iShares MSCI Mexico ETF (EWW) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Mexico ETF (EWW): 1Y return 27.5%, Sharpe ratio 1.20, volatility 21.6%, max drawdown -14.0%. A ETF in the Equity asset class. Compare EWW with other assets and invest through your own broker with pfolio.
iShares MSCI Mexico ETF (EWW) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: MX (Emerging)
- Currency: USD
EWW Performance
- MTD
- Return: -1.5%, Sharpe: -2.79, Volatility: 14.7%, Max Drawdown: -3.0%
- YTD
- Return: 8.5%, Sharpe: 0.72, Volatility: 25.0%, Max Drawdown: -14.0%
- 1Y
- Return: 27.5%, Sharpe: 1.20, Volatility: 21.6%, Max Drawdown: -14.0%
- 5Y
- Return: 85.8%, Sharpe: 0.65, Volatility: 22.2%, Max Drawdown: -31.2%
- 10Y
- Return: 90.9%, Sharpe: 0.38, Volatility: 24.8%, Max Drawdown: -53.6%
Frequently Asked Questions
- What is iShares MSCI Mexico ETF (EWW)?
- iShares MSCI Mexico ETF (EWW) 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 EWW compare to other assets?
- You can compare EWW with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EWW through pfolio?
- pfolio helps you build diversified portfolios that may include EWW. You invest through your own broker — pfolio provides the analytics.