ISHARES MSCI FRANCE ETF
Symbol: EWQ
Exchange: NYSE
Sector: Industrials
Category: Focused Region
Inception date: 12/03/1996
Latest date: 16/07/2026
Current price: $45.18
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
-2.08%
Ann. -49.56% (Sharpe / Sortino numerator)
Volatility
26.66%
Sharpe ratio
-1.995
VaR 95%
-3.16%
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
0.43%
Ann. -13.27% (Sharpe / Sortino numerator)
Volatility
19.82%
Sharpe ratio
-0.853
VaR 95%
-2.11%
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
2.14%
Ann. -3.56% (Sharpe / Sortino numerator)
Volatility
16.66%
Sharpe ratio
-0.432
VaR 95%
-1.64%
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
8.78%
Ann. 11.98% (Sharpe / Sortino numerator)
Volatility
19.04%
Sharpe ratio
0.439
VaR 95%
-1.67%
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
22.78%
Ann. 6.42% (Sharpe / Sortino numerator)
Volatility
17.96%
Sharpe ratio
0.156
VaR 95%
-1.76%
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
25.82%
Ann. 8.08% (Sharpe / Sortino numerator)
Volatility
16.88%
Sharpe ratio
0.264
VaR 95%
-1.65%
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
0.04%
Best day
4.203%
Worst day
-3.518%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $45.12 | $45.34 | $45.01 | $45.18 | 275,000 |
| 15/07/2026 | $45.27 | $45.55 | $45.15 | $45.47 | 215,200 |
| 14/07/2026 | $45.26 | $45.38 | $45.03 | $45.04 | 207,100 |
| 13/07/2026 | $45.12 | $45.21 | $44.78 | $44.83 | 206,200 |
| 10/07/2026 | $45.00 | $45.18 | $44.77 | $45.04 | 231,700 |
| 09/07/2026 | $44.99 | $45.17 | $44.87 | $45.04 | 1,031,500 |
| 08/07/2026 | $44.81 | $44.96 | $44.44 | $44.93 | 260,900 |
| 07/07/2026 | $46.01 | $46.02 | $45.39 | $45.50 | 167,800 |
| 06/07/2026 | $45.89 | $46.08 | $45.75 | $46.07 | 109,700 |
| 02/07/2026 | $45.71 | $46.10 | $45.69 | $45.92 | 289,000 |