iShares MSCI New Zealand ETF (ENZL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI New Zealand ETF (ENZL): 1Y return 11.1%, Sharpe ratio 0.72, volatility 15.9%, max drawdown -12.9%. A ETF in the Equity asset class. Compare ENZL with other assets and invest through your own broker with pfolio.
iShares MSCI New Zealand ETF (ENZL) Overview
- Type: ETF
- Asset Class: Equity
- Region: Oceania
- Country: NZ (Developed)
- Currency: USD
ENZL Performance
- MTD
- Return: 3.7%, Sharpe: 3.41, Volatility: 14.5%, Max Drawdown: -1.8%
- YTD
- Return: 8.3%, Sharpe: 0.75, Volatility: 17.7%, Max Drawdown: -12.9%
- 1Y
- Return: 11.1%, Sharpe: 0.72, Volatility: 15.9%, Max Drawdown: -12.9%
- 5Y
- Return: -13.3%, Sharpe: -0.06, Volatility: 18.2%, Max Drawdown: -36.9%
- 10Y
- Return: 38.0%, Sharpe: 0.26, Volatility: 20.0%, Max Drawdown: -42.4%
Frequently Asked Questions
- What is iShares MSCI New Zealand ETF (ENZL)?
- iShares MSCI New Zealand ETF (ENZL) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does ENZL compare to other assets?
- You can compare ENZL with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ENZL through pfolio?
- pfolio helps you build diversified portfolios that may include ENZL. You invest through your own broker — pfolio provides the analytics.