iShares MSCI Taiwan ETF (EWT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Taiwan ETF (EWT): 1Y return 90.1%, Sharpe ratio 2.18, volatility 30.7%, 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: 12.5%, Sharpe: 6.30, Volatility: 25.4%, Max Drawdown: -4.1%
- YTD
- Return: 71.0%, Sharpe: 2.44, Volatility: 34.9%, Max Drawdown: -19.8%
- 1Y
- Return: 90.1%, Sharpe: 2.18, Volatility: 30.7%, Max Drawdown: -19.8%
- 5Y
- Return: 150.1%, Sharpe: 0.87, Volatility: 23.5%, Max Drawdown: -38.9%
- 10Y
- Return: 496.7%, Sharpe: 0.90, Volatility: 21.8%, 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.