iShares MSCI Germany ETF (EWG) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Germany ETF (EWG): 1Y return 15.8%, Sharpe ratio 0.96, volatility 16.2%, 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: 6.8%, Sharpe: 7.43, Volatility: 20.5%, Max Drawdown: -0.7%
- YTD
- Return: -0.3%, Sharpe: 0.05, Volatility: 21.0%, Max Drawdown: -14.5%
- 1Y
- Return: 15.8%, Sharpe: 0.96, Volatility: 16.2%, Max Drawdown: -14.5%
- 5Y
- Return: 37.4%, Sharpe: 0.41, Volatility: 20.0%, Max Drawdown: -43.4%
- 10Y
- Return: 109.3%, Sharpe: 0.45, Volatility: 20.6%, 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.