iShares MSCI Italy ETF (EWI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Italy ETF (EWI): 1Y return 26.2%, Sharpe ratio 1.36, volatility 17.7%, max drawdown -12.5%. A ETF in the Equity asset class. Compare EWI with other assets and invest through your own broker with pfolio.
iShares MSCI Italy ETF (EWI) Overview
- Type: ETF
- Asset Class: Equity
- Region: Europe
- Country: IT (Developed)
- Currency: USD
EWI Performance
- MTD
- Return: 0.9%, Sharpe: 1.42, Volatility: 9.0%, Max Drawdown: -1.8%
- YTD
- Return: 16.7%, Sharpe: 1.25, Volatility: 19.9%, Max Drawdown: -12.5%
- 1Y
- Return: 26.2%, Sharpe: 1.36, Volatility: 17.7%, Max Drawdown: -12.5%
- 5Y
- Return: 126.9%, Sharpe: 0.87, Volatility: 20.7%, Max Drawdown: -35.2%
- 10Y
- Return: 286.1%, Sharpe: 0.70, Volatility: 22.1%, Max Drawdown: -43.0%
Frequently Asked Questions
- What is iShares MSCI Italy ETF (EWI)?
- iShares MSCI Italy ETF (EWI) 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 EWI compare to other assets?
- You can compare EWI with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EWI through pfolio?
- pfolio helps you build diversified portfolios that may include EWI. You invest through your own broker — pfolio provides the analytics.