iShares MSCI United Kingdom ETF (EWU): Historical Returns

Data Source: from January 1985 to January 2024 (~39 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 27 2024, 03:59PM Eastern Time
Category: Stocks
iShares MSCI United Kingdom ETF (EWU) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.05%
1 Day
Feb 27 2024, 03:59PM Eastern Time
1.53%
Current Month
February 2024

In the last 30 Years, the iShares MSCI United Kingdom ETF (EWU) ETF obtained a 4.88% compound annual return, with a 16.78% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Developed Europe
  • Country: United Kingdom

The iShares MSCI United Kingdom ETF (EWU) ETF is part of the following Lazy Portfolios:

Portfolio Name Author EWU Weight Currency
Dedalo Eleven Dedalo Invest 4.00% USD

Investment Returns as of Jan 31, 2024

The iShares MSCI United Kingdom ETF (EWU) 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 UNITED KINGDOM ETF (EWU) ETF
Consolidated returns as of 31 January 2024
Live Update: Feb 27 2024, 03:59PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
iShares MSCI United Kingdom ETF (EWU) ETF 0.05 1.53 -1.88 -0.37 3.84 4.45 2.15 4.88 6.95
US Inflation Adjusted return -2.17 -2.00 0.71 0.27 -0.62 2.29 4.04
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the iShares MSCI United Kingdom ETF (EWU) ETF granted a 4.51% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI United Kingdom ETF (EWU) ETF: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 4.17$, with a total return of 317.04% (4.88% annualized).

The Inflation Adjusted Capital now would be 1.97$, with a net total return of 97.01% (2.29% annualized).
An investment of 1$, since January 1985, now would be worth 13.81$, with a total return of 1280.75% (6.95% annualized).

The Inflation Adjusted Capital now would be 4.70$, with a net total return of 370.38% (4.04% annualized).

Investment Metrics as of Jan 31, 2024

Metrics of iShares MSCI United Kingdom ETF (EWU) ETF, updated as of 31 January 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 UNITED KINGDOM ETF (EWU) ETF
Advanced Metrics
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) -1.88 8.78 -0.37 3.84 7.72 4.45 2.15 4.00 4.88 6.95
Infl. Adjusted Return (%) details -2.17 8.02 -2.00 0.71 1.95 0.27 -0.62 1.39 2.29 4.04
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 2.79
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -8.41 -21.24 -29.97 -29.97 -59.92 -59.92 -59.92
Start to Recovery (# months) details 5 15 17 17 78 78 78
Start (yyyy mm) 2023 08 2022 02 2020 01 2020 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 8 3 3 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 7 14 14 62 62 62
End (yyyy mm) 2023 12 2023 04 2021 05 2021 05 2014 04 2014 04 2014 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-24.53
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 43
Start (yyyy mm) 2023 08 2022 02 2020 01 2014 07 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 8 3 20 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2016 02 2009 02 2009 02 2009 02
Bottom to End (# months) 2 7 14 23 62 62 62
End (yyyy mm) 2023 12 2023 04 2021 05 2018 01 2014 04 2014 04 2014 04
Longest negative period (# months) details 9 29 44 104 186 186 186
Period Start (yyyy mm) 2023 02 2021 06 2019 02 2014 02 2007 04 2007 04 2007 04
Period End (yyyy mm) 2023 10 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09
Annualized Return (%) -6.00 -0.26 -1.42 -0.66 -0.06 -0.06 -0.06
Deepest Drawdown Depth (%) -9.70 -25.23 -29.84 -34.24 -60.58 -60.58 -60.58
Start to Recovery (# months) details 9* 32* 49* 115* 195* 195* 195*
Start (yyyy mm) 2023 05 2021 06 2020 01 2014 07 2007 11 2007 11 2007 11
Start to Bottom (# months) 6 16 3 69 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 3 16 46 46 179 179 179
End (yyyy mm) - - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 05 2021 06 2020 01 2014 07 2007 11 2007 11 2007 11
Start to Bottom (# months) 6 16 3 69 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 3 16 46 46 179 179 179
End (yyyy mm) - - - - - - -
Longest negative period (# months) details 10 34* 59* 120* 215 307 307
Period Start (yyyy mm) 2023 02 2021 04 2019 03 2014 02 2004 11 1998 04 1998 04
Period End (yyyy mm) 2023 11 2024 01 2024 01 2024 01 2022 09 2023 10 2023 10
Annualized Return (%) -1.37 -0.07 -0.35 -0.62 -0.03 -0.07 -0.07
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 13.13 16.11 18.81 16.13 17.37 16.78 19.05
Sharpe Ratio -0.10 0.34 0.14 0.06 0.15 0.16 0.16
Sortino Ratio -0.14 0.47 0.19 0.09 0.21 0.21 0.22
Ulcer Index 3.59 5.99 10.97 11.95 19.00 18.74 17.52
Ratio: Return / Standard Deviation 0.29 0.48 0.24 0.13 0.23 0.29 0.36
Ratio: Return / Deepest Drawdown 0.46 0.36 0.15 0.07 0.07 0.08 0.12
% Positive Months details 41% 55% 58% 57% 57% 57% 57%
Positive Months 5 20 35 69 138 208 269
Negative Months 7 16 25 51 102 152 200
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 2.15 9.07 11.00 11.94
Worst 10 Years Return (%) - Annualized -0.47 -3.38 -3.38
Best 10 Years Return (%) - Annualized -0.62 7.18 8.33 8.76
Worst 10 Years Return (%) - Annualized -2.25 -5.82 -5.82
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 59.86 34.75 21.16 11.00 7.78 4.88
Worst Rolling Return (%) - Annualized -51.85 -16.79 -8.76 -3.38 1.06
% Positive Periods 61% 67% 72% 92% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 64.33 20.52 12.83 7.05 4.38 5.28
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 2.60
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 56.29 31.69 18.34 8.33 5.26 2.29
Worst Rolling Return (%) - Annualized -51.85 -18.56 -11.04 -5.82 -1.00
% Positive Periods 58% 59% 53% 73% 93% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 64.33 20.52 12.83 7.05 4.38 5.28
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 2.60
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Jan 2024)
Best Rolling Return (%) - Annualized 88.57 34.75 23.40 11.94 10.93 8.59
Worst Rolling Return (%) - Annualized -51.85 -16.79 -8.76 -3.38 1.06 4.03
% Positive Periods 63% 71% 78% 95% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 64.33 20.52 12.83 7.05 4.38 4.15
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.88
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 80.84 31.69 20.38 8.76 7.69 5.75
Worst Rolling Return (%) - Annualized -51.85 -18.56 -11.04 -5.82 -1.00 1.69
% Positive Periods 59% 57% 56% 81% 96% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 64.33 20.52 12.83 7.05 4.38 4.15
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.88
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 Jan 31, 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 United Kingdom ETF (EWU) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES MSCI UNITED KINGDOM ETF (EWU) ETF
Monthly correlations as of 31 January 2024
Swipe left to see all data
Correlation vs EWU
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.73
0.82
0.79
0.81
0.76
SPY
US Large Cap
0.71
0.82
0.79
0.80
0.76
IJR
US Small Cap
0.70
0.84
0.73
0.71
0.66
VNQ
US REITs
0.80
0.77
0.63
0.58
0.54
QQQ
US Technology
0.37
0.63
0.64
0.60
0.55
PFF
Preferred Stocks
0.72
0.70
0.63
0.47
0.44
EFA
EAFE Stocks
0.90
0.95
0.94
0.90
0.86
VT
World All Countries
0.80
0.89
0.88
0.89
0.86
EEM
Emerging Markets
0.74
0.79
0.75
0.76
0.72
VGK
Europe
0.93
0.95
0.95
0.92
0.90
VPL
Pacific
0.76
0.87
0.83
0.72
0.68
FLLA
Latin America
0.79
0.76
0.65
0.68
0.66
BND
US Total Bond Market
0.65
0.39
0.30
0.16
0.15
TLT
Long Term Treasuries
0.67
0.04
-0.01
-0.13
-0.12
BIL
US Cash
0.05
-0.07
-0.03
0.00
0.00
TIP
TIPS
0.61
0.45
0.41
0.21
0.20
LQD
Invest. Grade Bonds
0.69
0.56
0.50
0.33
0.32
HYG
High Yield Bonds
0.72
0.75
0.74
0.65
0.62
CWB
US Convertible Bonds
0.66
0.70
0.70
0.72
0.68
BNDX
International Bonds
0.50
0.38
0.28
0.18
0.18
EMB
Emerg. Market Bonds
0.76
0.74
0.68
0.55
0.53
GLD
Gold
0.12
0.18
0.14
0.15
0.15
DBC
Commodities
0.29
0.68
0.62
0.47
0.45

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 UNITED KINGDOM ETF (EWU) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-59.92% Nov 2007 Feb 2009 16 Apr 2014 62 78 29.68
-42.43% Jan 2000 Mar 2003 39 Dec 2004 21 60 24.13
-29.97% Jan 2020 Mar 2020 3 May 2021 14 17 18.06
-24.53% Jul 2014 Feb 2016 20 Jan 2018 23 43 13.82
-21.24% Feb 2022 Sep 2022 8 Apr 2023 7 15 8.39
-18.10% Feb 1994 Feb 1995 13 Apr 1996 14 27 11.22
-17.37% Feb 2018 Dec 2018 11 Dec 2019 12 23 8.34
-16.29% Apr 1998 Aug 1998 5 Mar 1999 7 12 6.83
-8.41% Aug 2023 Oct 2023 3 Dec 2023 2 5 4.44
-5.98% May 2023 May 2023 1 Jul 2023 2 3 3.30
-5.80% Jun 1996 Jul 1996 2 Aug 1996 1 3 3.01
-5.62% May 1999 May 1999 1 Dec 1999 7 8 3.50
-5.26% Jan 1997 Jan 1997 1 Apr 1997 3 4 2.55
-4.87% Nov 2021 Nov 2021 1 Dec 2021 1 2 2.81
-4.36% Mar 2005 May 2005 3 Aug 2005 3 6 2.81
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 51 7.1 Months 14.13%
 
DD = 0% 14.13%
 
0% < DD <= -5% 72 5.0 Months 19.94%
 
DD <= -5% 34.07%
 
-5% < DD <= -10% 54 6.7 Months 14.96%
 
DD <= -10% 49.03%
 
-10% < DD <= -15% 49 7.4 Months 13.57%
 
DD <= -15% 62.60%
 
-15% < DD <= -20% 36 10.0 Months 9.97%
 
DD <= -20% 72.58%
 
-20% < DD <= -25% 31 11.6 Months 8.59%
 
DD <= -25% 81.16%
 
-25% < DD <= -30% 24 15.0 Months 6.65%
 
DD <= -30% 87.81%
 
-30% < DD <= -35% 15 24.1 Months 4.16%
 
DD <= -35% 91.97%
 
-35% < DD <= -40% 14 25.8 Months 3.88%
 
DD <= -40% 95.84%
 
-40% < DD <= -45% 6 60.2 Months 1.66%
 
DD <= -45% 97.51%
 
-45% < DD <= -50% 3 120.3 Months 0.83%
 
DD <= -50% 98.34%
 
-50% < DD <= -55% 3 120.3 Months 0.83%
 
DD <= -55% 99.17%
 
-55% < DD <= -60% 3 120.3 Months 0.83%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
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
-60.58% Nov 2007 Feb 2009 16 in progress 179 195 28.05
-47.16% Jan 2000 Mar 2003 39 Apr 2006 37 76 25.85
-20.59% Feb 1994 Feb 1995 13 May 1996 15 28 13.27
-17.01% Apr 1998 Aug 1998 5 Mar 1999 7 12 7.41
-6.16% Jun 1996 Jul 1996 2 Sep 1996 2 4 2.87
-5.67% May 1999 May 1999 1 Dec 1999 7 8 4.06
-5.44% Jan 1997 Jan 1997 1 Apr 1997 3 4 2.72
-4.12% Oct 1997 Nov 1997 2 Jan 1998 2 4 2.68
-3.54% Jul 2007 Jul 2007 1 Sep 2007 2 3 2.44
-3.03% Aug 1997 Aug 1997 1 Sep 1997 1 2 1.75
-2.95% May 2006 May 2006 1 Aug 2006 3 4 1.71
-1.87% Feb 2007 Feb 2007 1 Mar 2007 1 2 1.08
-0.33% Sep 2006 Sep 2006 1 Oct 2006 1 2 0.19
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 29 12.4 Months 8.03%
 
DD = 0% 8.03%
 
0% < DD <= -5% 27 13.4 Months 7.48%
 
DD <= -5% 15.51%
 
-5% < DD <= -10% 24 15.0 Months 6.65%
 
DD <= -10% 22.16%
 
-10% < DD <= -15% 38 9.5 Months 10.53%
 
DD <= -15% 32.69%
 
-15% < DD <= -20% 59 6.1 Months 16.34%
 
DD <= -20% 49.03%
 
-20% < DD <= -25% 56 6.4 Months 15.51%
 
DD <= -25% 64.54%
 
-25% < DD <= -30% 50 7.2 Months 13.85%
 
DD <= -30% 78.39%
 
-30% < DD <= -35% 30 12.0 Months 8.31%
 
DD <= -35% 86.70%
 
-35% < DD <= -40% 26 13.9 Months 7.20%
 
DD <= -40% 93.91%
 
-40% < DD <= -45% 10 36.1 Months 2.77%
 
DD <= -45% 96.68%
 
-45% < DD <= -50% 6 60.2 Months 1.66%
 
DD <= -50% 98.34%
 
-50% < DD <= -55% 3 120.3 Months 0.83%
 
DD <= -55% 99.17%
 
-55% < DD <= -60% 2 180.5 Months 0.55%
 
DD <= -60% 99.72%
 
-60% < DD <= -65% 1 361.0 Months 0.28%
 
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
-59.92% Nov 2007 Feb 2009 16 Apr 2014 62 78 29.68
-42.43% Jan 2000 Mar 2003 39 Dec 2004 21 60 24.13
-33.31% Jun 1992 Oct 1992 5 Jan 1994 15 20 20.35
-29.97% Jan 2020 Mar 2020 3 May 2021 14 17 18.06
-24.53% Jul 2014 Feb 2016 20 Jan 2018 23 43 13.82
-23.71% Oct 1987 Nov 1987 2 Jan 1989 14 16 12.22
-22.72% Aug 1989 Apr 1990 9 Jul 1990 3 12 13.07
-22.42% May 1986 Oct 1986 6 Feb 1987 4 10 13.93
-21.24% Feb 2022 Sep 2022 8 Apr 2023 7 15 8.39
-18.10% Feb 1994 Feb 1995 13 Apr 1996 14 27 11.22
-17.37% Feb 2018 Dec 2018 11 Dec 2019 12 23 8.34
-16.40% Aug 1990 Sep 1990 2 Apr 1992 19 21 7.53
-16.29% Apr 1998 Aug 1998 5 Mar 1999 7 12 6.83
-13.28% Dec 1985 Jan 1986 2 Mar 1986 2 4 8.07
-12.81% Feb 1989 Jun 1989 5 Jul 1989 1 6 6.47
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 73 6.4 Months 15.53%
 
DD = 0% 15.53%
 
0% < DD <= -5% 95 4.9 Months 20.21%
 
DD <= -5% 35.74%
 
-5% < DD <= -10% 72 6.5 Months 15.32%
 
DD <= -10% 51.06%
 
-10% < DD <= -15% 68 6.9 Months 14.47%
 
DD <= -15% 65.53%
 
-15% < DD <= -20% 50 9.4 Months 10.64%
 
DD <= -20% 76.17%
 
-20% < DD <= -25% 39 12.1 Months 8.30%
 
DD <= -25% 84.47%
 
-25% < DD <= -30% 26 18.1 Months 5.53%
 
DD <= -30% 90.00%
 
-30% < DD <= -35% 18 26.1 Months 3.83%
 
DD <= -35% 93.83%
 
-35% < DD <= -40% 14 33.6 Months 2.98%
 
DD <= -40% 96.81%
 
-40% < DD <= -45% 6 78.3 Months 1.28%
 
DD <= -45% 98.09%
 
-45% < DD <= -50% 3 156.7 Months 0.64%
 
DD <= -50% 98.72%
 
-50% < DD <= -55% 3 156.7 Months 0.64%
 
DD <= -55% 99.36%
 
-55% < DD <= -60% 3 156.7 Months 0.64%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
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
-60.58% Nov 2007 Feb 2009 16 in progress 179 195 28.05
-47.16% Jan 2000 Mar 2003 39 Apr 2006 37 76 25.85
-35.68% Oct 1987 Oct 1992 61 Sep 1996 47 108 17.35
-23.48% May 1986 Oct 1986 6 Mar 1987 5 11 14.19
-17.01% Apr 1998 Aug 1998 5 Mar 1999 7 12 7.41
-13.99% Dec 1985 Jan 1986 2 Mar 1986 2 4 8.51
-5.67% May 1999 May 1999 1 Dec 1999 7 8 4.06
-5.44% Jan 1997 Jan 1997 1 Apr 1997 3 4 2.72
-4.12% Oct 1997 Nov 1997 2 Jan 1998 2 4 2.68
-4.04% Jan 1985 Feb 1985 2 Mar 1985 1 3 2.05
-3.54% Jul 2007 Jul 2007 1 Sep 2007 2 3 2.44
-3.31% Sep 1985 Sep 1985 1 Oct 1985 1 2 1.91
-3.03% Aug 1997 Aug 1997 1 Sep 1997 1 2 1.75
-2.95% May 2006 May 2006 1 Aug 2006 3 4 1.71
-2.77% Jun 1985 Jun 1985 1 Jul 1985 1 2 1.60
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 43 10.9 Months 9.15%
 
DD = 0% 9.15%
 
0% < DD <= -5% 36 13.1 Months 7.66%
 
DD <= -5% 16.81%
 
-5% < DD <= -10% 37 12.7 Months 7.87%
 
DD <= -10% 24.68%
 
-10% < DD <= -15% 58 8.1 Months 12.34%
 
DD <= -15% 37.02%
 
-15% < DD <= -20% 81 5.8 Months 17.23%
 
DD <= -20% 54.26%
 
-20% < DD <= -25% 79 5.9 Months 16.81%
 
DD <= -25% 71.06%
 
-25% < DD <= -30% 53 8.9 Months 11.28%
 
DD <= -30% 82.34%
 
-30% < DD <= -35% 33 14.2 Months 7.02%
 
DD <= -35% 89.36%
 
-35% < DD <= -40% 28 16.8 Months 5.96%
 
DD <= -40% 95.32%
 
-40% < DD <= -45% 10 47.0 Months 2.13%
 
DD <= -45% 97.45%
 
-45% < DD <= -50% 6 78.3 Months 1.28%
 
DD <= -50% 98.72%
 
-50% < DD <= -55% 3 156.7 Months 0.64%
 
DD <= -55% 99.36%
 
-55% < DD <= -60% 2 235.0 Months 0.43%
 
DD <= -60% 99.79%
 
-60% < DD <= -65% 1 470.0 Months 0.21%
 
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 UNITED KINGDOM ETF (EWU) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Inflation Adjusted:
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 -51.85 03/2008
02/2009
0.48$ -12.06 0.87$ 7.83 1.07$ 25.40 1.25$ 59.86 04/2009
03/2010
1.59$ 3.84 38.40%
2Y -31.45 03/2007
02/2009
0.46$ -9.46 0.81$ 6.33 1.13$ 21.06 1.46$ 44.64 04/1996
03/1998
2.09$ 1.56 29.97%
3Y -16.79 03/2006
02/2009
0.57$ -6.58 0.81$ 5.43 1.17$ 19.41 1.70$ 34.75 04/1995
03/1998
2.44$ 7.72 32.92%
5Y -8.76 04/1998
03/2003
0.63$ -1.90 0.90$ 2.72 1.14$ 14.23 1.94$ 21.16 01/1995
12/1999
2.61$ 4.45 27.57%
7Y -3.03 11/2013
10/2020
0.80$ 1.35 1.09$ 3.83 1.30$ 7.36 1.64$ 11.58 06/1994
05/2001
2.15$ 4.45 6.50%
10Y -3.38 03/1999
02/2009
0.70$ 0.90 1.09$ 4.12 1.49$ 8.41 2.24$ 11.00 03/1995
02/2005
2.83$ 2.15 7.05%
15Y -0.50 10/2007
09/2022
0.92$ 1.89 1.32$ 3.72 1.72$ 6.29 2.49$ 7.36 04/1995
03/2010
2.90$ 6.53 1.10%
20Y 1.06 04/2000
03/2020
1.23$ 2.57 1.66$ 4.19 2.27$ 6.41 3.46$ 7.78 07/1994
06/2014
4.47$ 4.00 0.00%
30Y 4.88 02/1994
01/2024
4.17$ 4.88 4.17$ 4.88 4.17$ 4.88 4.17$ 4.88 02/1994
01/2024
4.17$ 4.88 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 -51.85 03/2008
02/2009
0.48$ -13.97 0.86$ 5.16 1.05$ 21.58 1.21$ 56.29 04/2009
03/2010
1.56$ 0.71 41.26%
2Y -32.83 03/2007
02/2009
0.45$ -11.42 0.78$ 3.51 1.07$ 17.70 1.38$ 41.70 04/1996
03/1998
2.00$ -3.02 38.87%
3Y -18.56 03/2006
02/2009
0.54$ -8.60 0.76$ 2.54 1.07$ 15.75 1.55$ 31.69 04/1995
03/1998
2.28$ 1.95 40.31%
5Y -11.04 04/1998
03/2003
0.55$ -4.08 0.81$ 0.36 1.01$ 11.40 1.71$ 18.34 01/1995
12/1999
2.32$ 0.27 46.51%
7Y -4.51 11/2013
10/2020
0.72$ -0.84 0.94$ 1.54 1.11$ 4.86 1.39$ 8.68 06/1994
05/2001
1.79$ 0.93 27.44%
10Y -5.82 03/1999
02/2009
0.54$ -1.19 0.88$ 1.92 1.20$ 5.81 1.75$ 8.33 03/1995
02/2005
2.22$ -0.62 26.56%
15Y -2.81 10/2007
09/2022
0.65$ -0.17 0.97$ 1.43 1.23$ 3.85 1.76$ 4.84 02/2003
01/2018
2.03$ 3.87 17.13%
20Y -1.00 04/2000
03/2020
0.81$ 0.40 1.08$ 1.90 1.45$ 4.11 2.23$ 5.26 07/1994
06/2014
2.78$ 1.39 6.61%
30Y 2.29 02/1994
01/2024
1.97$ 2.29 1.97$ 2.29 1.97$ 2.29 1.97$ 2.29 02/1994
01/2024
1.97$ 2.29 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 -51.85 03/2008
02/2009
0.48$ -11.67 0.88$ 7.83 1.07$ 27.45 1.27$ 88.57 10/1986
09/1987
1.88$ 3.84 36.46%
2Y -31.45 03/2007
02/2009
0.46$ -7.91 0.84$ 5.55 1.11$ 21.63 1.47$ 44.64 04/1996
03/1998
2.09$ 1.56 28.03%
3Y -16.79 03/2006
02/2009
0.57$ -4.62 0.86$ 5.01 1.15$ 19.07 1.68$ 34.75 04/1995
03/1998
2.44$ 7.72 28.80%
5Y -8.76 04/1998
03/2003
0.63$ -0.99 0.95$ 3.26 1.17$ 15.46 2.05$ 23.40 03/1993
02/1998
2.86$ 4.45 21.46%
7Y -3.03 11/2013
10/2020
0.80$ 1.58 1.11$ 4.55 1.36$ 10.19 1.97$ 18.36 11/1992
10/1999
3.25$ 4.45 4.66%
10Y -3.38 03/1999
02/2009
0.70$ 1.54 1.16$ 6.17 1.81$ 9.61 2.50$ 11.94 12/1986
11/1996
3.08$ 2.15 4.86%
15Y -0.50 10/2007
09/2022
0.92$ 2.59 1.46$ 4.94 2.05$ 8.55 3.42$ 14.35 01/1985
12/1999
7.47$ 6.53 0.69%
20Y 1.06 04/2000
03/2020
1.23$ 3.19 1.87$ 5.62 2.98$ 7.78 4.47$ 10.93 03/1985
02/2005
7.96$ 4.00 0.00%
30Y 4.03 08/1990
07/2020
3.27$ 4.82 4.10$ 5.32 4.72$ 6.44 6.49$ 8.59 03/1985
02/2015
11.85$ 4.88 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 -51.85 03/2008
02/2009
0.48$ -13.67 0.86$ 4.63 1.04$ 23.51 1.23$ 80.84 10/1986
09/1987
1.80$ 0.71 40.39%
2Y -32.83 03/2007
02/2009
0.45$ -9.31 0.82$ 2.71 1.05$ 18.30 1.39$ 41.70 04/1996
03/1998
2.00$ -3.02 39.69%
3Y -18.56 03/2006
02/2009
0.54$ -6.63 0.81$ 2.18 1.06$ 15.40 1.53$ 31.69 04/1995
03/1998
2.28$ 1.95 42.63%
5Y -11.04 04/1998
03/2003
0.55$ -3.71 0.82$ 1.03 1.05$ 12.11 1.77$ 20.38 03/1993
02/1998
2.52$ 0.27 43.41%
7Y -4.51 11/2013
10/2020
0.72$ -0.88 0.94$ 1.96 1.14$ 7.39 1.64$ 15.50 11/1992
10/1999
2.74$ 0.93 25.13%
10Y -5.82 03/1999
02/2009
0.54$ -0.62 0.93$ 3.61 1.42$ 6.49 1.87$ 8.76 05/1990
04/2000
2.31$ -0.62 18.29%
15Y -2.81 10/2007
09/2022
0.65$ 0.36 1.05$ 2.32 1.41$ 5.45 2.21$ 10.82 01/1985
12/1999
4.67$ 3.87 10.69%
20Y -1.00 04/2000
03/2020
0.81$ 0.81 1.17$ 3.05 1.82$ 4.99 2.64$ 7.69 03/1985
02/2005
4.39$ 1.39 3.91%
30Y 1.69 08/1990
07/2020
1.65$ 2.29 1.97$ 2.79 2.28$ 3.70 2.97$ 5.75 03/1985
02/2015
5.35$ 2.29 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 United Kingdom ETF (EWU) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares MSCI United Kingdom ETF (EWU) 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.
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
0.42
40%
-0.99
40%
-2.73
60%
2.62
80%
-0.73
60%
0.00
60%
0.93
80%
-2.15
40%
-2.70
20%
1.36
60%
6.22
80%
3.91
80%
Best 6.2
2023
3.9
2021
3.1
2021
5.7
2020
3.9
2021
4.6
2019
3.2
2022
2.7
2020
3.6
2019
7.0
2022
16.1
2020
6.3
2021
Worst -4.3
2020
-10.2
2020
-18.5
2020
-4.0
2022
-6.1
2019
-8.0
2022
-2.4
2019
-6.5
2022
-9.3
2022
-4.5
2020
-4.9
2021
-1.3
2022
Monthly Seasonality over the period Feb 1985 - Jan 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
1.08
60%
-0.06
50%
-1.49
60%
3.43
90%
0.07
60%
-0.81
40%
0.86
80%
-2.21
40%
-1.80
40%
0.00
50%
2.84
60%
1.51
60%
Best 7.3
2019
6.8
2014
5.4
2016
6.7
2015
4.6
2017
4.6
2019
3.2
2022
2.7
2020
3.6
2019
7.0
2022
16.1
2020
6.3
2021
Worst -4.8
2016
-10.2
2020
-18.5
2020
-4.0
2022
-6.1
2019
-8.0
2022
-2.4
2019
-8.0
2015
-9.3
2022
-6.8
2018
-4.9
2021
-4.6
2018
Monthly Seasonality over the period Feb 1985 - Jan 2024
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
0.13
53%
0.15
44%
1.72
59%
3.41
79%
0.12
46%
-0.57
46%
1.56
63%
-1.05
51%
-1.06
50%
0.56
62%
1.12
62%
2.48
72%
Best 10.8
1989
13.2
1987
23.3
1985
15.5
1992
17.1
2009
7.8
1990
16.2
1989
6.4
1996
9.4
2010
12.9
2011
16.1
2020
10.9
1987
Worst -9.4
2009
-10.2
2020
-18.5
2020
-7.5
1990
-11.4
2012
-8.0
2022
-13.3
1986
-11.9
1998
-13.3
2008
-21.0
1987
-6.4
2008
-9.3
1985
Monthly Seasonality over the period Feb 1985 - Jan 2024

Monthly Returns

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

ISHARES MSCI UNITED KINGDOM ETF (EWU) ETF
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
208 Positive Months (58%) - 152 Negative Months (42%)
269 Positive Months (57%) - 200 Negative Months (43%)
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(Scroll down to see all data)
Investment Returns, up to December 1996, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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