iShares MSCI Australia ETF (EWA) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Australia ETF (EWA): 1Y return 11.8%, Sharpe ratio 0.70, volatility 17.7%, max drawdown -10.0%. A ETF in the Equity asset class. Compare EWA with other assets and invest through your own broker with pfolio.
iShares MSCI Australia ETF (EWA) Overview
- Type: ETF
- Asset Class: Equity
- Region: Oceania
- Country: AU (Developed)
- Currency: USD
EWA Performance
- MTD
- Return: 1.3%, Sharpe: 2.78, Volatility: 14.7%, Max Drawdown: -1.1%
- YTD
- Return: 11.0%, Sharpe: 0.78, Volatility: 18.8%, Max Drawdown: -10.0%
- 1Y
- Return: 11.8%, Sharpe: 0.70, Volatility: 17.7%, Max Drawdown: -10.0%
- 5Y
- Return: 37.3%, Sharpe: 0.41, Volatility: 19.4%, Max Drawdown: -24.9%
- 10Y
- Return: 108.9%, Sharpe: 0.43, Volatility: 22.1%, Max Drawdown: -45.5%
Frequently Asked Questions
- What is iShares MSCI Australia ETF (EWA)?
- iShares MSCI Australia ETF (EWA) 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 EWA compare to other assets?
- You can compare EWA with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EWA through pfolio?
- pfolio helps you build diversified portfolios that may include EWA. You invest through your own broker — pfolio provides the analytics.