iShares MSCI Germany ETF (EWG) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Germany ETF (EWG): 1Y return -0.9%, Sharpe ratio 0.04, volatility 17.4%, max drawdown -14.5%. A ETF in the Equity asset class. Compare EWG with other assets and invest through your own broker with pfolio.
iShares MSCI Germany ETF (EWG) Overview
- Type: ETF
- Asset Class: Equity
- Region: Europe
- Country: DE (Developed)
- Currency: USD
EWG Performance
- MTD
- Return: -0.3%, Sharpe: -0.36, Volatility: 20.9%, Max Drawdown: -3.4%
- YTD
- Return: -1.0%, Sharpe: 0.01, Volatility: 20.6%, Max Drawdown: -14.5%
- 1Y
- Return: -0.9%, Sharpe: 0.04, Volatility: 17.4%, Max Drawdown: -14.5%
- 5Y
- Return: 34.2%, Sharpe: 0.38, Volatility: 20.2%, Max Drawdown: -42.6%
- 10Y
- Return: 114.1%, Sharpe: 0.46, Volatility: 20.4%, Max Drawdown: -46.8%
Frequently Asked Questions
- What is iShares MSCI Germany ETF (EWG)?
- iShares MSCI Germany ETF (EWG) 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 EWG compare to other assets?
- You can compare EWG with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EWG through pfolio?
- pfolio helps you build diversified portfolios that may include EWG. You invest through your own broker — pfolio provides the analytics.