iShares MSCI South Korea ETF (EWY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI South Korea ETF (EWY): 1Y return 115.5%, Sharpe ratio 1.60, volatility 56.4%, max drawdown -34.2%. A ETF in the Equity asset class. Compare EWY with other assets and invest through your own broker with pfolio.
iShares MSCI South Korea ETF (EWY) Overview
- Type: ETF
- Asset Class: Equity
- Region: Asia
- Country: KR (Emerging)
- Currency: USD
EWY Performance
- MTD
- Return: -6.9%, Sharpe: -5.19, Volatility: 41.9%, Max Drawdown: -11.3%
- YTD
- Return: 75.0%, Sharpe: 1.43, Volatility: 62.0%, Max Drawdown: -34.2%
- 1Y
- Return: 115.5%, Sharpe: 1.60, Volatility: 56.4%, Max Drawdown: -34.2%
- 5Y
- Return: 147.0%, Sharpe: 0.69, Volatility: 33.2%, Max Drawdown: -41.0%
- 10Y
- Return: 266.3%, Sharpe: 0.57, Volatility: 29.4%, Max Drawdown: -49.7%
Frequently Asked Questions
- What is iShares MSCI South Korea ETF (EWY)?
- iShares MSCI South Korea ETF (EWY) 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 EWY compare to other assets?
- You can compare EWY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EWY through pfolio?
- pfolio helps you build diversified portfolios that may include EWY. You invest through your own broker — pfolio provides the analytics.