iShares MSCI Netherlands ETF (EWN) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Netherlands ETF (EWN): 1Y return 34.8%, Sharpe ratio 1.42, volatility 22.1%, max drawdown -13.2%. A ETF in the Equity asset class. Compare EWN with other assets and invest through your own broker with pfolio.
iShares MSCI Netherlands ETF (EWN) Overview
- Type: ETF
- Asset Class: Equity
- Region: Europe
- Country: NL (Developed)
- Currency: USD
EWN Performance
- MTD
- Return: 3.2%, Sharpe: 2.58, Volatility: 16.5%, Max Drawdown: -3.7%
- YTD
- Return: 22.1%, Sharpe: 1.30, Volatility: 25.0%, Max Drawdown: -13.2%
- 1Y
- Return: 34.8%, Sharpe: 1.42, Volatility: 22.1%, Max Drawdown: -13.2%
- 5Y
- Return: 48.1%, Sharpe: 0.45, Volatility: 22.9%, Max Drawdown: -43.6%
- 10Y
- Return: 247.4%, Sharpe: 0.68, Volatility: 20.9%, Max Drawdown: -43.6%
Frequently Asked Questions
- What is iShares MSCI Netherlands ETF (EWN)?
- iShares MSCI Netherlands ETF (EWN) 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 EWN compare to other assets?
- You can compare EWN with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EWN through pfolio?
- pfolio helps you build diversified portfolios that may include EWN. You invest through your own broker — pfolio provides the analytics.