ISHARES MSCI MALAYSIA ETF
Symbol: EWM
Exchange: NYSE
Sector: Financial_Services
Category: Focused Region
Inception date: 12/03/1996
Latest date: 15/10/2026
Current price: $27.01
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
-1.96%
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
-2.95%
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
-3.63%
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
9.16%
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
13.03%
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
44.70%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.039%
Best day
3.035%
Worst day
-2.449%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $26.83 | $27.01 | $26.83 | $27.01 | 132,200 |
| 14/10/2026 | $26.92 | $26.94 | $26.80 | $26.87 | 361,600 |
| 13/10/2026 | $26.91 | $26.99 | $26.91 | $26.96 | 74,100 |
| 12/10/2026 | $26.78 | $26.83 | $26.74 | $26.79 | 102,300 |
| 09/10/2026 | $26.55 | $26.67 | $26.55 | $26.66 | 217,000 |
| 08/10/2026 | $26.40 | $26.43 | $26.35 | $26.38 | 112,000 |
| 07/10/2026 | $26.68 | $26.68 | $26.54 | $26.61 | 90,800 |
| 06/10/2026 | $27.12 | $27.20 | $27.12 | $27.12 | 155,600 |
| 05/10/2026 | $27.00 | $27.17 | $27.00 | $27.12 | 137,000 |
| 02/10/2026 | $27.13 | $27.13 | $26.97 | $27.06 | 130,700 |