ISHARES MSCI MALAYSIA ETF
Symbol: EWM
Exchange: NYSE
Sector: Financial_Services
Category: Focused Region
Inception date: 12/03/1996
Latest date: 16/07/2026
Current price: $28.00
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.25%
Ann. -12.58% (Sharpe / Sortino numerator)
Volatility
20.24%
Sharpe ratio
-0.801
VaR 95%
-1.96%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-0.66%
Ann. 14.35% (Sharpe / Sortino numerator)
Volatility
17.39%
Sharpe ratio
0.617
VaR 95%
-1.83%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
1.46%
Ann. 20.30% (Sharpe / Sortino numerator)
Volatility
14.65%
Sharpe ratio
1.137
VaR 95%
-1.68%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
22.46%
Ann. 26.22% (Sharpe / Sortino numerator)
Volatility
15.92%
Sharpe ratio
1.419
VaR 95%
-1.49%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
29.59%
Ann. 17.88% (Sharpe / Sortino numerator)
Volatility
15.09%
Sharpe ratio
0.944
VaR 95%
-1.48%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
48.72%
Ann. 12.51% (Sharpe / Sortino numerator)
Volatility
13.67%
Sharpe ratio
0.650
VaR 95%
-1.32%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.
Average daily return
0.085%
Best day
3.035%
Worst day
-2.502%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $28.13 | $28.13 | $27.96 | $28.00 | 195,400 |
| 15/07/2026 | $27.86 | $27.98 | $27.79 | $27.83 | 109,100 |
| 14/07/2026 | $27.92 | $28.10 | $27.90 | $28.09 | 453,100 |
| 13/07/2026 | $27.62 | $27.62 | $27.49 | $27.50 | 172,800 |
| 10/07/2026 | $27.35 | $27.47 | $27.34 | $27.43 | 171,700 |
| 09/07/2026 | $27.18 | $27.26 | $27.17 | $27.24 | 100,200 |
| 08/07/2026 | $27.28 | $27.29 | $27.18 | $27.25 | 112,200 |
| 07/07/2026 | $27.27 | $27.32 | $27.16 | $27.16 | 228,200 |
| 06/07/2026 | $27.13 | $27.27 | $27.13 | $27.24 | 174,500 |
| 02/07/2026 | $26.96 | $26.97 | $26.78 | $26.97 | 156,600 |