iShares MSCI United Kingdom ETF (EWU) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI United Kingdom ETF (EWU): 1Y return 20.7%, Sharpe ratio 1.31, volatility 14.7%, max drawdown -9.9%. A ETF in the Equity asset class. Compare EWU with other assets and invest through your own broker with pfolio.
iShares MSCI United Kingdom ETF (EWU) Overview
- Type: ETF
- Asset Class: Equity
- Region: Europe
- Country: GB (Developed)
- Currency: USD
EWU Performance
- MTD
- Return: 0.5%, Sharpe: 0.81, Volatility: 7.8%, Max Drawdown: -1.5%
- YTD
- Return: 12.2%, Sharpe: 1.11, Volatility: 16.4%, Max Drawdown: -9.9%
- 1Y
- Return: 20.7%, Sharpe: 1.31, Volatility: 14.7%, Max Drawdown: -9.9%
- 5Y
- Return: 78.0%, Sharpe: 0.77, Volatility: 16.1%, Max Drawdown: -24.9%
- 10Y
- Return: 125.3%, Sharpe: 0.53, Volatility: 17.9%, Max Drawdown: -43.3%
Frequently Asked Questions
- What is iShares MSCI United Kingdom ETF (EWU)?
- iShares MSCI United Kingdom ETF (EWU) 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 EWU compare to other assets?
- You can compare EWU with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EWU through pfolio?
- pfolio helps you build diversified portfolios that may include EWU. You invest through your own broker — pfolio provides the analytics.