iShares MSCI New Zealand ETF (ENZL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI New Zealand ETF (ENZL): 1Y return -0.1%, Sharpe ratio 0.08, volatility 16.2%, 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: -0.7%, Sharpe: -2.33, Volatility: 9.1%, Max Drawdown: -1.5%
- YTD
- Return: -0.2%, Sharpe: 0.08, Volatility: 17.4%, Max Drawdown: -12.9%
- 1Y
- Return: -0.1%, Sharpe: 0.08, Volatility: 16.2%, Max Drawdown: -12.9%
- 5Y
- Return: -18.4%, Sharpe: -0.12, Volatility: 18.3%, Max Drawdown: -36.6%
- 10Y
- Return: 36.6%, Sharpe: 0.25, 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.