iShares MSCI Taiwan ETF (EWT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Taiwan ETF (EWT): 1Y return 94.0%, Sharpe ratio 2.21, volatility 31.1%, max drawdown -19.8%. A ETF in the Equity asset class. Compare EWT with other assets and invest through your own broker with pfolio.
iShares MSCI Taiwan ETF (EWT) Overview
- Type: ETF
- Asset Class: Equity
- Region: Asia
- Country: TW (Emerging)
- Currency: USD
EWT Performance
- MTD
- Return: 1.2%, Sharpe: 1.53, Volatility: 27.0%, Max Drawdown: -3.9%
- YTD
- Return: 79.9%, Sharpe: 2.34, Volatility: 33.5%, Max Drawdown: -19.8%
- 1Y
- Return: 94.0%, Sharpe: 2.21, Volatility: 31.1%, Max Drawdown: -19.8%
- 5Y
- Return: 179.1%, Sharpe: 0.96, Volatility: 23.7%, Max Drawdown: -38.9%
- 10Y
- Return: 506.9%, Sharpe: 0.91, Volatility: 21.9%, Max Drawdown: -38.9%
Frequently Asked Questions
- What is iShares MSCI Taiwan ETF (EWT)?
- iShares MSCI Taiwan ETF (EWT) 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 EWT compare to other assets?
- You can compare EWT with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EWT through pfolio?
- pfolio helps you build diversified portfolios that may include EWT. You invest through your own broker — pfolio provides the analytics.