71% annualized).

The Inflation Adjusted Capital now would be 1.83$, with a net total return of 82.92% (3.07% annualized).
An investment of 1$, since January 2001, now would be worth 6.96$, with a total return of 595.85% (8.73% annualized).

The Inflation Adjusted Capital now would be 3.92$, with a net total return of 292.32% (6.08% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of iShares MSCI South Korea ETF (EWY) 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 SOUTH KOREA ETF (EWY) ETF
Advanced Metrics
Data Source: 1 January 2001 - 29 February 2024 (~23 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~23Y)
Investment Return (%) 7.80 4.36 5.34 12.46 -8.22 2.15 2.29 5.71 8.73
Infl. Adjusted Return (%) details 7.80 3.80 4.15 9.49 -13.02 -1.88 -0.47 3.07 6.08
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.50
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 (%) -18.68 -48.08 -48.08 -48.08 -70.13 -70.13
Start to Recovery (# months) details 7* 32* 32* 32* 115 115
Start (yyyy mm) 2023 08 2021 07 2021 07 2021 07 2007 11 2007 11
Start to Bottom (# months) 3 15 15 15 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02
Bottom to End (# months) 4 17 17 17 99 99
End (yyyy mm) - - - - 2017 05 2017 05
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-37.90
same as
deepest

same as
deepest
Start to Recovery (# months) details 34
Start (yyyy mm) 2023 08 2021 07 2021 07 2018 02 2007 11 2007 11
Start to Bottom (# months) 3 15 15 26 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2020 03 2009 02 2009 02
Bottom to End (# months) 4 17 17 8 99 99
End (yyyy mm) - - - 2020 11 2017 05 2017 05
Longest negative period (# months) details 10 36* 56 113 192 192
Period Start (yyyy mm) 2023 04 2021 03 2019 03 2014 06 2007 11 2007 11
Period End (yyyy mm) 2024 01 2024 02 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -0.38 -8.22 -1.57 -0.10 -0.51 -0.51
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -19.44 -52.58 -52.58 -52.58 -70.63 -70.63
Start to Recovery (# months) details 7* 32* 32* 32* 123 123
Start (yyyy mm) 2023 08 2021 07 2021 07 2021 07 2007 11 2007 11
Start to Bottom (# months) 3 15 15 15 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02
Bottom to End (# months) 4 17 17 17 107 107
End (yyyy mm) - - - - 2018 01 2018 01
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-40.14
same as
deepest

same as
deepest
Start to Recovery (# months) details 35
Start (yyyy mm) 2023 08 2021 07 2021 07 2018 02 2007 11 2007 11
Start to Bottom (# months) 3 15 15 26 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2020 03 2009 02 2009 02
Bottom to End (# months) 4 17 17 9 107 107
End (yyyy mm) - - - 2020 12 2018 01 2018 01
Longest negative period (# months) details 10 36* 60* 120* 214 214
Period Start (yyyy mm) 2023 04 2021 03 2019 03 2014 03 2006 01 2006 01
Period End (yyyy mm) 2024 01 2024 02 2024 02 2024 02 2023 10 2023 10
Annualized Return (%) -3.44 -13.02 -1.88 -0.47 -0.01 -0.01
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y MAX
Standard Deviation (%) 24.56 26.18 26.19 22.41 26.40 28.07
Sharpe Ratio 0.30 -0.40 0.01 0.05 0.17 0.17
Sortino Ratio 0.42 -0.59 0.02 0.07 0.23 0.24
Ulcer Index 7.42 27.42 22.15 20.79 23.47 22.39
Ratio: Return / Standard Deviation 0.51 -0.31 0.08 0.10 0.22 0.31
Ratio: Return / Deepest Drawdown 0.67 -0.17 0.04 0.05 0.08 0.12
% Positive Months details 58% 50% 53% 56% 57% 57%
Positive Months 7 18 32 68 138 161
Negative Months 5 18 28 52 102 117
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Best 10 Years Return (%) - Annualized 2.29 12.75 18.93
Worst 10 Years Return (%) - Annualized -0.61 -0.61
Best 10 Years Return (%) - Annualized -0.47 10.80 16.15
Worst 10 Years Return (%) - Annualized -3.06 -3.06
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Over the latest 20Y
Best Rolling Return (%) - Annualized 110.75 44.87 24.10 12.75 5.71
Worst Rolling Return (%) - Annualized -63.31 -21.47 -5.52 -0.61
% Positive Periods 61% 70% 79% 99% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 56.96 18.72 12.52 6.82 8.30
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.76
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 106.31 40.43 21.60 10.80 3.07
Worst Rolling Return (%) - Annualized -63.70 -23.14 -8.94 -3.06
% Positive Periods 57% 57% 63% 78% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 56.96 18.72 12.52 6.82 8.30
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.76
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 2001 - Feb 2024)
Best Rolling Return (%) - Annualized 110.75 46.82 33.75 18.93 11.73
Worst Rolling Return (%) - Annualized -63.31 -21.47 -5.52 -0.61 5.51
% Positive Periods 64% 74% 83% 99% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 56.96 18.72 12.52 6.82 8.30
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.70
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 106.31 42.85 30.32 16.15 9.47
Worst Rolling Return (%) - Annualized -63.70 -23.14 -8.94 -3.06 2.86
% Positive Periods 61% 63% 68% 83% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 56.96 18.72 12.52 6.82 8.30
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.70
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 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 29 February 2024
Swipe left to see all data
Correlation vs EWY
Asset Class 1 Year 5 Years 10 Years Since
Jan 2001
VTI
US Total Stock Market
0.82
0.80
0.72
0.74
SPY
US Large Cap
0.80
0.78
0.71
0.73
IJR
US Small Cap
0.71
0.81
0.67
0.71
VNQ
US REITs
0.78
0.71
0.60
0.57
QQQ
US Technology
0.81
0.72
0.66
0.67
PFF
Preferred Stocks
0.50
0.66
0.59
0.47
EFA
EAFE Stocks
0.76
0.88
0.83
0.79
VT
World All Countries
0.84
0.86
0.81
0.81
EEM
Emerging Markets
0.90
0.89
0.88
0.88
VGK
Europe
0.75
0.86
0.80
0.76
VPL
Pacific
0.88
0.92
0.88
0.77
FLLA
Latin America
0.76
0.71
0.62
0.70
BND
US Total Bond Market
0.64
0.53
0.46
0.16
TLT
Long Term Treasuries
0.70
0.22
0.19
-0.09
BIL
US Cash
-0.03
-0.04
-0.04
-0.01
TIP
TIPS
0.53
0.54
0.51
0.24
LQD
Invest. Grade Bonds
0.68
0.64
0.60
0.32
HYG
High Yield Bonds
0.72
0.76
0.70
0.65
CWB
US Convertible Bonds
0.81
0.76
0.72
0.72
BNDX
International Bonds
0.65
0.51
0.42
0.21
EMB
Emerg. Market Bonds
0.83
0.74
0.70
0.58
GLD
Gold
0.26
0.31
0.27
0.20
DBC
Commodities
-0.11
0.46
0.43
0.40

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 SOUTH KOREA ETF (EWY) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 January 2001 - 29 February 2024 (~23 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-70.13% Nov 2007 Feb 2009 16 May 2017 99 115 27.45
-48.08% Jul 2021 Sep 2022 15 in progress 17 32 29.04
-37.90% Feb 2018 Mar 2020 26 Nov 2020 8 34 21.08
-21.78% Apr 2004 Jul 2004 4 Nov 2004 4 8 11.93
-10.17% Mar 2005 Apr 2005 2 Jul 2005 3 5 6.37
-9.03% May 2006 Jun 2006 2 Dec 2006 6 8 6.35
-5.58% Oct 2005 Oct 2005 1 Nov 2005 1 2 3.22
-4.23% Jan 2007 Jan 2007 1 Mar 2007 2 3 2.16
-3.73% Feb 2006 Feb 2006 1 Apr 2006 2 3 2.47
-2.83% Aug 2007 Aug 2007 1 Sep 2007 1 2 1.64
-2.47% Aug 2005 Aug 2005 1 Sep 2005 1 2 1.43
-1.76% Aug 2017 Aug 2017 1 Oct 2017 2 3 0.99
-0.15% Feb 2021 Feb 2021 1 Mar 2021 1 2 0.09
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 34 7.1 Months 14.11%
 
DD = 0% 14.11%
 
0% < DD <= -5% 17 14.2 Months 7.05%
 
DD <= -5% 21.16%
 
-5% < DD <= -10% 25 9.6 Months 10.37%
 
DD <= -10% 31.54%
 
-10% < DD <= -15% 29 8.3 Months 12.03%
 
DD <= -15% 43.57%
 
-15% < DD <= -20% 32 7.5 Months 13.28%
 
DD <= -20% 56.85%
 
-20% < DD <= -25% 33 7.3 Months 13.69%
 
DD <= -25% 70.54%
 
-25% < DD <= -30% 23 10.5 Months 9.54%
 
DD <= -30% 80.08%
 
-30% < DD <= -35% 21 11.5 Months 8.71%
 
DD <= -35% 88.80%
 
-35% < DD <= -40% 11 21.9 Months 4.56%
 
DD <= -40% 93.36%
 
-40% < DD <= -45% 5 48.2 Months 2.07%
 
DD <= -45% 95.44%
 
-45% < DD <= -50% 2 120.5 Months 0.83%
 
DD <= -50% 96.27%
 
-50% < DD <= -55% 3 80.3 Months 1.24%
 
DD <= -55% 97.51%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 97.51%
 
-60% < DD <= -65% 4 60.3 Months 1.66%
 
DD <= -65% 99.17%
 
-65% < DD <= -70% 1 241.0 Months 0.41%
 
DD <= -70% 99.59%
 
-70% < DD <= -100% 1 241.0 Months 0.41%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-70.63% Nov 2007 Feb 2009 16 Jan 2018 107 123 31.26
-52.58% Jul 2021 Sep 2022 15 in progress 17 32 34.79
-40.14% Feb 2018 Mar 2020 26 Dec 2020 9 35 22.60
-22.61% Apr 2004 Jul 2004 4 Dec 2004 5 9 12.06
-10.77% Mar 2005 Apr 2005 2 Jul 2005 3 5 6.81
-9.96% May 2006 Jul 2006 3 Mar 2007 8 11 6.27
-5.72% Oct 2005 Oct 2005 1 Nov 2005 1 2 3.30
-3.78% Feb 2006 Feb 2006 1 Apr 2006 2 3 2.55
-3.07% Aug 2005 Aug 2005 1 Sep 2005 1 2 1.77
-2.86% Aug 2007 Aug 2007 1 Sep 2007 1 2 1.65
-0.55% Feb 2021 Feb 2021 1 Mar 2021 1 2 0.32
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 25 9.6 Months 10.37%
 
DD = 0% 10.37%
 
0% < DD <= -5% 15 16.1 Months 6.22%
 
DD <= -5% 16.60%
 
-5% < DD <= -10% 17 14.2 Months 7.05%
 
DD <= -10% 23.65%
 
-10% < DD <= -15% 20 12.1 Months 8.30%
 
DD <= -15% 31.95%
 
-15% < DD <= -20% 21 11.5 Months 8.71%
 
DD <= -20% 40.66%
 
-20% < DD <= -25% 34 7.1 Months 14.11%
 
DD <= -25% 54.77%
 
-25% < DD <= -30% 35 6.9 Months 14.52%
 
DD <= -30% 69.29%
 
-30% < DD <= -35% 25 9.6 Months 10.37%
 
DD <= -35% 79.67%
 
-35% < DD <= -40% 22 11.0 Months 9.13%
 
DD <= -40% 88.80%
 
-40% < DD <= -45% 14 17.2 Months 5.81%
 
DD <= -45% 94.61%
 
-45% < DD <= -50% 3 80.3 Months 1.24%
 
DD <= -50% 95.85%
 
-50% < DD <= -55% 4 60.3 Months 1.66%
 
DD <= -55% 97.51%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 97.51%
 
-60% < DD <= -65% 4 60.3 Months 1.66%
 
DD <= -65% 99.17%
 
-65% < DD <= -70% 1 241.0 Months 0.41%
 
DD <= -70% 99.59%
 
-70% < DD <= -100% 1 241.0 Months 0.41%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-70.13% Nov 2007 Feb 2009 16 May 2017 99 115 27.45
-48.08% Jul 2021 Sep 2022 15 in progress 17 32 29.04
-37.90% Feb 2018 Mar 2020 26 Nov 2020 8 34 21.08
-34.78% Jun 2002 Mar 2003 10 Aug 2003 5 15 18.19
-26.54% Feb 2001 Sep 2001 8 Nov 2001 2 10 12.61
-21.78% Apr 2004 Jul 2004 4 Nov 2004 4 8 11.93
-10.17% Mar 2005 Apr 2005 2 Jul 2005 3 5 6.37
-9.03% May 2006 Jun 2006 2 Dec 2006 6 8 6.35
-8.72% Sep 2003 Sep 2003 1 Oct 2003 1 2 5.04
-5.58% Oct 2005 Oct 2005 1 Nov 2005 1 2 3.22
-4.23% Jan 2007 Jan 2007 1 Mar 2007 2 3 2.16
-3.73% Feb 2006 Feb 2006 1 Apr 2006 2 3 2.47
-2.83% Aug 2007 Aug 2007 1 Sep 2007 1 2 1.64
-2.47% Aug 2005 Aug 2005 1 Sep 2005 1 2 1.43
-2.15% Nov 2003 Nov 2003 1 Dec 2003 1 2 1.24
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 46 6.1 Months 16.49%
 
DD = 0% 16.49%
 
0% < DD <= -5% 21 13.3 Months 7.53%
 
DD <= -5% 24.01%
 
-5% < DD <= -10% 32 8.7 Months 11.47%
 
DD <= -10% 35.48%
 
-10% < DD <= -15% 34 8.2 Months 12.19%
 
DD <= -15% 47.67%
 
-15% < DD <= -20% 35 8.0 Months 12.54%
 
DD <= -20% 60.22%
 
-20% < DD <= -25% 36 7.8 Months 12.90%
 
DD <= -25% 73.12%
 
-25% < DD <= -30% 26 10.7 Months 9.32%
 
DD <= -30% 82.44%
 
-30% < DD <= -35% 22 12.7 Months 7.89%
 
DD <= -35% 90.32%
 
-35% < DD <= -40% 11 25.4 Months 3.94%
 
DD <= -40% 94.27%
 
-40% < DD <= -45% 5 55.8 Months 1.79%
 
DD <= -45% 96.06%
 
-45% < DD <= -50% 2 139.5 Months 0.72%
 
DD <= -50% 96.77%
 
-50% < DD <= -55% 3 93.0 Months 1.08%
 
DD <= -55% 97.85%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 97.85%
 
-60% < DD <= -65% 4 69.8 Months 1.43%
 
DD <= -65% 99.28%
 
-65% < DD <= -70% 1 279.0 Months 0.36%
 
DD <= -70% 99.64%
 
-70% < DD <= -100% 1 279.0 Months 0.36%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-70.63% Nov 2007 Feb 2009 16 Jan 2018 107 123 31.26
-52.58% Jul 2021 Sep 2022 15 in progress 17 32 34.79
-40.14% Feb 2018 Mar 2020 26 Dec 2020 9 35 22.60
-36.48% Apr 2002 Mar 2003 12 Oct 2003 7 19 17.46
-27.57% Feb 2001 Sep 2001 8 Nov 2001 2 10 13.19
-22.61% Apr 2004 Jul 2004 4 Dec 2004 5 9 12.06
-10.77% Mar 2005 Apr 2005 2 Jul 2005 3 5 6.81
-9.96% May 2006 Jul 2006 3 Mar 2007 8 11 6.27
-5.72% Oct 2005 Oct 2005 1 Nov 2005 1 2 3.30
-3.78% Feb 2006 Feb 2006 1 Apr 2006 2 3 2.55
-3.07% Aug 2005 Aug 2005 1 Sep 2005 1 2 1.77
-2.86% Aug 2007 Aug 2007 1 Sep 2007 1 2 1.65
-2.20% Nov 2003 Nov 2003 1 Dec 2003 1 2 1.27
-0.55% Feb 2021 Feb 2021 1 Mar 2021 1 2 0.32
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 35 8.0 Months 12.54%
 
DD = 0% 12.54%
 
0% < DD <= -5% 20 14.0 Months 7.17%
 
DD <= -5% 19.71%
 
-5% < DD <= -10% 24 11.6 Months 8.60%
 
DD <= -10% 28.32%
 
-10% < DD <= -15% 24 11.6 Months 8.60%
 
DD <= -15% 36.92%
 
-15% < DD <= -20% 25 11.2 Months 8.96%
 
DD <= -20% 45.88%
 
-20% < DD <= -25% 38 7.3 Months 13.62%
 
DD <= -25% 59.50%
 
-25% < DD <= -30% 38 7.3 Months 13.62%
 
DD <= -30% 73.12%
 
-30% < DD <= -35% 25 11.2 Months 8.96%
 
DD <= -35% 82.08%
 
-35% < DD <= -40% 23 12.1 Months 8.24%
 
DD <= -40% 90.32%
 
-40% < DD <= -45% 14 19.9 Months 5.02%
 
DD <= -45% 95.34%
 
-45% < DD <= -50% 3 93.0 Months 1.08%
 
DD <= -50% 96.42%
 
-50% < DD <= -55% 4 69.8 Months 1.43%
 
DD <= -55% 97.85%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 97.85%
 
-60% < DD <= -65% 4 69.8 Months 1.43%
 
DD <= -65% 99.28%
 
-65% < DD <= -70% 1 279.0 Months 0.36%
 
DD <= -70% 99.64%
 
-70% < DD <= -100% 1 279.0 Months 0.36%
 
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 SOUTH KOREA ETF (EWY) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 January 2001 - 29 February 2024 (~23 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 -63.31 12/2007
11/2008
0.36$ -17.58 0.82$ 7.69 1.07$ 39.21 1.39$ 110.75 03/2009
02/2010
2.10$ 12.46 38.86%
2Y -32.49 03/2007
02/2009
0.45$ -11.15 0.78$ 3.81 1.07$ 26.88 1.60$ 64.59 03/2009
02/2011
2.70$ -4.11 41.01%
3Y -21.47 03/2006
02/2009
0.48$ -4.02 0.88$ 4.57 1.14$ 12.72 1.43$ 44.87 08/2004
07/2007
3.04$ -8.22 29.76%
5Y -5.52 10/2017
09/2022
0.75$ -1.39 0.93$ 4.44 1.24$ 10.45 1.64$ 24.10 03/2009
02/2014
2.94$ 2.15 20.44%
7Y -2.39 11/2007
10/2014
0.84$ 1.56 1.11$ 4.40 1.35$ 7.71 1.68$ 17.92 08/2004
07/2011
3.16$ 3.22 3.18%
10Y -0.61 10/2012
09/2022
0.94$ 1.88 1.20$ 3.81 1.45$ 7.53 2.06$ 12.75 03/2009
02/2019
3.32$ 2.29 0.83%
15Y -1.01 11/2007
10/2022
0.85$ 1.66 1.28$ 5.15 2.12$ 6.84 2.69$ 9.10 03/2009
02/2024
3.69$ 9.10 3.28%
20Y 5.71 03/2004
02/2024
3.03$ 5.71 3.03$ 5.71 3.03$ 5.71 3.03$ 5.71 03/2004
02/2024
3.03$ 5.71 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 -63.70 12/2007
11/2008
0.36$ -19.64 0.80$ 5.22 1.05$ 36.13 1.36$ 106.31 03/2009
02/2010
2.06$ 9.49 42.36%
2Y -33.85 03/2007
02/2009
0.43$ -13.20 0.75$ 2.18 1.04$ 23.58 1.52$ 61.14 03/2009
02/2011
2.59$ -8.09 43.32%
3Y -23.14 03/2006
02/2009
0.45$ -6.08 0.82$ 1.66 1.05$ 10.19 1.33$ 40.43 08/2004
07/2007
2.76$ -13.02 42.93%
5Y -8.94 10/2017
09/2022
0.62$ -3.72 0.82$ 2.40 1.12$ 7.87 1.46$ 21.60 03/2009
02/2014
2.65$ -1.88 36.46%
7Y -4.14 11/2007
10/2014
0.74$ -0.26 0.98$ 2.20 1.16$ 5.76 1.47$ 15.00 08/2004
07/2011
2.65$ -0.24 17.83%
10Y -3.06 10/2012
09/2022
0.73$ -0.44 0.95$ 1.88 1.20$ 5.47 1.70$ 10.80 03/2009
02/2019
2.78$ -0.47 21.49%
15Y -3.32 11/2007
10/2022
0.60$ -0.67 0.90$ 3.08 1.57$ 4.63 1.97$ 6.40 03/2009
02/2024
2.53$ 6.40 19.67%
20Y 3.07 03/2004
02/2024
1.82$ 3.07 1.82$ 3.07 1.82$ 3.07 1.82$ 3.07 03/2004
02/2024
1.82$ 3.07 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 -63.31 12/2007
11/2008
0.36$ -16.52 0.83$ 10.18 1.10$ 45.26 1.45$ 110.75 03/2009
02/2010
2.10$ 12.46 35.58%
2Y -32.49 03/2007
02/2009
0.45$ -9.88 0.81$ 8.02 1.16$ 30.58 1.70$ 64.59 03/2009
02/2011
2.70$ -4.11 34.90%
3Y -21.47 03/2006
02/2009
0.48$ -2.94 0.91$ 6.37 1.20$ 24.38 1.92$ 46.82 04/2003
03/2006
3.16$ -8.22 25.10%
5Y -5.52 10/2017
09/2022
0.75$ -0.91 0.95$ 5.58 1.31$ 18.75 2.36$ 33.75 10/2001
09/2006
4.28$ 2.15 16.89%
7Y -2.39 11/2007
10/2014
0.84$ 1.92 1.14$ 5.12 1.41$ 13.30 2.39$ 27.54 01/2001
12/2007
5.48$ 3.22 2.56%
10Y -0.61 10/2012
09/2022
0.94$ 2.07 1.22$ 4.62 1.57$ 12.11 3.13$ 18.93 04/2001
03/2011
5.66$ 2.29 0.63%
15Y -1.01 11/2007
10/2022
0.85$ 2.99 1.55$ 6.66 2.62$ 10.04 4.19$ 12.74 10/2001
09/2016
6.03$ 9.10 2.02%
20Y 5.51 11/2003
10/2023
2.92$ 6.35 3.42$ 7.60 4.32$ 11.03 8.10$ 11.73 04/2001
03/2021
9.18$ 5.71 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 -63.70 12/2007
11/2008
0.36$ -18.67 0.81$ 6.96 1.06$ 40.27 1.40$ 106.31 03/2009
02/2010
2.06$ 9.49 38.95%
2Y -33.85 03/2007
02/2009
0.43$ -11.75 0.77$ 5.84 1.12$ 27.05 1.61$ 61.14 03/2009
02/2011
2.59$ -8.09 36.86%
3Y -23.14 03/2006
02/2009
0.45$ -5.14 0.85$ 4.11 1.12$ 21.33 1.78$ 42.85 04/2003
03/2006
2.91$ -13.02 36.21%
5Y -8.94 10/2017
09/2022
0.62$ -3.16 0.85$ 3.78 1.20$ 16.03 2.10$ 30.32 10/2001
09/2006
3.75$ -1.88 31.05%
7Y -4.14 11/2007
10/2014
0.74$ -0.03 0.99$ 3.00 1.22$ 10.62 2.02$ 24.10 01/2001
12/2007
4.53$ -0.24 14.87%
10Y -3.06 10/2012
09/2022
0.73$ -0.16 0.98$ 2.97 1.34$ 9.53 2.48$ 16.15 04/2001
03/2011
4.46$ -0.47 16.35%
15Y -3.32 11/2007
10/2022
0.60$ 0.69 1.10$ 4.47 1.92$ 7.85 3.10$ 10.48 10/2001
09/2016
4.45$ 6.40 12.12%
20Y 2.86 11/2003
10/2023
1.75$ 3.67 2.05$ 4.96 2.63$ 8.74 5.34$ 9.47 04/2001
03/2021
6.10$ 3.07 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 South Korea ETF (EWY) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares MSCI South Korea ETF (EWY) 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
-1.77
40%
-0.96
40%
-2.57
40%
0.90
60%
0.27
80%
0.43
80%
0.78
60%
-2.69
20%
-4.28
40%
1.02
40%
8.82
60%
5.60
80%
Best 12.4
2023
7.8
2024
4.6
2023
10.0
2020
3.8
2020
7.7
2019
6.6
2023
4.7
2020
5.8
2019
9.4
2022
17.8
2020
13.5
2020
Worst -9.2
2024
-7.8
2023
-14.6
2020
-6.4
2022
-9.6
2019
-14.5
2022
-7.5
2019
-7.6
2023
-18.2
2022
-6.8
2023
-4.7
2021
-5.8
2022
Monthly Seasonality over the period Feb 2001 - 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
1.11
60%
-1.49
40%
1.26
70%
1.26
70%
-0.11
60%
-0.33
70%
0.75
60%
-2.00
40%
-2.29
60%
0.23
40%
3.90
50%
2.49
60%
Best 12.4
2023
7.8
2024
13.4
2016
10.0
2020
9.0
2017
7.7
2019
6.9
2016
4.7
2020
5.8
2019
11.5
2015
17.8
2020
13.5
2020
Worst -9.2
2024
-7.9
2018
-14.6
2020
-6.4
2022
-9.6
2019
-14.5
2022
-7.5
2019
-7.6
2023
-18.2
2022
-14.6
2018
-4.7
2021
-5.8
2022
Monthly Seasonality over the period Feb 2001 - 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
1.15
54%
-0.54
54%
1.79
61%
3.34
65%
-0.46
52%
-1.00
48%
2.06
65%
-1.15
48%
-1.31
61%
1.40
57%
3.63
61%
3.50
70%
Best 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 -12.4
2008
-17.8
2009
-14.6
2020
-8.3
2004
-15.1
2010
-14.5
2022
-9.4
2004
-13.7
2011
-18.2
2022
-28.5
2008
-15.7
2008
-13.4
2002
Monthly Seasonality over the period Feb 2001 - Feb 2024

Monthly Returns

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

ISHARES MSCI SOUTH KOREA ETF (EWY) ETF
Monthly Returns Distribution
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 January 2001 - 29 February 2024 (~23 years)
138 Positive Months (58%) - 102 Negative Months (43%)
161 Positive Months (58%) - 117 Negative Months (42%)
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